Trading Metrics calculated at close of trading on 16-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2020 |
16-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,546.16 |
1,556.11 |
9.95 |
0.6% |
1,551.94 |
High |
1,556.94 |
1,558.73 |
1.79 |
0.1% |
1,609.12 |
Low |
1,541.94 |
1,548.88 |
6.94 |
0.5% |
1,543.08 |
Close |
1,556.09 |
1,552.31 |
-3.78 |
-0.2% |
1,561.94 |
Range |
15.00 |
9.85 |
-5.15 |
-34.3% |
66.04 |
ATR |
15.92 |
15.49 |
-0.43 |
-2.7% |
0.00 |
Volume |
7,574 |
7,605 |
31 |
0.4% |
36,832 |
|
Daily Pivots for day following 16-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,582.86 |
1,577.43 |
1,557.73 |
|
R3 |
1,573.01 |
1,567.58 |
1,555.02 |
|
R2 |
1,563.16 |
1,563.16 |
1,554.12 |
|
R1 |
1,557.73 |
1,557.73 |
1,553.21 |
1,555.52 |
PP |
1,553.31 |
1,553.31 |
1,553.31 |
1,552.20 |
S1 |
1,547.88 |
1,547.88 |
1,551.41 |
1,545.67 |
S2 |
1,543.46 |
1,543.46 |
1,550.50 |
|
S3 |
1,533.61 |
1,538.03 |
1,549.60 |
|
S4 |
1,523.76 |
1,528.18 |
1,546.89 |
|
|
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% |
13.63 |
0.9% |
61% |
False |
False |
7,487 |
10 |
1,609.12 |
1,527.95 |
81.17 |
5.2% |
21.27 |
1.4% |
30% |
False |
False |
7,347 |
20 |
1,609.12 |
1,470.90 |
138.22 |
8.9% |
15.31 |
1.0% |
59% |
False |
False |
7,298 |
40 |
1,609.12 |
1,452.18 |
156.94 |
10.1% |
13.16 |
0.8% |
64% |
False |
False |
7,188 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
13.57 |
0.9% |
65% |
False |
False |
7,076 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
14.73 |
0.9% |
65% |
False |
False |
6,881 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
15.77 |
1.0% |
65% |
False |
False |
6,889 |
120 |
1,609.12 |
1,401.30 |
207.82 |
13.4% |
17.02 |
1.1% |
73% |
False |
False |
6,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,600.59 |
2.618 |
1,584.52 |
1.618 |
1,574.67 |
1.000 |
1,568.58 |
0.618 |
1,564.82 |
HIGH |
1,558.73 |
0.618 |
1,554.97 |
0.500 |
1,553.81 |
0.382 |
1,552.64 |
LOW |
1,548.88 |
0.618 |
1,542.79 |
1.000 |
1,539.03 |
1.618 |
1,532.94 |
2.618 |
1,523.09 |
4.250 |
1,507.02 |
|
|
Fisher Pivots for day following 16-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,553.81 |
1,550.75 |
PP |
1,553.31 |
1,549.19 |
S1 |
1,552.81 |
1,547.63 |
|