Trading Metrics calculated at close of trading on 03-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2020 |
03-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,517.00 |
1,528.80 |
11.80 |
0.8% |
1,510.80 |
High |
1,530.46 |
1,551.70 |
21.24 |
1.4% |
1,551.70 |
Low |
1,517.00 |
1,527.95 |
10.95 |
0.7% |
1,510.74 |
Close |
1,528.77 |
1,551.70 |
22.93 |
1.5% |
1,551.70 |
Range |
13.46 |
23.75 |
10.29 |
76.4% |
40.96 |
ATR |
10.68 |
11.61 |
0.93 |
8.7% |
0.00 |
Volume |
5,493 |
6,820 |
1,327 |
24.2% |
27,274 |
|
Daily Pivots for day following 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.03 |
1,607.12 |
1,564.76 |
|
R3 |
1,591.28 |
1,583.37 |
1,558.23 |
|
R2 |
1,567.53 |
1,567.53 |
1,556.05 |
|
R1 |
1,559.62 |
1,559.62 |
1,553.88 |
1,563.58 |
PP |
1,543.78 |
1,543.78 |
1,543.78 |
1,545.76 |
S1 |
1,535.87 |
1,535.87 |
1,549.52 |
1,539.83 |
S2 |
1,520.03 |
1,520.03 |
1,547.35 |
|
S3 |
1,496.28 |
1,512.12 |
1,545.17 |
|
S4 |
1,472.53 |
1,488.37 |
1,538.64 |
|
|
Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,660.93 |
1,647.27 |
1,574.23 |
|
R3 |
1,619.97 |
1,606.31 |
1,562.96 |
|
R2 |
1,579.01 |
1,579.01 |
1,559.21 |
|
R1 |
1,565.35 |
1,565.35 |
1,555.45 |
1,572.18 |
PP |
1,538.05 |
1,538.05 |
1,538.05 |
1,541.46 |
S1 |
1,524.39 |
1,524.39 |
1,547.95 |
1,531.22 |
S2 |
1,497.09 |
1,497.09 |
1,544.19 |
|
S3 |
1,456.13 |
1,483.43 |
1,540.44 |
|
S4 |
1,415.17 |
1,442.47 |
1,529.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,551.70 |
1,507.49 |
44.21 |
2.8% |
11.86 |
0.8% |
100% |
True |
False |
7,024 |
10 |
1,551.70 |
1,473.40 |
78.30 |
5.0% |
10.91 |
0.7% |
100% |
True |
False |
7,183 |
20 |
1,551.70 |
1,458.92 |
92.78 |
6.0% |
10.83 |
0.7% |
100% |
True |
False |
7,282 |
40 |
1,551.70 |
1,446.68 |
105.02 |
6.8% |
11.72 |
0.8% |
100% |
True |
False |
7,089 |
60 |
1,551.70 |
1,446.68 |
105.02 |
6.8% |
12.64 |
0.8% |
100% |
True |
False |
6,882 |
80 |
1,551.70 |
1,446.68 |
105.02 |
6.8% |
14.58 |
0.9% |
100% |
True |
False |
6,831 |
100 |
1,556.11 |
1,446.68 |
109.43 |
7.1% |
15.67 |
1.0% |
96% |
False |
False |
6,849 |
120 |
1,556.11 |
1,401.30 |
154.81 |
10.0% |
16.61 |
1.1% |
97% |
False |
False |
6,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,652.64 |
2.618 |
1,613.88 |
1.618 |
1,590.13 |
1.000 |
1,575.45 |
0.618 |
1,566.38 |
HIGH |
1,551.70 |
0.618 |
1,542.63 |
0.500 |
1,539.83 |
0.382 |
1,537.02 |
LOW |
1,527.95 |
0.618 |
1,513.27 |
1.000 |
1,504.20 |
1.618 |
1,489.52 |
2.618 |
1,465.77 |
4.250 |
1,427.01 |
|
|
Fisher Pivots for day following 03-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,547.74 |
1,545.48 |
PP |
1,543.78 |
1,539.27 |
S1 |
1,539.83 |
1,533.05 |
|