Trading Metrics calculated at close of trading on 17-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2020 |
17-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,556.11 |
1,552.27 |
-3.84 |
-0.2% |
1,561.94 |
High |
1,558.73 |
1,560.82 |
2.09 |
0.1% |
1,561.94 |
Low |
1,548.88 |
1,549.81 |
0.93 |
0.1% |
1,536.52 |
Close |
1,552.31 |
1,556.97 |
4.66 |
0.3% |
1,556.97 |
Range |
9.85 |
11.01 |
1.16 |
11.8% |
25.42 |
ATR |
15.49 |
15.17 |
-0.32 |
-2.1% |
0.00 |
Volume |
7,605 |
7,681 |
76 |
1.0% |
37,504 |
|
Daily Pivots for day following 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.90 |
1,583.94 |
1,563.03 |
|
R3 |
1,577.89 |
1,572.93 |
1,560.00 |
|
R2 |
1,566.88 |
1,566.88 |
1,558.99 |
|
R1 |
1,561.92 |
1,561.92 |
1,557.98 |
1,564.40 |
PP |
1,555.87 |
1,555.87 |
1,555.87 |
1,557.11 |
S1 |
1,550.91 |
1,550.91 |
1,555.96 |
1,553.39 |
S2 |
1,544.86 |
1,544.86 |
1,554.95 |
|
S3 |
1,533.85 |
1,539.90 |
1,553.94 |
|
S4 |
1,522.84 |
1,528.89 |
1,550.91 |
|
|
Weekly Pivots for week ending 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,628.07 |
1,617.94 |
1,570.95 |
|
R3 |
1,602.65 |
1,592.52 |
1,563.96 |
|
R2 |
1,577.23 |
1,577.23 |
1,561.63 |
|
R1 |
1,567.10 |
1,567.10 |
1,559.30 |
1,559.46 |
PP |
1,551.81 |
1,551.81 |
1,551.81 |
1,547.99 |
S1 |
1,541.68 |
1,541.68 |
1,554.64 |
1,534.04 |
S2 |
1,526.39 |
1,526.39 |
1,552.31 |
|
S3 |
1,500.97 |
1,516.26 |
1,549.98 |
|
S4 |
1,475.55 |
1,490.84 |
1,542.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,561.94 |
1,536.52 |
25.42 |
1.6% |
12.53 |
0.8% |
80% |
False |
False |
7,500 |
10 |
1,609.12 |
1,536.52 |
72.60 |
4.7% |
20.00 |
1.3% |
28% |
False |
False |
7,433 |
20 |
1,609.12 |
1,473.40 |
135.72 |
8.7% |
15.45 |
1.0% |
62% |
False |
False |
7,308 |
40 |
1,609.12 |
1,452.18 |
156.94 |
10.1% |
13.13 |
0.8% |
67% |
False |
False |
7,206 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
13.62 |
0.9% |
68% |
False |
False |
7,100 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
14.47 |
0.9% |
68% |
False |
False |
6,887 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
15.75 |
1.0% |
68% |
False |
False |
6,893 |
120 |
1,609.12 |
1,401.30 |
207.82 |
13.3% |
16.94 |
1.1% |
75% |
False |
False |
6,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,607.61 |
2.618 |
1,589.64 |
1.618 |
1,578.63 |
1.000 |
1,571.83 |
0.618 |
1,567.62 |
HIGH |
1,560.82 |
0.618 |
1,556.61 |
0.500 |
1,555.32 |
0.382 |
1,554.02 |
LOW |
1,549.81 |
0.618 |
1,543.01 |
1.000 |
1,538.80 |
1.618 |
1,532.00 |
2.618 |
1,520.99 |
4.250 |
1,503.02 |
|
|
Fisher Pivots for day following 17-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,556.42 |
1,555.11 |
PP |
1,555.87 |
1,553.24 |
S1 |
1,555.32 |
1,551.38 |
|