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 |
28,895.50 |
28,901.80 |
6.30 |
0.0% |
28,465.50 |
High |
29,054.16 |
29,127.59 |
73.43 |
0.3% |
29,009.07 |
Low |
28,872.27 |
28,897.35 |
25.08 |
0.1% |
28,418.63 |
Close |
28,939.67 |
29,030.22 |
90.55 |
0.3% |
28,823.77 |
Range |
181.89 |
230.24 |
48.35 |
26.6% |
590.44 |
ATR |
203.48 |
205.39 |
1.91 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,709.11 |
29,599.90 |
29,156.85 |
|
R3 |
29,478.87 |
29,369.66 |
29,093.54 |
|
R2 |
29,248.63 |
29,248.63 |
29,072.43 |
|
R1 |
29,139.42 |
29,139.42 |
29,051.33 |
29,194.03 |
PP |
29,018.39 |
29,018.39 |
29,018.39 |
29,045.69 |
S1 |
28,909.18 |
28,909.18 |
29,009.11 |
28,963.79 |
S2 |
28,788.15 |
28,788.15 |
28,988.01 |
|
S3 |
28,557.91 |
28,678.94 |
28,966.90 |
|
S4 |
28,327.67 |
28,448.70 |
28,903.59 |
|
|
Weekly Pivots for week ending 10-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,521.81 |
30,263.23 |
29,148.51 |
|
R3 |
29,931.37 |
29,672.79 |
28,986.14 |
|
R2 |
29,340.93 |
29,340.93 |
28,932.02 |
|
R1 |
29,082.35 |
29,082.35 |
28,877.89 |
29,211.64 |
PP |
28,750.49 |
28,750.49 |
28,750.49 |
28,815.14 |
S1 |
28,491.91 |
28,491.91 |
28,769.65 |
28,621.20 |
S2 |
28,160.05 |
28,160.05 |
28,715.52 |
|
S3 |
27,569.61 |
27,901.47 |
28,661.40 |
|
S4 |
26,979.17 |
27,311.03 |
28,499.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,127.59 |
28,789.10 |
338.49 |
1.2% |
173.26 |
0.6% |
71% |
True |
False |
|
10 |
29,127.59 |
28,418.63 |
708.96 |
2.4% |
208.05 |
0.7% |
86% |
True |
False |
|
20 |
29,127.59 |
28,220.56 |
907.03 |
3.1% |
164.57 |
0.6% |
89% |
True |
False |
|
40 |
29,127.59 |
27,325.13 |
1,802.46 |
6.2% |
165.51 |
0.6% |
95% |
True |
False |
|
60 |
29,127.59 |
26,714.34 |
2,413.25 |
8.3% |
165.04 |
0.6% |
96% |
True |
False |
|
80 |
29,127.59 |
25,743.46 |
3,384.13 |
11.7% |
191.71 |
0.7% |
97% |
True |
False |
|
100 |
29,127.59 |
25,507.18 |
3,620.41 |
12.5% |
201.47 |
0.7% |
97% |
True |
False |
|
120 |
29,127.59 |
25,339.60 |
3,787.99 |
13.0% |
227.05 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,106.11 |
2.618 |
29,730.36 |
1.618 |
29,500.12 |
1.000 |
29,357.83 |
0.618 |
29,269.88 |
HIGH |
29,127.59 |
0.618 |
29,039.64 |
0.500 |
29,012.47 |
0.382 |
28,985.30 |
LOW |
28,897.35 |
0.618 |
28,755.06 |
1.000 |
28,667.11 |
1.618 |
28,524.82 |
2.618 |
28,294.58 |
4.250 |
27,918.83 |
|
|
Fisher Pivots for day following 15-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
29,024.30 |
29,011.32 |
PP |
29,018.39 |
28,992.41 |
S1 |
29,012.47 |
28,973.51 |
|