Trading Metrics calculated at close of trading on 06-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2020 |
06-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,528.80 |
1,551.94 |
23.14 |
1.5% |
1,510.80 |
High |
1,551.70 |
1,579.02 |
27.32 |
1.8% |
1,551.70 |
Low |
1,527.95 |
1,551.89 |
23.94 |
1.6% |
1,510.74 |
Close |
1,551.70 |
1,565.61 |
13.91 |
0.9% |
1,551.70 |
Range |
23.75 |
27.13 |
3.38 |
14.2% |
40.96 |
ATR |
11.61 |
12.73 |
1.12 |
9.7% |
0.00 |
Volume |
6,820 |
7,304 |
484 |
7.1% |
27,274 |
|
Daily Pivots for day following 06-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.90 |
1,633.38 |
1,580.53 |
|
R3 |
1,619.77 |
1,606.25 |
1,573.07 |
|
R2 |
1,592.64 |
1,592.64 |
1,570.58 |
|
R1 |
1,579.12 |
1,579.12 |
1,568.10 |
1,585.88 |
PP |
1,565.51 |
1,565.51 |
1,565.51 |
1,568.89 |
S1 |
1,551.99 |
1,551.99 |
1,563.12 |
1,558.75 |
S2 |
1,538.38 |
1,538.38 |
1,560.64 |
|
S3 |
1,511.25 |
1,524.86 |
1,558.15 |
|
S4 |
1,484.12 |
1,497.73 |
1,550.69 |
|
|
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 |
1,579.02 |
1,510.74 |
68.28 |
4.4% |
15.88 |
1.0% |
80% |
True |
False |
6,915 |
10 |
1,579.02 |
1,476.00 |
103.02 |
6.6% |
12.87 |
0.8% |
87% |
True |
False |
7,153 |
20 |
1,579.02 |
1,458.92 |
120.10 |
7.7% |
11.86 |
0.8% |
89% |
True |
False |
7,300 |
40 |
1,579.02 |
1,446.68 |
132.34 |
8.5% |
11.68 |
0.7% |
90% |
True |
False |
7,106 |
60 |
1,579.02 |
1,446.68 |
132.34 |
8.5% |
12.70 |
0.8% |
90% |
True |
False |
6,891 |
80 |
1,579.02 |
1,446.68 |
132.34 |
8.5% |
14.52 |
0.9% |
90% |
True |
False |
6,838 |
100 |
1,579.02 |
1,446.68 |
132.34 |
8.5% |
15.79 |
1.0% |
90% |
True |
False |
6,860 |
120 |
1,579.02 |
1,401.30 |
177.72 |
11.4% |
16.58 |
1.1% |
92% |
True |
False |
6,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,694.32 |
2.618 |
1,650.05 |
1.618 |
1,622.92 |
1.000 |
1,606.15 |
0.618 |
1,595.79 |
HIGH |
1,579.02 |
0.618 |
1,568.66 |
0.500 |
1,565.46 |
0.382 |
1,562.25 |
LOW |
1,551.89 |
0.618 |
1,535.12 |
1.000 |
1,524.76 |
1.618 |
1,507.99 |
2.618 |
1,480.86 |
4.250 |
1,436.59 |
|
|
Fisher Pivots for day following 06-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,565.56 |
1,559.74 |
PP |
1,565.51 |
1,553.88 |
S1 |
1,565.46 |
1,548.01 |
|