Trading Metrics calculated at close of trading on 03-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2020 |
03-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8,802.22 |
8,755.17 |
-47.05 |
-0.5% |
8,766.39 |
High |
8,873.63 |
8,843.65 |
-29.98 |
-0.3% |
8,873.63 |
Low |
8,786.90 |
8,755.17 |
-31.73 |
-0.4% |
8,671.92 |
Close |
8,872.22 |
8,793.90 |
-78.32 |
-0.9% |
8,793.90 |
Range |
86.73 |
88.48 |
1.75 |
2.0% |
201.71 |
ATR |
71.03 |
74.32 |
3.29 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,063.01 |
9,016.94 |
8,842.56 |
|
R3 |
8,974.53 |
8,928.46 |
8,818.23 |
|
R2 |
8,886.05 |
8,886.05 |
8,810.12 |
|
R1 |
8,839.98 |
8,839.98 |
8,802.01 |
8,863.02 |
PP |
8,797.57 |
8,797.57 |
8,797.57 |
8,809.09 |
S1 |
8,751.50 |
8,751.50 |
8,785.79 |
8,774.54 |
S2 |
8,709.09 |
8,709.09 |
8,777.68 |
|
S3 |
8,620.61 |
8,663.02 |
8,769.57 |
|
S4 |
8,532.13 |
8,574.54 |
8,745.24 |
|
|
Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,384.95 |
9,291.13 |
8,904.84 |
|
R3 |
9,183.24 |
9,089.42 |
8,849.37 |
|
R2 |
8,981.53 |
8,981.53 |
8,830.88 |
|
R1 |
8,887.71 |
8,887.71 |
8,812.39 |
8,934.62 |
PP |
8,779.82 |
8,779.82 |
8,779.82 |
8,803.27 |
S1 |
8,686.00 |
8,686.00 |
8,775.41 |
8,732.91 |
S2 |
8,578.11 |
8,578.11 |
8,756.92 |
|
S3 |
8,376.40 |
8,484.29 |
8,738.43 |
|
S4 |
8,174.69 |
8,282.58 |
8,682.96 |
|
|
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% |
78.77 |
0.9% |
60% |
False |
False |
|
10 |
8,873.63 |
8,592.68 |
280.95 |
3.2% |
58.23 |
0.7% |
72% |
False |
False |
|
20 |
8,873.63 |
8,272.83 |
600.80 |
6.8% |
56.31 |
0.6% |
87% |
False |
False |
|
40 |
8,873.63 |
8,157.36 |
716.27 |
8.1% |
57.55 |
0.7% |
89% |
False |
False |
|
60 |
8,873.63 |
7,655.48 |
1,218.15 |
13.9% |
60.35 |
0.7% |
93% |
False |
False |
|
80 |
8,873.63 |
7,463.57 |
1,410.06 |
16.0% |
70.19 |
0.8% |
94% |
False |
False |
|
100 |
8,873.63 |
7,429.36 |
1,444.27 |
16.4% |
75.78 |
0.9% |
94% |
False |
False |
|
120 |
8,873.63 |
7,356.27 |
1,517.36 |
17.3% |
80.84 |
0.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,219.69 |
2.618 |
9,075.29 |
1.618 |
8,986.81 |
1.000 |
8,932.13 |
0.618 |
8,898.33 |
HIGH |
8,843.65 |
0.618 |
8,809.85 |
0.500 |
8,799.41 |
0.382 |
8,788.97 |
LOW |
8,755.17 |
0.618 |
8,700.49 |
1.000 |
8,666.69 |
1.618 |
8,612.01 |
2.618 |
8,523.53 |
4.250 |
8,379.13 |
|
|
Fisher Pivots for day following 03-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,799.41 |
8,787.27 |
PP |
8,797.57 |
8,780.64 |
S1 |
8,795.74 |
8,774.01 |
|