| Trading Metrics calculated at close of trading on 09-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2020 |
09-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
8,845.45 |
8,990.04 |
144.59 |
1.6% |
8,766.39 |
| High |
8,953.55 |
9,004.55 |
51.00 |
0.6% |
8,873.63 |
| Low |
8,834.94 |
8,938.53 |
103.59 |
1.2% |
8,671.92 |
| Close |
8,912.37 |
8,989.63 |
77.26 |
0.9% |
8,793.90 |
| Range |
118.61 |
66.02 |
-52.59 |
-44.3% |
201.71 |
| ATR |
79.73 |
80.62 |
0.89 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,175.63 |
9,148.65 |
9,025.94 |
|
| R3 |
9,109.61 |
9,082.63 |
9,007.79 |
|
| R2 |
9,043.59 |
9,043.59 |
9,001.73 |
|
| R1 |
9,016.61 |
9,016.61 |
8,995.68 |
8,997.09 |
| PP |
8,977.57 |
8,977.57 |
8,977.57 |
8,967.81 |
| S1 |
8,950.59 |
8,950.59 |
8,983.58 |
8,931.07 |
| S2 |
8,911.55 |
8,911.55 |
8,977.53 |
|
| S3 |
8,845.53 |
8,884.57 |
8,971.47 |
|
| S4 |
8,779.51 |
8,818.55 |
8,953.32 |
|
|
| 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 |
9,004.55 |
8,713.89 |
290.66 |
3.2% |
92.00 |
1.0% |
95% |
True |
False |
|
| 10 |
9,004.55 |
8,671.92 |
332.63 |
3.7% |
82.77 |
0.9% |
96% |
True |
False |
|
| 20 |
9,004.55 |
8,361.37 |
643.18 |
7.2% |
64.47 |
0.7% |
98% |
True |
False |
|
| 40 |
9,004.55 |
8,168.82 |
835.73 |
9.3% |
61.03 |
0.7% |
98% |
True |
False |
|
| 60 |
9,004.55 |
7,829.75 |
1,174.80 |
13.1% |
62.21 |
0.7% |
99% |
True |
False |
|
| 80 |
9,004.55 |
7,463.57 |
1,540.98 |
17.1% |
72.02 |
0.8% |
99% |
True |
False |
|
| 100 |
9,004.55 |
7,442.93 |
1,561.62 |
17.4% |
74.19 |
0.8% |
99% |
True |
False |
|
| 120 |
9,004.55 |
7,356.27 |
1,648.28 |
18.3% |
81.29 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,285.14 |
|
2.618 |
9,177.39 |
|
1.618 |
9,111.37 |
|
1.000 |
9,070.57 |
|
0.618 |
9,045.35 |
|
HIGH |
9,004.55 |
|
0.618 |
8,979.33 |
|
0.500 |
8,971.54 |
|
0.382 |
8,963.75 |
|
LOW |
8,938.53 |
|
0.618 |
8,897.73 |
|
1.000 |
8,872.51 |
|
1.618 |
8,831.71 |
|
2.618 |
8,765.69 |
|
4.250 |
8,657.95 |
|
|
| Fisher Pivots for day following 09-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,983.60 |
8,964.13 |
| PP |
8,977.57 |
8,938.62 |
| S1 |
8,971.54 |
8,913.12 |
|