Trading Metrics calculated at close of trading on 14-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2020 |
14-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,561.94 |
1,547.77 |
-14.17 |
-0.9% |
1,551.94 |
High |
1,561.94 |
1,548.66 |
-13.28 |
-0.9% |
1,609.12 |
Low |
1,547.27 |
1,536.52 |
-10.75 |
-0.7% |
1,543.08 |
Close |
1,547.80 |
1,546.17 |
-1.63 |
-0.1% |
1,561.94 |
Range |
14.67 |
12.14 |
-2.53 |
-17.2% |
66.04 |
ATR |
16.29 |
15.99 |
-0.30 |
-1.8% |
0.00 |
Volume |
7,420 |
7,224 |
-196 |
-2.6% |
36,832 |
|
Daily Pivots for day following 14-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.20 |
1,575.33 |
1,552.85 |
|
R3 |
1,568.06 |
1,563.19 |
1,549.51 |
|
R2 |
1,555.92 |
1,555.92 |
1,548.40 |
|
R1 |
1,551.05 |
1,551.05 |
1,547.28 |
1,547.42 |
PP |
1,543.78 |
1,543.78 |
1,543.78 |
1,541.97 |
S1 |
1,538.91 |
1,538.91 |
1,545.06 |
1,535.28 |
S2 |
1,531.64 |
1,531.64 |
1,543.94 |
|
S3 |
1,519.50 |
1,526.77 |
1,542.83 |
|
S4 |
1,507.36 |
1,514.63 |
1,539.49 |
|
|
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 |
1,536.52 |
72.60 |
4.7% |
23.46 |
1.5% |
13% |
False |
True |
7,379 |
10 |
1,609.12 |
1,514.40 |
94.72 |
6.1% |
21.14 |
1.4% |
34% |
False |
False |
7,150 |
20 |
1,609.12 |
1,470.90 |
138.22 |
8.9% |
14.63 |
0.9% |
54% |
False |
False |
7,297 |
40 |
1,609.12 |
1,452.18 |
156.94 |
10.2% |
13.20 |
0.9% |
60% |
False |
False |
7,157 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
13.47 |
0.9% |
61% |
False |
False |
7,029 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
14.82 |
1.0% |
61% |
False |
False |
6,861 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
15.96 |
1.0% |
61% |
False |
False |
6,872 |
120 |
1,609.12 |
1,401.30 |
207.82 |
13.4% |
16.98 |
1.1% |
70% |
False |
False |
6,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,600.26 |
2.618 |
1,580.44 |
1.618 |
1,568.30 |
1.000 |
1,560.80 |
0.618 |
1,556.16 |
HIGH |
1,548.66 |
0.618 |
1,544.02 |
0.500 |
1,542.59 |
0.382 |
1,541.16 |
LOW |
1,536.52 |
0.618 |
1,529.02 |
1.000 |
1,524.38 |
1.618 |
1,516.88 |
2.618 |
1,504.74 |
4.250 |
1,484.93 |
|
|
Fisher Pivots for day following 14-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,544.98 |
1,549.44 |
PP |
1,543.78 |
1,548.35 |
S1 |
1,542.59 |
1,547.26 |
|