Trading Metrics calculated at close of trading on 10-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2020 |
10-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,555.99 |
1,552.12 |
-3.87 |
-0.2% |
1,551.94 |
High |
1,560.83 |
1,562.35 |
1.52 |
0.1% |
1,609.12 |
Low |
1,543.08 |
1,545.88 |
2.80 |
0.2% |
1,543.08 |
Close |
1,552.14 |
1,561.94 |
9.80 |
0.6% |
1,561.94 |
Range |
17.75 |
16.47 |
-1.28 |
-7.2% |
66.04 |
ATR |
16.41 |
16.41 |
0.00 |
0.0% |
0.00 |
Volume |
7,560 |
7,613 |
53 |
0.7% |
36,832 |
|
Daily Pivots for day following 10-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.13 |
1,600.51 |
1,571.00 |
|
R3 |
1,589.66 |
1,584.04 |
1,566.47 |
|
R2 |
1,573.19 |
1,573.19 |
1,564.96 |
|
R1 |
1,567.57 |
1,567.57 |
1,563.45 |
1,570.38 |
PP |
1,556.72 |
1,556.72 |
1,556.72 |
1,558.13 |
S1 |
1,551.10 |
1,551.10 |
1,560.43 |
1,553.91 |
S2 |
1,540.25 |
1,540.25 |
1,558.92 |
|
S3 |
1,523.78 |
1,534.63 |
1,557.41 |
|
S4 |
1,507.31 |
1,518.16 |
1,552.88 |
|
|
Weekly Pivots for week ending 10-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.50 |
1,731.76 |
1,598.26 |
|
R3 |
1,703.46 |
1,665.72 |
1,580.10 |
|
R2 |
1,637.42 |
1,637.42 |
1,574.05 |
|
R1 |
1,599.68 |
1,599.68 |
1,567.99 |
1,618.55 |
PP |
1,571.38 |
1,571.38 |
1,571.38 |
1,580.82 |
S1 |
1,533.64 |
1,533.64 |
1,555.89 |
1,552.51 |
S2 |
1,505.34 |
1,505.34 |
1,549.83 |
|
S3 |
1,439.30 |
1,467.60 |
1,543.78 |
|
S4 |
1,373.26 |
1,401.56 |
1,525.62 |
|
|
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 |
1,543.08 |
66.04 |
4.2% |
27.46 |
1.8% |
29% |
False |
False |
7,366 |
10 |
1,609.12 |
1,507.49 |
101.63 |
6.5% |
19.66 |
1.3% |
54% |
False |
False |
7,195 |
20 |
1,609.12 |
1,463.23 |
145.89 |
9.3% |
15.03 |
1.0% |
68% |
False |
False |
7,278 |
40 |
1,609.12 |
1,452.18 |
156.94 |
10.0% |
13.04 |
0.8% |
70% |
False |
False |
7,144 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
13.36 |
0.9% |
71% |
False |
False |
6,988 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
14.89 |
1.0% |
71% |
False |
False |
6,860 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
16.27 |
1.0% |
71% |
False |
False |
6,862 |
120 |
1,609.12 |
1,401.30 |
207.82 |
13.3% |
17.00 |
1.1% |
77% |
False |
False |
6,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,632.35 |
2.618 |
1,605.47 |
1.618 |
1,589.00 |
1.000 |
1,578.82 |
0.618 |
1,572.53 |
HIGH |
1,562.35 |
0.618 |
1,556.06 |
0.500 |
1,554.12 |
0.382 |
1,552.17 |
LOW |
1,545.88 |
0.618 |
1,535.70 |
1.000 |
1,529.41 |
1.618 |
1,519.23 |
2.618 |
1,502.76 |
4.250 |
1,475.88 |
|
|
Fisher Pivots for day following 10-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,559.33 |
1,576.10 |
PP |
1,556.72 |
1,571.38 |
S1 |
1,554.12 |
1,566.66 |
|