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 |
28,638.97 |
28,553.33 |
-85.64 |
-0.3% |
28,654.76 |
High |
28,872.80 |
28,716.31 |
-156.49 |
-0.5% |
28,872.80 |
Low |
28,627.77 |
28,500.36 |
-127.41 |
-0.4% |
28,376.49 |
Close |
28,868.80 |
28,634.88 |
-233.92 |
-0.8% |
28,634.88 |
Range |
245.03 |
215.95 |
-29.08 |
-11.9% |
496.31 |
ATR |
186.46 |
199.46 |
13.00 |
7.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,265.03 |
29,165.91 |
28,753.65 |
|
R3 |
29,049.08 |
28,949.96 |
28,694.27 |
|
R2 |
28,833.13 |
28,833.13 |
28,674.47 |
|
R1 |
28,734.01 |
28,734.01 |
28,654.68 |
28,783.57 |
PP |
28,617.18 |
28,617.18 |
28,617.18 |
28,641.97 |
S1 |
28,518.06 |
28,518.06 |
28,615.08 |
28,567.62 |
S2 |
28,401.23 |
28,401.23 |
28,595.29 |
|
S3 |
28,185.28 |
28,302.11 |
28,575.49 |
|
S4 |
27,969.33 |
28,086.16 |
28,516.11 |
|
|
Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,116.99 |
29,872.24 |
28,907.85 |
|
R3 |
29,620.68 |
29,375.93 |
28,771.37 |
|
R2 |
29,124.37 |
29,124.37 |
28,725.87 |
|
R1 |
28,879.62 |
28,879.62 |
28,680.38 |
28,753.84 |
PP |
28,628.06 |
28,628.06 |
28,628.06 |
28,565.17 |
S1 |
28,383.31 |
28,383.31 |
28,589.38 |
28,257.53 |
S2 |
28,131.75 |
28,131.75 |
28,543.89 |
|
S3 |
27,635.44 |
27,887.00 |
28,498.39 |
|
S4 |
27,139.13 |
27,390.69 |
28,361.91 |
|
|
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% |
192.05 |
0.7% |
52% |
False |
False |
|
10 |
28,872.80 |
28,278.24 |
594.56 |
2.1% |
147.98 |
0.5% |
60% |
False |
False |
|
20 |
28,872.80 |
27,562.80 |
1,310.00 |
4.6% |
159.66 |
0.6% |
82% |
False |
False |
|
40 |
28,872.80 |
27,325.13 |
1,547.67 |
5.4% |
156.39 |
0.5% |
85% |
False |
False |
|
60 |
28,872.80 |
26,249.75 |
2,623.05 |
9.2% |
166.75 |
0.6% |
91% |
False |
False |
|
80 |
28,872.80 |
25,743.46 |
3,129.34 |
10.9% |
190.71 |
0.7% |
92% |
False |
False |
|
100 |
28,872.80 |
25,339.60 |
3,533.20 |
12.3% |
210.63 |
0.7% |
93% |
False |
False |
|
120 |
28,872.80 |
25,339.60 |
3,533.20 |
12.3% |
224.12 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,634.10 |
2.618 |
29,281.67 |
1.618 |
29,065.72 |
1.000 |
28,932.26 |
0.618 |
28,849.77 |
HIGH |
28,716.31 |
0.618 |
28,633.82 |
0.500 |
28,608.34 |
0.382 |
28,582.85 |
LOW |
28,500.36 |
0.618 |
28,366.90 |
1.000 |
28,284.41 |
1.618 |
28,150.95 |
2.618 |
27,935.00 |
4.250 |
27,582.57 |
|
|
Fisher Pivots for day following 03-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
28,626.03 |
28,631.47 |
PP |
28,617.18 |
28,628.06 |
S1 |
28,608.34 |
28,624.65 |
|