Trading Metrics calculated at close of trading on 16-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2020 |
16-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
28,901.80 |
29,131.95 |
230.15 |
0.8% |
28,465.50 |
High |
29,127.59 |
29,300.32 |
172.73 |
0.6% |
29,009.07 |
Low |
28,897.35 |
29,131.95 |
234.60 |
0.8% |
28,418.63 |
Close |
29,030.22 |
29,297.64 |
267.42 |
0.9% |
28,823.77 |
Range |
230.24 |
168.37 |
-61.87 |
-26.9% |
590.44 |
ATR |
205.39 |
210.01 |
4.62 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,748.41 |
29,691.40 |
29,390.24 |
|
R3 |
29,580.04 |
29,523.03 |
29,343.94 |
|
R2 |
29,411.67 |
29,411.67 |
29,328.51 |
|
R1 |
29,354.66 |
29,354.66 |
29,313.07 |
29,383.17 |
PP |
29,243.30 |
29,243.30 |
29,243.30 |
29,257.56 |
S1 |
29,186.29 |
29,186.29 |
29,282.21 |
29,214.80 |
S2 |
29,074.93 |
29,074.93 |
29,266.77 |
|
S3 |
28,906.56 |
29,017.92 |
29,251.34 |
|
S4 |
28,738.19 |
28,849.55 |
29,205.04 |
|
|
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 |
29,300.32 |
28,789.10 |
511.22 |
1.7% |
178.19 |
0.6% |
99% |
True |
False |
|
10 |
29,300.32 |
28,418.63 |
881.69 |
3.0% |
200.39 |
0.7% |
100% |
True |
False |
|
20 |
29,300.32 |
28,239.28 |
1,061.04 |
3.6% |
167.58 |
0.6% |
100% |
True |
False |
|
40 |
29,300.32 |
27,325.13 |
1,975.19 |
6.7% |
167.93 |
0.6% |
100% |
True |
False |
|
60 |
29,300.32 |
26,714.34 |
2,585.98 |
8.8% |
166.10 |
0.6% |
100% |
True |
False |
|
80 |
29,300.32 |
25,743.46 |
3,556.86 |
12.1% |
191.56 |
0.7% |
100% |
True |
False |
|
100 |
29,300.32 |
25,637.43 |
3,662.89 |
12.5% |
195.02 |
0.7% |
100% |
True |
False |
|
120 |
29,300.32 |
25,339.60 |
3,960.72 |
13.5% |
227.70 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,015.89 |
2.618 |
29,741.11 |
1.618 |
29,572.74 |
1.000 |
29,468.69 |
0.618 |
29,404.37 |
HIGH |
29,300.32 |
0.618 |
29,236.00 |
0.500 |
29,216.14 |
0.382 |
29,196.27 |
LOW |
29,131.95 |
0.618 |
29,027.90 |
1.000 |
28,963.58 |
1.618 |
28,859.53 |
2.618 |
28,691.16 |
4.250 |
28,416.38 |
|
|
Fisher Pivots for day following 16-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
29,270.47 |
29,227.19 |
PP |
29,243.30 |
29,156.74 |
S1 |
29,216.14 |
29,086.30 |
|