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 |
9,266.35 |
8,915.50 |
-350.85 |
-3.8% |
9,145.64 |
High |
9,272.37 |
9,001.44 |
-270.93 |
-2.9% |
9,272.37 |
Low |
9,101.44 |
8,910.97 |
-190.47 |
-2.1% |
9,101.44 |
Close |
9,141.47 |
8,952.18 |
-189.29 |
-2.1% |
9,141.47 |
Range |
170.93 |
90.47 |
-80.46 |
-47.1% |
170.93 |
ATR |
83.00 |
93.53 |
10.54 |
12.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,226.27 |
9,179.70 |
9,001.94 |
|
R3 |
9,135.80 |
9,089.23 |
8,977.06 |
|
R2 |
9,045.33 |
9,045.33 |
8,968.77 |
|
R1 |
8,998.76 |
8,998.76 |
8,960.47 |
9,022.05 |
PP |
8,954.86 |
8,954.86 |
8,954.86 |
8,966.51 |
S1 |
8,908.29 |
8,908.29 |
8,943.89 |
8,931.58 |
S2 |
8,864.39 |
8,864.39 |
8,935.59 |
|
S3 |
8,773.92 |
8,817.82 |
8,927.30 |
|
S4 |
8,683.45 |
8,727.35 |
8,902.42 |
|
|
Weekly Pivots for week ending 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,684.55 |
9,583.94 |
9,235.48 |
|
R3 |
9,513.62 |
9,413.01 |
9,188.48 |
|
R2 |
9,342.69 |
9,342.69 |
9,172.81 |
|
R1 |
9,242.08 |
9,242.08 |
9,157.14 |
9,206.92 |
PP |
9,171.76 |
9,171.76 |
9,171.76 |
9,154.18 |
S1 |
9,071.15 |
9,071.15 |
9,125.80 |
9,035.99 |
S2 |
9,000.83 |
9,000.83 |
9,110.13 |
|
S3 |
8,829.90 |
8,900.22 |
9,094.46 |
|
S4 |
8,658.97 |
8,729.29 |
9,047.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,272.37 |
8,910.97 |
361.40 |
4.0% |
89.23 |
1.0% |
11% |
False |
True |
|
10 |
9,272.37 |
8,910.97 |
361.40 |
4.0% |
77.27 |
0.9% |
11% |
False |
True |
|
20 |
9,272.37 |
8,671.92 |
600.45 |
6.7% |
80.56 |
0.9% |
47% |
False |
False |
|
40 |
9,272.37 |
8,168.82 |
1,103.55 |
12.3% |
66.97 |
0.7% |
71% |
False |
False |
|
60 |
9,272.37 |
8,026.23 |
1,246.14 |
13.9% |
62.96 |
0.7% |
74% |
False |
False |
|
80 |
9,272.37 |
7,463.57 |
1,808.80 |
20.2% |
67.44 |
0.8% |
82% |
False |
False |
|
100 |
9,272.37 |
7,463.57 |
1,808.80 |
20.2% |
71.65 |
0.8% |
82% |
False |
False |
|
120 |
9,272.37 |
7,386.76 |
1,885.61 |
21.1% |
78.74 |
0.9% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,385.94 |
2.618 |
9,238.29 |
1.618 |
9,147.82 |
1.000 |
9,091.91 |
0.618 |
9,057.35 |
HIGH |
9,001.44 |
0.618 |
8,966.88 |
0.500 |
8,956.21 |
0.382 |
8,945.53 |
LOW |
8,910.97 |
0.618 |
8,855.06 |
1.000 |
8,820.50 |
1.618 |
8,764.59 |
2.618 |
8,674.12 |
4.250 |
8,526.47 |
|
|
Fisher Pivots for day following 27-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,956.21 |
9,091.67 |
PP |
8,954.86 |
9,045.17 |
S1 |
8,953.52 |
8,998.68 |
|