Trading Metrics calculated at close of trading on 06-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2020 |
06-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8,755.17 |
8,713.89 |
-41.28 |
-0.5% |
8,766.39 |
High |
8,843.65 |
8,849.98 |
6.33 |
0.1% |
8,873.63 |
Low |
8,755.17 |
8,713.89 |
-41.28 |
-0.5% |
8,671.92 |
Close |
8,793.90 |
8,848.52 |
54.62 |
0.6% |
8,793.90 |
Range |
88.48 |
136.09 |
47.61 |
53.8% |
201.71 |
ATR |
74.32 |
78.73 |
4.41 |
5.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,212.40 |
9,166.55 |
8,923.37 |
|
R3 |
9,076.31 |
9,030.46 |
8,885.94 |
|
R2 |
8,940.22 |
8,940.22 |
8,873.47 |
|
R1 |
8,894.37 |
8,894.37 |
8,860.99 |
8,917.30 |
PP |
8,804.13 |
8,804.13 |
8,804.13 |
8,815.59 |
S1 |
8,758.28 |
8,758.28 |
8,836.05 |
8,781.21 |
S2 |
8,668.04 |
8,668.04 |
8,823.57 |
|
S3 |
8,531.95 |
8,622.19 |
8,811.10 |
|
S4 |
8,395.86 |
8,486.10 |
8,773.67 |
|
|
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% |
93.74 |
1.1% |
88% |
False |
False |
|
10 |
8,873.63 |
8,656.48 |
217.15 |
2.5% |
66.83 |
0.8% |
88% |
False |
False |
|
20 |
8,873.63 |
8,339.37 |
534.26 |
6.0% |
60.70 |
0.7% |
95% |
False |
False |
|
40 |
8,873.63 |
8,168.82 |
704.81 |
8.0% |
59.77 |
0.7% |
96% |
False |
False |
|
60 |
8,873.63 |
7,682.61 |
1,191.02 |
13.5% |
61.58 |
0.7% |
98% |
False |
False |
|
80 |
8,873.63 |
7,463.57 |
1,410.06 |
15.9% |
70.94 |
0.8% |
98% |
False |
False |
|
100 |
8,873.63 |
7,429.36 |
1,444.27 |
16.3% |
74.89 |
0.8% |
98% |
False |
False |
|
120 |
8,873.63 |
7,356.27 |
1,517.36 |
17.1% |
81.46 |
0.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,428.36 |
2.618 |
9,206.26 |
1.618 |
9,070.17 |
1.000 |
8,986.07 |
0.618 |
8,934.08 |
HIGH |
8,849.98 |
0.618 |
8,797.99 |
0.500 |
8,781.94 |
0.382 |
8,765.88 |
LOW |
8,713.89 |
0.618 |
8,629.79 |
1.000 |
8,577.80 |
1.618 |
8,493.70 |
2.618 |
8,357.61 |
4.250 |
8,135.51 |
|
|
Fisher Pivots for day following 06-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,826.33 |
8,830.27 |
PP |
8,804.13 |
8,812.01 |
S1 |
8,781.94 |
8,793.76 |
|