| Trading Metrics calculated at close of trading on 02-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jan-2020 |
02-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
128.8890 |
131.7820 |
2.8930 |
2.2% |
128.0510 |
| High |
132.9070 |
131.7820 |
-1.1250 |
-0.8% |
134.8160 |
| Low |
128.4920 |
126.6190 |
-1.8730 |
-1.5% |
123.0580 |
| Close |
132.0620 |
127.7380 |
-4.3240 |
-3.3% |
125.7090 |
| Range |
4.4150 |
5.1630 |
0.7480 |
16.9% |
11.7580 |
| ATR |
7.2638 |
7.1337 |
-0.1301 |
-1.8% |
0.0000 |
| Volume |
592,181 |
739,072 |
146,891 |
24.8% |
3,658,047 |
|
| Daily Pivots for day following 02-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.2020 |
141.1330 |
130.5777 |
|
| R3 |
139.0390 |
135.9700 |
129.1578 |
|
| R2 |
133.8760 |
133.8760 |
128.6846 |
|
| R1 |
130.8070 |
130.8070 |
128.2113 |
129.7600 |
| PP |
128.7130 |
128.7130 |
128.7130 |
128.1895 |
| S1 |
125.6440 |
125.6440 |
127.2647 |
124.5970 |
| S2 |
123.5500 |
123.5500 |
126.7915 |
|
| S3 |
118.3870 |
120.4810 |
126.3182 |
|
| S4 |
113.2240 |
115.3180 |
124.8984 |
|
|
| Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.1350 |
156.1800 |
132.1759 |
|
| R3 |
151.3770 |
144.4220 |
128.9425 |
|
| R2 |
139.6190 |
139.6190 |
127.8646 |
|
| R1 |
132.6640 |
132.6640 |
126.7868 |
130.2625 |
| PP |
127.8610 |
127.8610 |
127.8610 |
126.6603 |
| S1 |
120.9060 |
120.9060 |
124.6312 |
118.5045 |
| S2 |
116.1030 |
116.1030 |
123.5534 |
|
| S3 |
104.3450 |
109.1480 |
122.4756 |
|
| S4 |
92.5870 |
97.3900 |
119.2421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.6540 |
123.0580 |
14.5960 |
11.4% |
6.1134 |
4.8% |
32% |
False |
False |
716,256 |
| 10 |
137.6540 |
123.0580 |
14.5960 |
11.4% |
5.7575 |
4.5% |
32% |
False |
False |
732,820 |
| 20 |
151.6830 |
117.1420 |
34.5410 |
27.0% |
6.5670 |
5.1% |
31% |
False |
False |
794,044 |
| 40 |
191.3680 |
117.1420 |
74.2260 |
58.1% |
7.6702 |
6.0% |
14% |
False |
False |
844,187 |
| 60 |
197.2780 |
117.1420 |
80.1360 |
62.7% |
8.5190 |
6.7% |
13% |
False |
False |
873,578 |
| 80 |
223.9950 |
117.1420 |
106.8530 |
83.7% |
9.8568 |
7.7% |
10% |
False |
False |
890,575 |
| 100 |
223.9950 |
117.1420 |
106.8530 |
83.7% |
9.9331 |
7.8% |
10% |
False |
False |
839,693 |
| 120 |
239.1470 |
117.1420 |
122.0050 |
95.5% |
10.5170 |
8.2% |
9% |
False |
False |
804,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.7248 |
|
2.618 |
145.2987 |
|
1.618 |
140.1357 |
|
1.000 |
136.9450 |
|
0.618 |
134.9727 |
|
HIGH |
131.7820 |
|
0.618 |
129.8097 |
|
0.500 |
129.2005 |
|
0.382 |
128.5913 |
|
LOW |
126.6190 |
|
0.618 |
123.4283 |
|
1.000 |
121.4560 |
|
1.618 |
118.2653 |
|
2.618 |
113.1023 |
|
4.250 |
104.6763 |
|
|
| Fisher Pivots for day following 02-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
129.2005 |
130.0240 |
| PP |
128.7130 |
129.2620 |
| S1 |
128.2255 |
128.5000 |
|