Trading Metrics calculated at close of trading on 15-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2020 |
15-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,547.77 |
1,546.16 |
-1.61 |
-0.1% |
1,551.94 |
High |
1,548.66 |
1,556.94 |
8.28 |
0.5% |
1,609.12 |
Low |
1,536.52 |
1,541.94 |
5.42 |
0.4% |
1,543.08 |
Close |
1,546.17 |
1,556.09 |
9.92 |
0.6% |
1,561.94 |
Range |
12.14 |
15.00 |
2.86 |
23.6% |
66.04 |
ATR |
15.99 |
15.92 |
-0.07 |
-0.4% |
0.00 |
Volume |
7,224 |
7,574 |
350 |
4.8% |
36,832 |
|
Daily Pivots for day following 15-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.66 |
1,591.37 |
1,564.34 |
|
R3 |
1,581.66 |
1,576.37 |
1,560.22 |
|
R2 |
1,566.66 |
1,566.66 |
1,558.84 |
|
R1 |
1,561.37 |
1,561.37 |
1,557.47 |
1,564.02 |
PP |
1,551.66 |
1,551.66 |
1,551.66 |
1,552.98 |
S1 |
1,546.37 |
1,546.37 |
1,554.72 |
1,549.02 |
S2 |
1,536.66 |
1,536.66 |
1,553.34 |
|
S3 |
1,521.66 |
1,531.37 |
1,551.97 |
|
S4 |
1,506.66 |
1,516.37 |
1,547.84 |
|
|
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 |
1,562.35 |
1,536.52 |
25.83 |
1.7% |
15.21 |
1.0% |
76% |
False |
False |
7,478 |
10 |
1,609.12 |
1,517.00 |
92.12 |
5.9% |
21.63 |
1.4% |
42% |
False |
False |
7,136 |
20 |
1,609.12 |
1,470.90 |
138.22 |
8.9% |
15.09 |
1.0% |
62% |
False |
False |
7,292 |
40 |
1,609.12 |
1,452.18 |
156.94 |
10.1% |
13.15 |
0.8% |
66% |
False |
False |
7,176 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
13.52 |
0.9% |
67% |
False |
False |
7,062 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
14.83 |
1.0% |
67% |
False |
False |
6,869 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
15.84 |
1.0% |
67% |
False |
False |
6,881 |
120 |
1,609.12 |
1,401.30 |
207.82 |
13.4% |
17.02 |
1.1% |
74% |
False |
False |
6,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,620.69 |
2.618 |
1,596.21 |
1.618 |
1,581.21 |
1.000 |
1,571.94 |
0.618 |
1,566.21 |
HIGH |
1,556.94 |
0.618 |
1,551.21 |
0.500 |
1,549.44 |
0.382 |
1,547.67 |
LOW |
1,541.94 |
0.618 |
1,532.67 |
1.000 |
1,526.94 |
1.618 |
1,517.67 |
2.618 |
1,502.67 |
4.250 |
1,478.19 |
|
|
Fisher Pivots for day following 15-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,553.87 |
1,553.80 |
PP |
1,551.66 |
1,551.52 |
S1 |
1,549.44 |
1,549.23 |
|