Trading Metrics calculated at close of trading on 27-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2020 |
27-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
29,230.39 |
28,542.49 |
-687.90 |
-2.4% |
29,269.05 |
High |
29,288.79 |
28,671.79 |
-617.00 |
-2.1% |
29,341.21 |
Low |
28,843.31 |
28,449.22 |
-394.09 |
-1.4% |
28,843.31 |
Close |
28,989.73 |
28,535.80 |
-453.93 |
-1.6% |
28,989.73 |
Range |
445.48 |
222.57 |
-222.91 |
-50.0% |
497.90 |
ATR |
216.71 |
239.84 |
23.13 |
10.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,219.98 |
29,100.46 |
28,658.21 |
|
R3 |
28,997.41 |
28,877.89 |
28,597.01 |
|
R2 |
28,774.84 |
28,774.84 |
28,576.60 |
|
R1 |
28,655.32 |
28,655.32 |
28,556.20 |
28,603.80 |
PP |
28,552.27 |
28,552.27 |
28,552.27 |
28,526.51 |
S1 |
28,432.75 |
28,432.75 |
28,515.40 |
28,381.23 |
S2 |
28,329.70 |
28,329.70 |
28,495.00 |
|
S3 |
28,107.13 |
28,210.18 |
28,474.59 |
|
S4 |
27,884.56 |
27,987.61 |
28,413.39 |
|
|
Weekly Pivots for week ending 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,551.78 |
30,268.66 |
29,263.58 |
|
R3 |
30,053.88 |
29,770.76 |
29,126.65 |
|
R2 |
29,555.98 |
29,555.98 |
29,081.01 |
|
R1 |
29,272.86 |
29,272.86 |
29,035.37 |
29,165.47 |
PP |
29,058.08 |
29,058.08 |
29,058.08 |
29,004.39 |
S1 |
28,774.96 |
28,774.96 |
28,944.09 |
28,667.57 |
S2 |
28,560.18 |
28,560.18 |
28,898.45 |
|
S3 |
28,062.28 |
28,277.06 |
28,852.81 |
|
S4 |
27,564.38 |
27,779.16 |
28,715.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,341.21 |
28,449.22 |
891.99 |
3.1% |
246.84 |
0.9% |
10% |
False |
True |
|
10 |
29,373.62 |
28,449.22 |
924.40 |
3.2% |
198.89 |
0.7% |
9% |
False |
True |
|
20 |
29,373.62 |
28,376.49 |
997.13 |
3.5% |
203.30 |
0.7% |
16% |
False |
False |
|
40 |
29,373.62 |
27,325.13 |
2,048.49 |
7.2% |
177.96 |
0.6% |
59% |
False |
False |
|
60 |
29,373.62 |
26,918.29 |
2,455.33 |
8.6% |
170.68 |
0.6% |
66% |
False |
False |
|
80 |
29,373.62 |
25,743.46 |
3,630.16 |
12.7% |
185.86 |
0.7% |
77% |
False |
False |
|
100 |
29,373.62 |
25,743.46 |
3,630.16 |
12.7% |
191.97 |
0.7% |
77% |
False |
False |
|
120 |
29,373.62 |
25,339.60 |
4,034.02 |
14.1% |
217.87 |
0.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,617.71 |
2.618 |
29,254.48 |
1.618 |
29,031.91 |
1.000 |
28,894.36 |
0.618 |
28,809.34 |
HIGH |
28,671.79 |
0.618 |
28,586.77 |
0.500 |
28,560.51 |
0.382 |
28,534.24 |
LOW |
28,449.22 |
0.618 |
28,311.67 |
1.000 |
28,226.65 |
1.618 |
28,089.10 |
2.618 |
27,866.53 |
4.250 |
27,503.30 |
|
|
Fisher Pivots for day following 27-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
28,560.51 |
28,869.01 |
PP |
28,552.27 |
28,757.94 |
S1 |
28,544.04 |
28,646.87 |
|