Trading Metrics calculated at close of trading on 27-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2020 |
27-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,562.61 |
1,571.49 |
8.88 |
0.6% |
1,557.44 |
High |
1,574.87 |
1,585.59 |
10.72 |
0.7% |
1,574.87 |
Low |
1,556.98 |
1,571.44 |
14.46 |
0.9% |
1,547.40 |
Close |
1,571.08 |
1,581.72 |
10.64 |
0.7% |
1,571.08 |
Range |
17.89 |
14.15 |
-3.74 |
-20.9% |
27.47 |
ATR |
14.74 |
14.73 |
-0.02 |
-0.1% |
0.00 |
Volume |
6,719 |
6,940 |
221 |
3.3% |
35,384 |
|
Daily Pivots for day following 27-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.03 |
1,616.03 |
1,589.50 |
|
R3 |
1,607.88 |
1,601.88 |
1,585.61 |
|
R2 |
1,593.73 |
1,593.73 |
1,584.31 |
|
R1 |
1,587.73 |
1,587.73 |
1,583.02 |
1,590.73 |
PP |
1,579.58 |
1,579.58 |
1,579.58 |
1,581.09 |
S1 |
1,573.58 |
1,573.58 |
1,580.42 |
1,576.58 |
S2 |
1,565.43 |
1,565.43 |
1,579.13 |
|
S3 |
1,551.28 |
1,559.43 |
1,577.83 |
|
S4 |
1,537.13 |
1,545.28 |
1,573.94 |
|
|
Weekly Pivots for week ending 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.86 |
1,636.44 |
1,586.19 |
|
R3 |
1,619.39 |
1,608.97 |
1,578.63 |
|
R2 |
1,591.92 |
1,591.92 |
1,576.12 |
|
R1 |
1,581.50 |
1,581.50 |
1,573.60 |
1,586.71 |
PP |
1,564.45 |
1,564.45 |
1,564.45 |
1,567.06 |
S1 |
1,554.03 |
1,554.03 |
1,568.56 |
1,559.24 |
S2 |
1,536.98 |
1,536.98 |
1,566.04 |
|
S3 |
1,509.51 |
1,526.56 |
1,563.53 |
|
S4 |
1,482.04 |
1,499.09 |
1,555.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,585.59 |
1,547.40 |
38.19 |
2.4% |
15.16 |
1.0% |
90% |
True |
False |
7,153 |
10 |
1,585.59 |
1,536.52 |
49.07 |
3.1% |
12.98 |
0.8% |
92% |
True |
False |
7,240 |
20 |
1,609.12 |
1,510.74 |
98.38 |
6.2% |
16.70 |
1.1% |
72% |
False |
False |
7,196 |
40 |
1,609.12 |
1,453.32 |
155.80 |
9.9% |
13.83 |
0.9% |
82% |
False |
False |
7,238 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
13.47 |
0.9% |
83% |
False |
False |
7,134 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
13.74 |
0.9% |
83% |
False |
False |
6,964 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
15.14 |
1.0% |
83% |
False |
False |
6,907 |
120 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
16.28 |
1.0% |
83% |
False |
False |
6,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,645.73 |
2.618 |
1,622.63 |
1.618 |
1,608.48 |
1.000 |
1,599.74 |
0.618 |
1,594.33 |
HIGH |
1,585.59 |
0.618 |
1,580.18 |
0.500 |
1,578.52 |
0.382 |
1,576.85 |
LOW |
1,571.44 |
0.618 |
1,562.70 |
1.000 |
1,557.29 |
1.618 |
1,548.55 |
2.618 |
1,534.40 |
4.250 |
1,511.30 |
|
|
Fisher Pivots for day following 27-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,580.65 |
1,577.48 |
PP |
1,579.58 |
1,573.24 |
S1 |
1,578.52 |
1,569.00 |
|