Trading Metrics calculated at close of trading on 08-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2020 |
08-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,565.58 |
1,573.51 |
7.93 |
0.5% |
1,510.80 |
High |
1,575.81 |
1,609.12 |
33.31 |
2.1% |
1,551.70 |
Low |
1,556.14 |
1,552.84 |
-3.30 |
-0.2% |
1,510.74 |
Close |
1,573.48 |
1,556.03 |
-17.45 |
-1.1% |
1,551.70 |
Range |
19.67 |
56.28 |
36.61 |
186.1% |
40.96 |
ATR |
13.23 |
16.30 |
3.08 |
23.2% |
0.00 |
Volume |
7,276 |
7,079 |
-197 |
-2.7% |
27,274 |
|
Daily Pivots for day following 08-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.50 |
1,705.05 |
1,586.98 |
|
R3 |
1,685.22 |
1,648.77 |
1,571.51 |
|
R2 |
1,628.94 |
1,628.94 |
1,566.35 |
|
R1 |
1,592.49 |
1,592.49 |
1,561.19 |
1,582.58 |
PP |
1,572.66 |
1,572.66 |
1,572.66 |
1,567.71 |
S1 |
1,536.21 |
1,536.21 |
1,550.87 |
1,526.30 |
S2 |
1,516.38 |
1,516.38 |
1,545.71 |
|
S3 |
1,460.10 |
1,479.93 |
1,540.55 |
|
S4 |
1,403.82 |
1,423.65 |
1,525.08 |
|
|
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 |
1,609.12 |
1,517.00 |
92.12 |
5.9% |
28.06 |
1.8% |
42% |
True |
False |
6,794 |
10 |
1,609.12 |
1,484.57 |
124.55 |
8.0% |
19.20 |
1.2% |
57% |
True |
False |
7,072 |
20 |
1,609.12 |
1,460.05 |
149.07 |
9.6% |
14.48 |
0.9% |
64% |
True |
False |
7,279 |
40 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
12.76 |
0.8% |
67% |
True |
False |
7,112 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
13.30 |
0.9% |
67% |
True |
False |
6,919 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
14.92 |
1.0% |
67% |
True |
False |
6,847 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
16.16 |
1.0% |
67% |
True |
False |
6,862 |
120 |
1,609.12 |
1,401.30 |
207.82 |
13.4% |
16.92 |
1.1% |
74% |
True |
False |
6,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.31 |
2.618 |
1,756.46 |
1.618 |
1,700.18 |
1.000 |
1,665.40 |
0.618 |
1,643.90 |
HIGH |
1,609.12 |
0.618 |
1,587.62 |
0.500 |
1,580.98 |
0.382 |
1,574.34 |
LOW |
1,552.84 |
0.618 |
1,518.06 |
1.000 |
1,496.56 |
1.618 |
1,461.78 |
2.618 |
1,405.50 |
4.250 |
1,313.65 |
|
|
Fisher Pivots for day following 08-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,580.98 |
1,580.51 |
PP |
1,572.66 |
1,572.35 |
S1 |
1,564.35 |
1,564.19 |
|