Trading Metrics calculated at close of trading on 20-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2020 |
20-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
11.2327 |
11.6551 |
0.4224 |
3.8% |
9.6934 |
High |
11.7819 |
12.3230 |
0.5411 |
4.6% |
11.9342 |
Low |
11.1542 |
10.7878 |
-0.3664 |
-3.3% |
9.5761 |
Close |
11.6551 |
11.2391 |
-0.4160 |
-3.6% |
11.6551 |
Range |
0.6277 |
1.5352 |
0.9075 |
144.6% |
2.3581 |
ATR |
0.6983 |
0.7581 |
0.0598 |
8.6% |
0.0000 |
Volume |
954,111 |
777,322 |
-176,789 |
-18.5% |
5,557,969 |
|
Daily Pivots for day following 20-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.0556 |
15.1825 |
12.0835 |
|
R3 |
14.5204 |
13.6473 |
11.6613 |
|
R2 |
12.9852 |
12.9852 |
11.5206 |
|
R1 |
12.1121 |
12.1121 |
11.3798 |
11.7811 |
PP |
11.4500 |
11.4500 |
11.4500 |
11.2844 |
S1 |
10.5769 |
10.5769 |
11.0984 |
10.2459 |
S2 |
9.9148 |
9.9148 |
10.9576 |
|
S3 |
8.3796 |
9.0417 |
10.8169 |
|
S4 |
6.8444 |
7.5065 |
10.3947 |
|
|
Weekly Pivots for week ending 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.1294 |
17.2504 |
12.9521 |
|
R3 |
15.7713 |
14.8923 |
12.3036 |
|
R2 |
13.4132 |
13.4132 |
12.0874 |
|
R1 |
12.5342 |
12.5342 |
11.8713 |
12.9737 |
PP |
11.0551 |
11.0551 |
11.0551 |
11.2749 |
S1 |
10.1761 |
10.1761 |
11.4389 |
10.6156 |
S2 |
8.6970 |
8.6970 |
11.2228 |
|
S3 |
6.3389 |
7.8180 |
11.0066 |
|
S4 |
3.9808 |
5.4599 |
10.3581 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.3230 |
9.9823 |
2.3407 |
20.8% |
1.1549 |
10.3% |
54% |
True |
False |
1,126,375 |
10 |
12.3230 |
9.0608 |
3.2622 |
29.0% |
0.8911 |
7.9% |
67% |
True |
False |
902,121 |
20 |
12.3230 |
8.3535 |
3.9695 |
35.3% |
0.6802 |
6.1% |
73% |
True |
False |
794,240 |
40 |
12.3230 |
7.7692 |
4.5538 |
40.5% |
0.5951 |
5.3% |
76% |
True |
False |
885,196 |
60 |
13.3890 |
7.7692 |
5.6198 |
50.0% |
0.7308 |
6.5% |
62% |
False |
False |
1,187,547 |
80 |
13.3890 |
6.7061 |
6.6829 |
59.5% |
0.7194 |
6.4% |
68% |
False |
False |
1,170,381 |
100 |
13.3890 |
6.7061 |
6.6829 |
59.5% |
0.6936 |
6.2% |
68% |
False |
False |
1,073,890 |
120 |
13.3890 |
6.7061 |
6.6829 |
59.5% |
0.6809 |
6.1% |
68% |
False |
False |
1,035,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.8476 |
2.618 |
16.3422 |
1.618 |
14.8070 |
1.000 |
13.8582 |
0.618 |
13.2718 |
HIGH |
12.3230 |
0.618 |
11.7366 |
0.500 |
11.5554 |
0.382 |
11.3742 |
LOW |
10.7878 |
0.618 |
9.8390 |
1.000 |
9.2526 |
1.618 |
8.3038 |
2.618 |
6.7686 |
4.250 |
4.2632 |
|
|
Fisher Pivots for day following 20-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
11.5554 |
11.5374 |
PP |
11.4500 |
11.4379 |
S1 |
11.3445 |
11.3385 |
|