Trading Metrics calculated at close of trading on 15-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2020 |
15-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
327.47 |
327.35 |
-0.12 |
0.0% |
320.49 |
High |
328.62 |
329.02 |
0.40 |
0.1% |
327.46 |
Low |
326.84 |
327.26 |
0.42 |
0.1% |
320.36 |
Close |
327.45 |
328.19 |
0.74 |
0.2% |
325.71 |
Range |
1.78 |
1.76 |
-0.02 |
-0.9% |
7.10 |
ATR |
2.20 |
2.17 |
-0.03 |
-1.4% |
0.00 |
Volume |
63,036,300 |
72,056,496 |
9,020,196 |
14.3% |
268,622,596 |
|
Daily Pivots for day following 15-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
333.44 |
332.57 |
329.16 |
|
R3 |
331.68 |
330.81 |
328.67 |
|
R2 |
329.92 |
329.92 |
328.51 |
|
R1 |
329.05 |
329.05 |
328.35 |
329.49 |
PP |
328.16 |
328.16 |
328.16 |
328.37 |
S1 |
327.29 |
327.29 |
328.03 |
327.73 |
S2 |
326.40 |
326.40 |
327.87 |
|
S3 |
324.64 |
325.53 |
327.71 |
|
S4 |
322.88 |
323.77 |
327.22 |
|
|
Weekly Pivots for week ending 10-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
345.81 |
342.86 |
329.62 |
|
R3 |
338.71 |
335.76 |
327.66 |
|
R2 |
331.61 |
331.61 |
327.01 |
|
R1 |
328.66 |
328.66 |
326.36 |
330.14 |
PP |
324.51 |
324.51 |
324.51 |
325.25 |
S1 |
321.56 |
321.56 |
325.06 |
323.04 |
S2 |
317.41 |
317.41 |
324.41 |
|
S3 |
310.31 |
314.46 |
323.76 |
|
S4 |
303.21 |
307.36 |
321.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
329.02 |
325.20 |
3.82 |
1.2% |
1.81 |
0.6% |
78% |
True |
False |
56,796,339 |
10 |
329.02 |
320.36 |
8.66 |
2.6% |
2.17 |
0.7% |
90% |
True |
False |
58,801,429 |
20 |
329.02 |
319.39 |
9.63 |
2.9% |
1.79 |
0.5% |
91% |
True |
False |
59,291,335 |
40 |
329.02 |
307.13 |
21.89 |
6.7% |
1.84 |
0.6% |
96% |
True |
False |
58,572,055 |
60 |
329.02 |
298.50 |
30.53 |
9.3% |
1.78 |
0.5% |
97% |
True |
False |
55,477,251 |
80 |
329.02 |
284.82 |
44.20 |
13.5% |
2.12 |
0.6% |
98% |
True |
False |
59,331,977 |
100 |
329.02 |
283.47 |
45.55 |
13.9% |
2.26 |
0.7% |
98% |
True |
False |
61,306,337 |
120 |
329.02 |
281.72 |
47.30 |
14.4% |
2.57 |
0.8% |
98% |
True |
False |
66,124,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
336.50 |
2.618 |
333.63 |
1.618 |
331.87 |
1.000 |
330.78 |
0.618 |
330.11 |
HIGH |
329.02 |
0.618 |
328.35 |
0.500 |
328.14 |
0.382 |
327.93 |
LOW |
327.26 |
0.618 |
326.17 |
1.000 |
325.50 |
1.618 |
324.41 |
2.618 |
322.65 |
4.250 |
319.78 |
|
|
Fisher Pivots for day following 15-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
328.17 |
327.95 |
PP |
328.16 |
327.71 |
S1 |
328.14 |
327.47 |
|