Trading Metrics calculated at close of trading on 06-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2020 |
06-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
28,553.33 |
28,465.50 |
-87.83 |
-0.3% |
28,654.76 |
High |
28,716.31 |
28,708.02 |
-8.29 |
0.0% |
28,872.80 |
Low |
28,500.36 |
28,418.63 |
-81.73 |
-0.3% |
28,376.49 |
Close |
28,634.88 |
28,703.38 |
68.50 |
0.2% |
28,634.88 |
Range |
215.95 |
289.39 |
73.44 |
34.0% |
496.31 |
ATR |
199.46 |
205.88 |
6.42 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,478.18 |
29,380.17 |
28,862.54 |
|
R3 |
29,188.79 |
29,090.78 |
28,782.96 |
|
R2 |
28,899.40 |
28,899.40 |
28,756.43 |
|
R1 |
28,801.39 |
28,801.39 |
28,729.91 |
28,850.40 |
PP |
28,610.01 |
28,610.01 |
28,610.01 |
28,634.51 |
S1 |
28,512.00 |
28,512.00 |
28,676.85 |
28,561.01 |
S2 |
28,320.62 |
28,320.62 |
28,650.33 |
|
S3 |
28,031.23 |
28,222.61 |
28,623.80 |
|
S4 |
27,741.84 |
27,933.22 |
28,544.22 |
|
|
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% |
231.39 |
0.8% |
66% |
False |
False |
|
10 |
28,872.80 |
28,376.49 |
496.31 |
1.7% |
166.59 |
0.6% |
66% |
False |
False |
|
20 |
28,872.80 |
27,801.80 |
1,071.00 |
3.7% |
165.01 |
0.6% |
84% |
False |
False |
|
40 |
28,872.80 |
27,325.13 |
1,547.67 |
5.4% |
160.67 |
0.6% |
89% |
False |
False |
|
60 |
28,872.80 |
26,314.51 |
2,558.29 |
8.9% |
168.67 |
0.6% |
93% |
False |
False |
|
80 |
28,872.80 |
25,743.46 |
3,129.34 |
10.9% |
191.18 |
0.7% |
95% |
False |
False |
|
100 |
28,872.80 |
25,339.60 |
3,533.20 |
12.3% |
207.59 |
0.7% |
95% |
False |
False |
|
120 |
28,872.80 |
25,339.60 |
3,533.20 |
12.3% |
225.63 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,937.93 |
2.618 |
29,465.64 |
1.618 |
29,176.25 |
1.000 |
28,997.41 |
0.618 |
28,886.86 |
HIGH |
28,708.02 |
0.618 |
28,597.47 |
0.500 |
28,563.33 |
0.382 |
28,529.18 |
LOW |
28,418.63 |
0.618 |
28,239.79 |
1.000 |
28,129.24 |
1.618 |
27,950.40 |
2.618 |
27,661.01 |
4.250 |
27,188.72 |
|
|
Fisher Pivots for day following 06-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
28,656.70 |
28,684.16 |
PP |
28,610.01 |
28,664.94 |
S1 |
28,563.33 |
28,645.72 |
|