Trading Metrics calculated at close of trading on 02-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2019 |
02-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,514.79 |
1,517.00 |
2.21 |
0.1% |
1,478.53 |
High |
1,524.48 |
1,530.46 |
5.98 |
0.4% |
1,514.49 |
Low |
1,514.40 |
1,517.00 |
2.60 |
0.2% |
1,477.52 |
Close |
1,516.97 |
1,528.77 |
11.80 |
0.8% |
1,510.84 |
Range |
10.08 |
13.46 |
3.38 |
33.5% |
36.97 |
ATR |
10.46 |
10.68 |
0.22 |
2.1% |
0.00 |
Volume |
7,716 |
5,493 |
-2,223 |
-28.8% |
29,586 |
|
Daily Pivots for day following 02-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,565.79 |
1,560.74 |
1,536.17 |
|
R3 |
1,552.33 |
1,547.28 |
1,532.47 |
|
R2 |
1,538.87 |
1,538.87 |
1,531.24 |
|
R1 |
1,533.82 |
1,533.82 |
1,530.00 |
1,536.35 |
PP |
1,525.41 |
1,525.41 |
1,525.41 |
1,526.67 |
S1 |
1,520.36 |
1,520.36 |
1,527.54 |
1,522.89 |
S2 |
1,511.95 |
1,511.95 |
1,526.30 |
|
S3 |
1,498.49 |
1,506.90 |
1,525.07 |
|
S4 |
1,485.03 |
1,493.44 |
1,521.37 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,611.86 |
1,598.32 |
1,531.17 |
|
R3 |
1,574.89 |
1,561.35 |
1,521.01 |
|
R2 |
1,537.92 |
1,537.92 |
1,517.62 |
|
R1 |
1,524.38 |
1,524.38 |
1,514.23 |
1,531.15 |
PP |
1,500.95 |
1,500.95 |
1,500.95 |
1,504.34 |
S1 |
1,487.41 |
1,487.41 |
1,507.45 |
1,494.18 |
S2 |
1,463.98 |
1,463.98 |
1,504.06 |
|
S3 |
1,427.01 |
1,450.44 |
1,500.67 |
|
S4 |
1,390.04 |
1,413.47 |
1,490.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,530.46 |
1,497.77 |
32.69 |
2.1% |
9.96 |
0.7% |
95% |
True |
False |
7,197 |
10 |
1,530.46 |
1,470.90 |
59.56 |
3.9% |
9.35 |
0.6% |
97% |
True |
False |
7,250 |
20 |
1,530.46 |
1,458.92 |
71.54 |
4.7% |
10.21 |
0.7% |
98% |
True |
False |
7,294 |
40 |
1,530.46 |
1,446.68 |
83.78 |
5.5% |
11.37 |
0.7% |
98% |
True |
False |
7,095 |
60 |
1,530.46 |
1,446.68 |
83.78 |
5.5% |
12.41 |
0.8% |
98% |
True |
False |
6,885 |
80 |
1,534.62 |
1,446.68 |
87.94 |
5.8% |
14.44 |
0.9% |
93% |
False |
False |
6,830 |
100 |
1,556.11 |
1,446.68 |
109.43 |
7.2% |
15.71 |
1.0% |
75% |
False |
False |
6,843 |
120 |
1,556.11 |
1,400.34 |
155.77 |
10.2% |
16.63 |
1.1% |
82% |
False |
False |
6,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,587.67 |
2.618 |
1,565.70 |
1.618 |
1,552.24 |
1.000 |
1,543.92 |
0.618 |
1,538.78 |
HIGH |
1,530.46 |
0.618 |
1,525.32 |
0.500 |
1,523.73 |
0.382 |
1,522.14 |
LOW |
1,517.00 |
0.618 |
1,508.68 |
1.000 |
1,503.54 |
1.618 |
1,495.22 |
2.618 |
1,481.76 |
4.250 |
1,459.80 |
|
|
Fisher Pivots for day following 02-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,527.09 |
1,526.05 |
PP |
1,525.41 |
1,523.32 |
S1 |
1,523.73 |
1,520.60 |
|