Trading Metrics calculated at close of trading on 22-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2020 |
22-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
11.2391 |
11.1510 |
-0.0881 |
-0.8% |
9.6934 |
High |
11.3135 |
11.3827 |
0.0692 |
0.6% |
11.9342 |
Low |
10.8508 |
11.0920 |
0.2412 |
2.2% |
9.5761 |
Close |
11.1510 |
11.2362 |
0.0852 |
0.8% |
11.6551 |
Range |
0.4627 |
0.2907 |
-0.1720 |
-37.2% |
2.3581 |
ATR |
0.7370 |
0.7051 |
-0.0319 |
-4.3% |
0.0000 |
Volume |
604,660 |
521,537 |
-83,123 |
-13.7% |
5,557,969 |
|
Daily Pivots for day following 22-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.1091 |
11.9633 |
11.3961 |
|
R3 |
11.8184 |
11.6726 |
11.3161 |
|
R2 |
11.5277 |
11.5277 |
11.2895 |
|
R1 |
11.3819 |
11.3819 |
11.2628 |
11.4548 |
PP |
11.2370 |
11.2370 |
11.2370 |
11.2734 |
S1 |
11.0912 |
11.0912 |
11.2096 |
11.1641 |
S2 |
10.9463 |
10.9463 |
11.1829 |
|
S3 |
10.6556 |
10.8005 |
11.1563 |
|
S4 |
10.3649 |
10.5098 |
11.0763 |
|
|
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 |
14.0% |
0.7458 |
6.6% |
31% |
False |
False |
789,381 |
10 |
12.3230 |
9.0608 |
3.2622 |
29.0% |
0.8266 |
7.4% |
67% |
False |
False |
865,328 |
20 |
12.3230 |
8.3535 |
3.9695 |
35.3% |
0.6873 |
6.1% |
73% |
False |
False |
789,035 |
40 |
12.3230 |
7.7692 |
4.5538 |
40.5% |
0.5777 |
5.1% |
76% |
False |
False |
840,564 |
60 |
13.3890 |
7.7692 |
5.6198 |
50.0% |
0.7046 |
6.3% |
62% |
False |
False |
1,129,317 |
80 |
13.3890 |
6.7061 |
6.6829 |
59.5% |
0.7178 |
6.4% |
68% |
False |
False |
1,163,985 |
100 |
13.3890 |
6.7061 |
6.6829 |
59.5% |
0.6940 |
6.2% |
68% |
False |
False |
1,071,105 |
120 |
13.3890 |
6.7061 |
6.6829 |
59.5% |
0.6768 |
6.0% |
68% |
False |
False |
1,027,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.6182 |
2.618 |
12.1438 |
1.618 |
11.8531 |
1.000 |
11.6734 |
0.618 |
11.5624 |
HIGH |
11.3827 |
0.618 |
11.2717 |
0.500 |
11.2374 |
0.382 |
11.2030 |
LOW |
11.0920 |
0.618 |
10.9123 |
1.000 |
10.8013 |
1.618 |
10.6216 |
2.618 |
10.3309 |
4.250 |
9.8565 |
|
|
Fisher Pivots for day following 22-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
11.2374 |
11.5554 |
PP |
11.2370 |
11.4490 |
S1 |
11.2366 |
11.3426 |
|