Trading Metrics calculated at close of trading on 02-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2019 |
02-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
28,414.64 |
28,638.97 |
224.33 |
0.8% |
28,491.78 |
High |
28,547.35 |
28,872.80 |
325.45 |
1.1% |
28,701.66 |
Low |
28,376.49 |
28,627.77 |
251.28 |
0.9% |
28,491.78 |
Close |
28,538.44 |
28,868.80 |
330.36 |
1.2% |
28,645.26 |
Range |
170.86 |
245.03 |
74.17 |
43.4% |
209.88 |
ATR |
175.08 |
186.46 |
11.38 |
6.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,524.88 |
29,441.87 |
29,003.57 |
|
R3 |
29,279.85 |
29,196.84 |
28,936.18 |
|
R2 |
29,034.82 |
29,034.82 |
28,913.72 |
|
R1 |
28,951.81 |
28,951.81 |
28,891.26 |
28,993.32 |
PP |
28,789.79 |
28,789.79 |
28,789.79 |
28,810.54 |
S1 |
28,706.78 |
28,706.78 |
28,846.34 |
28,748.29 |
S2 |
28,544.76 |
28,544.76 |
28,823.88 |
|
S3 |
28,299.73 |
28,461.75 |
28,801.42 |
|
S4 |
28,054.70 |
28,216.72 |
28,734.03 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,242.54 |
29,153.78 |
28,760.69 |
|
R3 |
29,032.66 |
28,943.90 |
28,702.98 |
|
R2 |
28,822.78 |
28,822.78 |
28,683.74 |
|
R1 |
28,734.02 |
28,734.02 |
28,664.50 |
28,778.40 |
PP |
28,612.90 |
28,612.90 |
28,612.90 |
28,635.09 |
S1 |
28,524.14 |
28,524.14 |
28,626.02 |
28,568.52 |
S2 |
28,403.02 |
28,403.02 |
28,606.78 |
|
S3 |
28,193.14 |
28,314.26 |
28,587.54 |
|
S4 |
27,983.26 |
28,104.38 |
28,529.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,872.80 |
28,376.49 |
496.31 |
1.7% |
166.65 |
0.6% |
99% |
True |
False |
|
10 |
28,872.80 |
28,239.28 |
633.52 |
2.2% |
134.78 |
0.5% |
99% |
True |
False |
|
20 |
28,872.80 |
27,562.80 |
1,310.00 |
4.5% |
154.63 |
0.5% |
100% |
True |
False |
|
40 |
28,872.80 |
27,325.13 |
1,547.67 |
5.4% |
153.61 |
0.5% |
100% |
True |
False |
|
60 |
28,872.80 |
26,139.80 |
2,733.00 |
9.5% |
167.86 |
0.6% |
100% |
True |
False |
|
80 |
28,872.80 |
25,743.46 |
3,129.34 |
10.8% |
190.41 |
0.7% |
100% |
True |
False |
|
100 |
28,872.80 |
25,339.60 |
3,533.20 |
12.2% |
212.01 |
0.7% |
100% |
True |
False |
|
120 |
28,872.80 |
25,339.60 |
3,533.20 |
12.2% |
222.91 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,914.18 |
2.618 |
29,514.29 |
1.618 |
29,269.26 |
1.000 |
29,117.83 |
0.618 |
29,024.23 |
HIGH |
28,872.80 |
0.618 |
28,779.20 |
0.500 |
28,750.29 |
0.382 |
28,721.37 |
LOW |
28,627.77 |
0.618 |
28,476.34 |
1.000 |
28,382.74 |
1.618 |
28,231.31 |
2.618 |
27,986.28 |
4.250 |
27,586.39 |
|
|
Fisher Pivots for day following 02-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
28,829.30 |
28,787.42 |
PP |
28,789.79 |
28,706.03 |
S1 |
28,750.29 |
28,624.65 |
|