Trading Metrics calculated at close of trading on 28-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2020 |
28-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1,571.49 |
1,581.69 |
10.20 |
0.6% |
1,557.44 |
High |
1,585.59 |
1,582.23 |
-3.36 |
-0.2% |
1,574.87 |
Low |
1,571.44 |
1,566.19 |
-5.25 |
-0.3% |
1,547.40 |
Close |
1,581.72 |
1,567.52 |
-14.20 |
-0.9% |
1,571.08 |
Range |
14.15 |
16.04 |
1.89 |
13.4% |
27.47 |
ATR |
14.73 |
14.82 |
0.09 |
0.6% |
0.00 |
Volume |
6,940 |
7,448 |
508 |
7.3% |
35,384 |
|
Daily Pivots for day following 28-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,620.10 |
1,609.85 |
1,576.34 |
|
R3 |
1,604.06 |
1,593.81 |
1,571.93 |
|
R2 |
1,588.02 |
1,588.02 |
1,570.46 |
|
R1 |
1,577.77 |
1,577.77 |
1,568.99 |
1,574.88 |
PP |
1,571.98 |
1,571.98 |
1,571.98 |
1,570.53 |
S1 |
1,561.73 |
1,561.73 |
1,566.05 |
1,558.84 |
S2 |
1,555.94 |
1,555.94 |
1,564.58 |
|
S3 |
1,539.90 |
1,545.69 |
1,563.11 |
|
S4 |
1,523.86 |
1,529.65 |
1,558.70 |
|
|
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 |
1,550.76 |
34.83 |
2.2% |
14.27 |
0.9% |
48% |
False |
False |
7,178 |
10 |
1,585.59 |
1,541.94 |
43.65 |
2.8% |
13.37 |
0.9% |
59% |
False |
False |
7,263 |
20 |
1,609.12 |
1,514.40 |
94.72 |
6.0% |
17.25 |
1.1% |
56% |
False |
False |
7,206 |
40 |
1,609.12 |
1,454.20 |
154.92 |
9.9% |
13.92 |
0.9% |
73% |
False |
False |
7,260 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
13.58 |
0.9% |
74% |
False |
False |
7,144 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
13.80 |
0.9% |
74% |
False |
False |
6,970 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
15.07 |
1.0% |
74% |
False |
False |
6,910 |
120 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
16.31 |
1.0% |
74% |
False |
False |
6,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,650.40 |
2.618 |
1,624.22 |
1.618 |
1,608.18 |
1.000 |
1,598.27 |
0.618 |
1,592.14 |
HIGH |
1,582.23 |
0.618 |
1,576.10 |
0.500 |
1,574.21 |
0.382 |
1,572.32 |
LOW |
1,566.19 |
0.618 |
1,556.28 |
1.000 |
1,550.15 |
1.618 |
1,540.24 |
2.618 |
1,524.20 |
4.250 |
1,498.02 |
|
|
Fisher Pivots for day following 28-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1,574.21 |
1,571.29 |
PP |
1,571.98 |
1,570.03 |
S1 |
1,569.75 |
1,568.78 |
|