Trading Metrics calculated at close of trading on 02-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2019 |
02-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8,681.33 |
8,802.22 |
120.89 |
1.4% |
8,703.06 |
High |
8,735.43 |
8,873.63 |
138.20 |
1.6% |
8,811.10 |
Low |
8,674.38 |
8,786.90 |
112.52 |
1.3% |
8,684.12 |
Close |
8,733.07 |
8,872.22 |
139.15 |
1.6% |
8,770.98 |
Range |
61.05 |
86.73 |
25.68 |
42.1% |
126.98 |
ATR |
65.68 |
71.03 |
5.35 |
8.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,104.44 |
9,075.06 |
8,919.92 |
|
R3 |
9,017.71 |
8,988.33 |
8,896.07 |
|
R2 |
8,930.98 |
8,930.98 |
8,888.12 |
|
R1 |
8,901.60 |
8,901.60 |
8,880.17 |
8,916.29 |
PP |
8,844.25 |
8,844.25 |
8,844.25 |
8,851.60 |
S1 |
8,814.87 |
8,814.87 |
8,864.27 |
8,829.56 |
S2 |
8,757.52 |
8,757.52 |
8,856.32 |
|
S3 |
8,670.79 |
8,728.14 |
8,848.37 |
|
S4 |
8,584.06 |
8,641.41 |
8,824.52 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,136.34 |
9,080.64 |
8,840.82 |
|
R3 |
9,009.36 |
8,953.66 |
8,805.90 |
|
R2 |
8,882.38 |
8,882.38 |
8,794.26 |
|
R1 |
8,826.68 |
8,826.68 |
8,782.62 |
8,854.53 |
PP |
8,755.40 |
8,755.40 |
8,755.40 |
8,769.33 |
S1 |
8,699.70 |
8,699.70 |
8,759.34 |
8,727.55 |
S2 |
8,628.42 |
8,628.42 |
8,747.70 |
|
S3 |
8,501.44 |
8,572.72 |
8,736.06 |
|
S4 |
8,374.46 |
8,445.74 |
8,701.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,873.63 |
8,671.92 |
201.71 |
2.3% |
73.54 |
0.8% |
99% |
True |
False |
|
10 |
8,873.63 |
8,578.56 |
295.07 |
3.3% |
52.33 |
0.6% |
100% |
True |
False |
|
20 |
8,873.63 |
8,272.83 |
600.80 |
6.8% |
53.42 |
0.6% |
100% |
True |
False |
|
40 |
8,873.63 |
8,157.36 |
716.27 |
8.1% |
56.29 |
0.6% |
100% |
True |
False |
|
60 |
8,873.63 |
7,603.89 |
1,269.74 |
14.3% |
60.60 |
0.7% |
100% |
True |
False |
|
80 |
8,873.63 |
7,463.57 |
1,410.06 |
15.9% |
70.01 |
0.8% |
100% |
True |
False |
|
100 |
8,873.63 |
7,429.36 |
1,444.27 |
16.3% |
75.84 |
0.9% |
100% |
True |
False |
|
120 |
8,873.63 |
7,356.27 |
1,517.36 |
17.1% |
80.34 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,242.23 |
2.618 |
9,100.69 |
1.618 |
9,013.96 |
1.000 |
8,960.36 |
0.618 |
8,927.23 |
HIGH |
8,873.63 |
0.618 |
8,840.50 |
0.500 |
8,830.27 |
0.382 |
8,820.03 |
LOW |
8,786.90 |
0.618 |
8,733.30 |
1.000 |
8,700.17 |
1.618 |
8,646.57 |
2.618 |
8,559.84 |
4.250 |
8,418.30 |
|
|
Fisher Pivots for day following 02-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,858.24 |
8,839.07 |
PP |
8,844.25 |
8,805.92 |
S1 |
8,830.27 |
8,772.78 |
|