Trading Metrics calculated at close of trading on 24-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2020 |
24-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
11.2362 |
10.5755 |
-0.6607 |
-5.9% |
11.6551 |
High |
11.2659 |
10.6866 |
-0.5793 |
-5.1% |
12.3230 |
Low |
10.3923 |
10.1483 |
-0.2440 |
-2.3% |
10.1483 |
Close |
10.5755 |
10.5575 |
-0.0180 |
-0.2% |
10.5575 |
Range |
0.8736 |
0.5383 |
-0.3353 |
-38.4% |
2.1747 |
ATR |
0.7172 |
0.7044 |
-0.0128 |
-1.8% |
0.0000 |
Volume |
826,663 |
665,739 |
-160,924 |
-19.5% |
3,395,921 |
|
Daily Pivots for day following 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.0790 |
11.8566 |
10.8536 |
|
R3 |
11.5407 |
11.3183 |
10.7055 |
|
R2 |
11.0024 |
11.0024 |
10.6562 |
|
R1 |
10.7800 |
10.7800 |
10.6068 |
10.6221 |
PP |
10.4641 |
10.4641 |
10.4641 |
10.3852 |
S1 |
10.2417 |
10.2417 |
10.5082 |
10.0838 |
S2 |
9.9258 |
9.9258 |
10.4588 |
|
S3 |
9.3875 |
9.7034 |
10.4095 |
|
S4 |
8.8492 |
9.1651 |
10.2614 |
|
|
Weekly Pivots for week ending 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.5337 |
16.2203 |
11.7536 |
|
R3 |
15.3590 |
14.0456 |
11.1555 |
|
R2 |
13.1843 |
13.1843 |
10.9562 |
|
R1 |
11.8709 |
11.8709 |
10.7568 |
11.4403 |
PP |
11.0096 |
11.0096 |
11.0096 |
10.7943 |
S1 |
9.6962 |
9.6962 |
10.3582 |
9.2656 |
S2 |
8.8349 |
8.8349 |
10.1588 |
|
S3 |
6.6602 |
7.5215 |
9.9595 |
|
S4 |
4.4855 |
5.3468 |
9.3614 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.3230 |
10.1483 |
2.1747 |
20.6% |
0.7401 |
7.0% |
19% |
False |
True |
679,184 |
10 |
12.3230 |
9.5761 |
2.7469 |
26.0% |
0.8785 |
8.3% |
36% |
False |
False |
895,389 |
20 |
12.3230 |
8.3535 |
3.9695 |
37.6% |
0.7318 |
6.9% |
56% |
False |
False |
795,298 |
40 |
12.3230 |
7.7692 |
4.5538 |
43.1% |
0.5889 |
5.6% |
61% |
False |
False |
818,449 |
60 |
13.3890 |
7.7692 |
5.6198 |
53.2% |
0.7014 |
6.6% |
50% |
False |
False |
1,088,704 |
80 |
13.3890 |
6.7061 |
6.6829 |
63.3% |
0.7282 |
6.9% |
58% |
False |
False |
1,163,814 |
100 |
13.3890 |
6.7061 |
6.6829 |
63.3% |
0.6982 |
6.6% |
58% |
False |
False |
1,069,592 |
120 |
13.3890 |
6.7061 |
6.6829 |
63.3% |
0.6762 |
6.4% |
58% |
False |
False |
1,023,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.9744 |
2.618 |
12.0959 |
1.618 |
11.5576 |
1.000 |
11.2249 |
0.618 |
11.0193 |
HIGH |
10.6866 |
0.618 |
10.4810 |
0.500 |
10.4175 |
0.382 |
10.3539 |
LOW |
10.1483 |
0.618 |
9.8156 |
1.000 |
9.6100 |
1.618 |
9.2773 |
2.618 |
8.7390 |
4.250 |
7.8605 |
|
|
Fisher Pivots for day following 24-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
10.5108 |
10.7655 |
PP |
10.4641 |
10.6962 |
S1 |
10.4175 |
10.6268 |
|