Trading Metrics calculated at close of trading on 21-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2020 |
21-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,557.44 |
1,559.58 |
2.14 |
0.1% |
1,561.94 |
High |
1,562.31 |
1,567.92 |
5.61 |
0.4% |
1,561.94 |
Low |
1,556.36 |
1,547.40 |
-8.96 |
-0.6% |
1,536.52 |
Close |
1,559.60 |
1,558.09 |
-1.51 |
-0.1% |
1,556.97 |
Range |
5.95 |
20.52 |
14.57 |
244.9% |
25.42 |
ATR |
14.51 |
14.94 |
0.43 |
3.0% |
0.00 |
Volume |
6,556 |
7,324 |
768 |
11.7% |
37,504 |
|
Daily Pivots for day following 21-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,619.36 |
1,609.25 |
1,569.38 |
|
R3 |
1,598.84 |
1,588.73 |
1,563.73 |
|
R2 |
1,578.32 |
1,578.32 |
1,561.85 |
|
R1 |
1,568.21 |
1,568.21 |
1,559.97 |
1,563.01 |
PP |
1,557.80 |
1,557.80 |
1,557.80 |
1,555.20 |
S1 |
1,547.69 |
1,547.69 |
1,556.21 |
1,542.49 |
S2 |
1,537.28 |
1,537.28 |
1,554.33 |
|
S3 |
1,516.76 |
1,527.17 |
1,552.45 |
|
S4 |
1,496.24 |
1,506.65 |
1,546.80 |
|
|
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 |
1,567.92 |
1,541.94 |
25.98 |
1.7% |
12.47 |
0.8% |
62% |
True |
False |
7,348 |
10 |
1,609.12 |
1,536.52 |
72.60 |
4.7% |
17.96 |
1.2% |
30% |
False |
False |
7,363 |
20 |
1,609.12 |
1,477.52 |
131.60 |
8.4% |
16.18 |
1.0% |
61% |
False |
False |
7,253 |
40 |
1,609.12 |
1,452.18 |
156.94 |
10.1% |
13.22 |
0.8% |
67% |
False |
False |
7,205 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
13.55 |
0.9% |
69% |
False |
False |
7,119 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
14.45 |
0.9% |
69% |
False |
False |
6,883 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
15.59 |
1.0% |
69% |
False |
False |
6,891 |
120 |
1,609.12 |
1,437.15 |
171.97 |
11.0% |
16.66 |
1.1% |
70% |
False |
False |
6,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,655.13 |
2.618 |
1,621.64 |
1.618 |
1,601.12 |
1.000 |
1,588.44 |
0.618 |
1,580.60 |
HIGH |
1,567.92 |
0.618 |
1,560.08 |
0.500 |
1,557.66 |
0.382 |
1,555.24 |
LOW |
1,547.40 |
0.618 |
1,534.72 |
1.000 |
1,526.88 |
1.618 |
1,514.20 |
2.618 |
1,493.68 |
4.250 |
1,460.19 |
|
|
Fisher Pivots for day following 21-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,557.95 |
1,557.95 |
PP |
1,557.80 |
1,557.80 |
S1 |
1,557.66 |
1,557.66 |
|