| Trading Metrics calculated at close of trading on 07-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2020 |
07-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
8,713.89 |
8,857.14 |
143.25 |
1.6% |
8,766.39 |
| High |
8,849.98 |
8,872.47 |
22.49 |
0.3% |
8,873.63 |
| Low |
8,713.89 |
8,821.68 |
107.79 |
1.2% |
8,671.92 |
| Close |
8,848.52 |
8,846.45 |
-2.07 |
0.0% |
8,793.90 |
| Range |
136.09 |
50.79 |
-85.30 |
-62.7% |
201.71 |
| ATR |
78.73 |
76.74 |
-2.00 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,999.24 |
8,973.63 |
8,874.38 |
|
| R3 |
8,948.45 |
8,922.84 |
8,860.42 |
|
| R2 |
8,897.66 |
8,897.66 |
8,855.76 |
|
| R1 |
8,872.05 |
8,872.05 |
8,851.11 |
8,859.46 |
| PP |
8,846.87 |
8,846.87 |
8,846.87 |
8,840.57 |
| S1 |
8,821.26 |
8,821.26 |
8,841.79 |
8,808.67 |
| S2 |
8,796.08 |
8,796.08 |
8,837.14 |
|
| S3 |
8,745.29 |
8,770.47 |
8,832.48 |
|
| S4 |
8,694.50 |
8,719.68 |
8,818.52 |
|
|
| Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,384.95 |
9,291.13 |
8,904.84 |
|
| R3 |
9,183.24 |
9,089.42 |
8,849.37 |
|
| R2 |
8,981.53 |
8,981.53 |
8,830.88 |
|
| R1 |
8,887.71 |
8,887.71 |
8,812.39 |
8,934.62 |
| PP |
8,779.82 |
8,779.82 |
8,779.82 |
8,803.27 |
| S1 |
8,686.00 |
8,686.00 |
8,775.41 |
8,732.91 |
| S2 |
8,578.11 |
8,578.11 |
8,756.92 |
|
| S3 |
8,376.40 |
8,484.29 |
8,738.43 |
|
| S4 |
8,174.69 |
8,282.58 |
8,682.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,873.63 |
8,674.38 |
199.25 |
2.3% |
84.63 |
1.0% |
86% |
False |
False |
|
| 10 |
8,873.63 |
8,671.92 |
201.71 |
2.3% |
68.79 |
0.8% |
87% |
False |
False |
|
| 20 |
8,873.63 |
8,339.37 |
534.26 |
6.0% |
61.21 |
0.7% |
95% |
False |
False |
|
| 40 |
8,873.63 |
8,168.82 |
704.81 |
8.0% |
59.22 |
0.7% |
96% |
False |
False |
|
| 60 |
8,873.63 |
7,827.16 |
1,046.47 |
11.8% |
60.92 |
0.7% |
97% |
False |
False |
|
| 80 |
8,873.63 |
7,463.57 |
1,410.06 |
15.9% |
70.72 |
0.8% |
98% |
False |
False |
|
| 100 |
8,873.63 |
7,429.36 |
1,444.27 |
16.3% |
74.03 |
0.8% |
98% |
False |
False |
|
| 120 |
8,873.63 |
7,356.27 |
1,517.36 |
17.2% |
81.44 |
0.9% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,088.33 |
|
2.618 |
9,005.44 |
|
1.618 |
8,954.65 |
|
1.000 |
8,923.26 |
|
0.618 |
8,903.86 |
|
HIGH |
8,872.47 |
|
0.618 |
8,853.07 |
|
0.500 |
8,847.08 |
|
0.382 |
8,841.08 |
|
LOW |
8,821.68 |
|
0.618 |
8,790.29 |
|
1.000 |
8,770.89 |
|
1.618 |
8,739.50 |
|
2.618 |
8,688.71 |
|
4.250 |
8,605.82 |
|
|
| Fisher Pivots for day following 07-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,847.08 |
8,828.69 |
| PP |
8,846.87 |
8,810.94 |
| S1 |
8,846.66 |
8,793.18 |
|