Trading Metrics calculated at close of trading on 28-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2020 |
28-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
10.5575 |
11.1845 |
0.6270 |
5.9% |
11.6551 |
High |
11.2512 |
11.3596 |
0.1084 |
1.0% |
12.3230 |
Low |
10.2174 |
11.0465 |
0.8291 |
8.1% |
10.1483 |
Close |
11.1845 |
11.2214 |
0.0369 |
0.3% |
10.5575 |
Range |
1.0338 |
0.3131 |
-0.7207 |
-69.7% |
2.1747 |
ATR |
0.7279 |
0.6983 |
-0.0296 |
-4.1% |
0.0000 |
Volume |
860,750 |
891,129 |
30,379 |
3.5% |
3,395,921 |
|
Daily Pivots for day following 28-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.1485 |
11.9980 |
11.3936 |
|
R3 |
11.8354 |
11.6849 |
11.3075 |
|
R2 |
11.5223 |
11.5223 |
11.2788 |
|
R1 |
11.3718 |
11.3718 |
11.2501 |
11.4471 |
PP |
11.2092 |
11.2092 |
11.2092 |
11.2468 |
S1 |
11.0587 |
11.0587 |
11.1927 |
11.1340 |
S2 |
10.8961 |
10.8961 |
11.1640 |
|
S3 |
10.5830 |
10.7456 |
11.1353 |
|
S4 |
10.2699 |
10.4325 |
11.0492 |
|
|
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% |
0.6099 |
5.4% |
87% |
False |
False |
753,163 |
10 |
12.3230 |
10.1483 |
2.1747 |
19.4% |
0.7644 |
6.8% |
49% |
False |
False |
865,601 |
20 |
12.3230 |
8.3535 |
3.9695 |
35.4% |
0.7446 |
6.6% |
72% |
False |
False |
809,126 |
40 |
12.3230 |
7.7692 |
4.5538 |
40.6% |
0.5916 |
5.3% |
76% |
False |
False |
811,297 |
60 |
13.3890 |
7.7692 |
5.6198 |
50.1% |
0.6966 |
6.2% |
61% |
False |
False |
1,065,949 |
80 |
13.3890 |
6.7061 |
6.6829 |
59.6% |
0.7331 |
6.5% |
68% |
False |
False |
1,161,396 |
100 |
13.3890 |
6.7061 |
6.6829 |
59.6% |
0.7005 |
6.2% |
68% |
False |
False |
1,075,706 |
120 |
13.3890 |
6.7061 |
6.6829 |
59.6% |
0.6765 |
6.0% |
68% |
False |
False |
1,020,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.6903 |
2.618 |
12.1793 |
1.618 |
11.8662 |
1.000 |
11.6727 |
0.618 |
11.5531 |
HIGH |
11.3596 |
0.618 |
11.2400 |
0.500 |
11.2031 |
0.382 |
11.1661 |
LOW |
11.0465 |
0.618 |
10.8530 |
1.000 |
10.7334 |
1.618 |
10.5399 |
2.618 |
10.2268 |
4.250 |
9.7158 |
|
|
Fisher Pivots for day following 28-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
11.2153 |
11.0656 |
PP |
11.2092 |
10.9098 |
S1 |
11.2031 |
10.7540 |
|