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 |
323.54 |
321.16 |
-2.38 |
-0.7% |
322.95 |
High |
324.89 |
323.64 |
-1.25 |
-0.4% |
324.89 |
Low |
322.53 |
321.10 |
-1.43 |
-0.4% |
320.15 |
Close |
324.87 |
322.41 |
-2.46 |
-0.8% |
322.41 |
Range |
2.36 |
2.54 |
0.18 |
7.6% |
4.74 |
ATR |
2.00 |
2.13 |
0.13 |
6.3% |
0.00 |
Volume |
59,253,800 |
77,783,104 |
18,529,304 |
31.3% |
243,926,604 |
|
Daily Pivots for day following 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
330.00 |
328.75 |
323.81 |
|
R3 |
327.46 |
326.21 |
323.11 |
|
R2 |
324.92 |
324.92 |
322.88 |
|
R1 |
323.67 |
323.67 |
322.64 |
324.30 |
PP |
322.38 |
322.38 |
322.38 |
322.70 |
S1 |
321.13 |
321.13 |
322.18 |
321.76 |
S2 |
319.84 |
319.84 |
321.94 |
|
S3 |
317.30 |
318.59 |
321.71 |
|
S4 |
314.76 |
316.05 |
321.01 |
|
|
Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
336.70 |
334.30 |
325.02 |
|
R3 |
331.96 |
329.56 |
323.71 |
|
R2 |
327.22 |
327.22 |
323.28 |
|
R1 |
324.82 |
324.82 |
322.84 |
323.65 |
PP |
322.48 |
322.48 |
322.48 |
321.90 |
S1 |
320.08 |
320.08 |
321.98 |
318.91 |
S2 |
317.74 |
317.74 |
321.54 |
|
S3 |
313.00 |
315.34 |
321.11 |
|
S4 |
308.26 |
310.60 |
319.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
324.89 |
320.15 |
4.74 |
1.5% |
2.19 |
0.7% |
48% |
False |
False |
57,296,280 |
10 |
324.89 |
319.39 |
5.50 |
1.7% |
1.75 |
0.5% |
55% |
False |
False |
62,551,771 |
20 |
324.89 |
310.58 |
14.31 |
4.4% |
1.78 |
0.6% |
83% |
False |
False |
61,354,435 |
40 |
324.89 |
306.06 |
18.83 |
5.8% |
1.75 |
0.5% |
87% |
False |
False |
57,330,130 |
60 |
324.89 |
288.66 |
36.23 |
11.2% |
1.81 |
0.6% |
93% |
False |
False |
55,865,138 |
80 |
324.89 |
284.82 |
40.07 |
12.4% |
2.13 |
0.7% |
94% |
False |
False |
60,628,224 |
100 |
324.89 |
282.39 |
42.50 |
13.2% |
2.42 |
0.7% |
94% |
False |
False |
63,045,816 |
120 |
324.89 |
281.72 |
43.17 |
13.4% |
2.57 |
0.8% |
94% |
False |
False |
65,686,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
334.44 |
2.618 |
330.29 |
1.618 |
327.75 |
1.000 |
326.18 |
0.618 |
325.21 |
HIGH |
323.64 |
0.618 |
322.67 |
0.500 |
322.37 |
0.382 |
322.07 |
LOW |
321.10 |
0.618 |
319.53 |
1.000 |
318.56 |
1.618 |
316.99 |
2.618 |
314.45 |
4.250 |
310.31 |
|
|
Fisher Pivots for day following 03-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
322.40 |
322.52 |
PP |
322.38 |
322.48 |
S1 |
322.37 |
322.45 |
|