Trading Metrics calculated at close of trading on 27-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2020 |
27-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
10.5755 |
10.5575 |
-0.0180 |
-0.2% |
11.6551 |
High |
10.6866 |
11.2512 |
0.5646 |
5.3% |
12.3230 |
Low |
10.1483 |
10.2174 |
0.0691 |
0.7% |
10.1483 |
Close |
10.5575 |
11.1845 |
0.6270 |
5.9% |
10.5575 |
Range |
0.5383 |
1.0338 |
0.4955 |
92.0% |
2.1747 |
ATR |
0.7044 |
0.7279 |
0.0235 |
3.3% |
0.0000 |
Volume |
665,739 |
860,750 |
195,011 |
29.3% |
3,395,921 |
|
Daily Pivots for day following 27-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.9858 |
13.6189 |
11.7531 |
|
R3 |
12.9520 |
12.5851 |
11.4688 |
|
R2 |
11.9182 |
11.9182 |
11.3740 |
|
R1 |
11.5513 |
11.5513 |
11.2793 |
11.7348 |
PP |
10.8844 |
10.8844 |
10.8844 |
10.9761 |
S1 |
10.5175 |
10.5175 |
11.0897 |
10.7010 |
S2 |
9.8506 |
9.8506 |
10.9950 |
|
S3 |
8.8168 |
9.4837 |
10.9002 |
|
S4 |
7.7830 |
8.4499 |
10.6159 |
|
|
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 |
11.3827 |
10.1483 |
1.2344 |
11.0% |
0.6398 |
5.7% |
84% |
False |
False |
695,869 |
10 |
12.3230 |
9.9823 |
2.3407 |
20.9% |
0.8974 |
8.0% |
51% |
False |
False |
911,122 |
20 |
12.3230 |
8.3535 |
3.9695 |
35.5% |
0.7501 |
6.7% |
71% |
False |
False |
796,771 |
40 |
12.3230 |
7.7692 |
4.5538 |
40.7% |
0.5904 |
5.3% |
75% |
False |
False |
812,364 |
60 |
13.3890 |
7.7692 |
5.6198 |
50.2% |
0.6998 |
6.3% |
61% |
False |
False |
1,075,958 |
80 |
13.3890 |
6.7061 |
6.6829 |
59.8% |
0.7324 |
6.5% |
67% |
False |
False |
1,161,885 |
100 |
13.3890 |
6.7061 |
6.6829 |
59.8% |
0.7023 |
6.3% |
67% |
False |
False |
1,072,566 |
120 |
13.3890 |
6.7061 |
6.6829 |
59.8% |
0.6779 |
6.1% |
67% |
False |
False |
1,022,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.6449 |
2.618 |
13.9577 |
1.618 |
12.9239 |
1.000 |
12.2850 |
0.618 |
11.8901 |
HIGH |
11.2512 |
0.618 |
10.8563 |
0.500 |
10.7343 |
0.382 |
10.6123 |
LOW |
10.2174 |
0.618 |
9.5785 |
1.000 |
9.1836 |
1.618 |
8.5447 |
2.618 |
7.5109 |
4.250 |
5.8238 |
|
|
Fisher Pivots for day following 27-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
11.0344 |
11.0254 |
PP |
10.8844 |
10.8662 |
S1 |
10.7343 |
10.7071 |
|