Trading Metrics calculated at close of trading on 21-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2020 |
21-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
11.6551 |
11.2391 |
-0.4160 |
-3.6% |
9.6934 |
High |
12.3230 |
11.3135 |
-1.0095 |
-8.2% |
11.9342 |
Low |
10.7878 |
10.8508 |
0.0630 |
0.6% |
9.5761 |
Close |
11.2391 |
11.1510 |
-0.0881 |
-0.8% |
11.6551 |
Range |
1.5352 |
0.4627 |
-1.0725 |
-69.9% |
2.3581 |
ATR |
0.7581 |
0.7370 |
-0.0211 |
-2.8% |
0.0000 |
Volume |
777,322 |
604,660 |
-172,662 |
-22.2% |
5,557,969 |
|
Daily Pivots for day following 21-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.4932 |
12.2848 |
11.4055 |
|
R3 |
12.0305 |
11.8221 |
11.2782 |
|
R2 |
11.5678 |
11.5678 |
11.2358 |
|
R1 |
11.3594 |
11.3594 |
11.1934 |
11.2323 |
PP |
11.1051 |
11.1051 |
11.1051 |
11.0415 |
S1 |
10.8967 |
10.8967 |
11.1086 |
10.7696 |
S2 |
10.6424 |
10.6424 |
11.0662 |
|
S3 |
10.1797 |
10.4340 |
11.0238 |
|
S4 |
9.7170 |
9.9713 |
10.8965 |
|
|
Weekly Pivots for week ending 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.1294 |
17.2504 |
12.9521 |
|
R3 |
15.7713 |
14.8923 |
12.3036 |
|
R2 |
13.4132 |
13.4132 |
12.0874 |
|
R1 |
12.5342 |
12.5342 |
11.8713 |
12.9737 |
PP |
11.0551 |
11.0551 |
11.0551 |
11.2749 |
S1 |
10.1761 |
10.1761 |
11.4389 |
10.6156 |
S2 |
8.6970 |
8.6970 |
11.2228 |
|
S3 |
6.3389 |
7.8180 |
11.0066 |
|
S4 |
3.9808 |
5.4599 |
10.3581 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.3230 |
10.7517 |
1.5713 |
14.1% |
0.9189 |
8.2% |
25% |
False |
False |
978,038 |
10 |
12.3230 |
9.0608 |
3.2622 |
29.3% |
0.8829 |
7.9% |
64% |
False |
False |
883,760 |
20 |
12.3230 |
8.3535 |
3.9695 |
35.6% |
0.6855 |
6.1% |
70% |
False |
False |
791,735 |
40 |
12.3230 |
7.7692 |
4.5538 |
40.8% |
0.5948 |
5.3% |
74% |
False |
False |
862,018 |
60 |
13.3890 |
7.7692 |
5.6198 |
50.4% |
0.7224 |
6.5% |
60% |
False |
False |
1,156,085 |
80 |
13.3890 |
6.7061 |
6.6829 |
59.9% |
0.7177 |
6.4% |
67% |
False |
False |
1,166,934 |
100 |
13.3890 |
6.7061 |
6.6829 |
59.9% |
0.6950 |
6.2% |
67% |
False |
False |
1,072,470 |
120 |
13.3890 |
6.7061 |
6.6829 |
59.9% |
0.6781 |
6.1% |
67% |
False |
False |
1,030,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.2800 |
2.618 |
12.5248 |
1.618 |
12.0621 |
1.000 |
11.7762 |
0.618 |
11.5994 |
HIGH |
11.3135 |
0.618 |
11.1367 |
0.500 |
11.0822 |
0.382 |
11.0276 |
LOW |
10.8508 |
0.618 |
10.5649 |
1.000 |
10.3881 |
1.618 |
10.1022 |
2.618 |
9.6395 |
4.250 |
8.8843 |
|
|
Fisher Pivots for day following 21-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
11.1281 |
11.5554 |
PP |
11.1051 |
11.4206 |
S1 |
11.0822 |
11.2858 |
|