Trading Metrics calculated at close of trading on 09-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2020 |
09-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,573.51 |
1,555.99 |
-17.52 |
-1.1% |
1,510.80 |
High |
1,609.12 |
1,560.83 |
-48.29 |
-3.0% |
1,551.70 |
Low |
1,552.84 |
1,543.08 |
-9.76 |
-0.6% |
1,510.74 |
Close |
1,556.03 |
1,552.14 |
-3.89 |
-0.2% |
1,551.70 |
Range |
56.28 |
17.75 |
-38.53 |
-68.5% |
40.96 |
ATR |
16.30 |
16.41 |
0.10 |
0.6% |
0.00 |
Volume |
7,079 |
7,560 |
481 |
6.8% |
27,274 |
|
Daily Pivots for day following 09-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.27 |
1,596.45 |
1,561.90 |
|
R3 |
1,587.52 |
1,578.70 |
1,557.02 |
|
R2 |
1,569.77 |
1,569.77 |
1,555.39 |
|
R1 |
1,560.95 |
1,560.95 |
1,553.77 |
1,556.49 |
PP |
1,552.02 |
1,552.02 |
1,552.02 |
1,549.78 |
S1 |
1,543.20 |
1,543.20 |
1,550.51 |
1,538.74 |
S2 |
1,534.27 |
1,534.27 |
1,548.89 |
|
S3 |
1,516.52 |
1,525.45 |
1,547.26 |
|
S4 |
1,498.77 |
1,507.70 |
1,542.38 |
|
|
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 |
1,527.95 |
81.17 |
5.2% |
28.92 |
1.9% |
30% |
False |
False |
7,207 |
10 |
1,609.12 |
1,497.77 |
111.35 |
7.2% |
19.44 |
1.3% |
49% |
False |
False |
7,202 |
20 |
1,609.12 |
1,462.91 |
146.21 |
9.4% |
14.94 |
1.0% |
61% |
False |
False |
7,275 |
40 |
1,609.12 |
1,452.18 |
156.94 |
10.1% |
12.88 |
0.8% |
64% |
False |
False |
7,124 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
13.29 |
0.9% |
65% |
False |
False |
6,953 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
14.98 |
1.0% |
65% |
False |
False |
6,853 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
16.20 |
1.0% |
65% |
False |
False |
6,862 |
120 |
1,609.12 |
1,401.30 |
207.82 |
13.4% |
16.96 |
1.1% |
73% |
False |
False |
6,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,636.27 |
2.618 |
1,607.30 |
1.618 |
1,589.55 |
1.000 |
1,578.58 |
0.618 |
1,571.80 |
HIGH |
1,560.83 |
0.618 |
1,554.05 |
0.500 |
1,551.96 |
0.382 |
1,549.86 |
LOW |
1,543.08 |
0.618 |
1,532.11 |
1.000 |
1,525.33 |
1.618 |
1,514.36 |
2.618 |
1,496.61 |
4.250 |
1,467.64 |
|
|
Fisher Pivots for day following 09-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,552.08 |
1,576.10 |
PP |
1,552.02 |
1,568.11 |
S1 |
1,551.96 |
1,560.13 |
|