Trading Metrics calculated at close of trading on 20-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2020 |
20-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,552.27 |
1,557.44 |
5.17 |
0.3% |
1,561.94 |
High |
1,560.82 |
1,562.31 |
1.49 |
0.1% |
1,561.94 |
Low |
1,549.81 |
1,556.36 |
6.55 |
0.4% |
1,536.52 |
Close |
1,556.97 |
1,559.60 |
2.63 |
0.2% |
1,556.97 |
Range |
11.01 |
5.95 |
-5.06 |
-46.0% |
25.42 |
ATR |
15.17 |
14.51 |
-0.66 |
-4.3% |
0.00 |
Volume |
7,681 |
6,556 |
-1,125 |
-14.6% |
37,504 |
|
Daily Pivots for day following 20-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.27 |
1,574.39 |
1,562.87 |
|
R3 |
1,571.32 |
1,568.44 |
1,561.24 |
|
R2 |
1,565.37 |
1,565.37 |
1,560.69 |
|
R1 |
1,562.49 |
1,562.49 |
1,560.15 |
1,563.93 |
PP |
1,559.42 |
1,559.42 |
1,559.42 |
1,560.15 |
S1 |
1,556.54 |
1,556.54 |
1,559.05 |
1,557.98 |
S2 |
1,553.47 |
1,553.47 |
1,558.51 |
|
S3 |
1,547.52 |
1,550.59 |
1,557.96 |
|
S4 |
1,541.57 |
1,544.64 |
1,556.33 |
|
|
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 |
1,562.31 |
1,536.52 |
25.79 |
1.7% |
10.79 |
0.7% |
89% |
True |
False |
7,328 |
10 |
1,609.12 |
1,536.52 |
72.60 |
4.7% |
17.88 |
1.1% |
32% |
False |
False |
7,358 |
20 |
1,609.12 |
1,476.00 |
133.12 |
8.5% |
15.37 |
1.0% |
63% |
False |
False |
7,256 |
40 |
1,609.12 |
1,452.18 |
156.94 |
10.1% |
12.97 |
0.8% |
68% |
False |
False |
7,197 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
13.47 |
0.9% |
70% |
False |
False |
7,101 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
14.43 |
0.9% |
70% |
False |
False |
6,880 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
15.52 |
1.0% |
70% |
False |
False |
6,887 |
120 |
1,609.12 |
1,430.52 |
178.60 |
11.5% |
16.63 |
1.1% |
72% |
False |
False |
6,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,587.60 |
2.618 |
1,577.89 |
1.618 |
1,571.94 |
1.000 |
1,568.26 |
0.618 |
1,565.99 |
HIGH |
1,562.31 |
0.618 |
1,560.04 |
0.500 |
1,559.34 |
0.382 |
1,558.63 |
LOW |
1,556.36 |
0.618 |
1,552.68 |
1.000 |
1,550.41 |
1.618 |
1,546.73 |
2.618 |
1,540.78 |
4.250 |
1,531.07 |
|
|
Fisher Pivots for day following 20-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,559.51 |
1,558.27 |
PP |
1,559.42 |
1,556.93 |
S1 |
1,559.34 |
1,555.60 |
|