| Trading Metrics calculated at close of trading on 10-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2020 |
10-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
8,990.04 |
9,021.88 |
31.84 |
0.4% |
8,713.89 |
| High |
9,004.55 |
9,024.87 |
20.32 |
0.2% |
9,024.87 |
| Low |
8,938.53 |
8,951.83 |
13.30 |
0.1% |
8,713.89 |
| Close |
8,989.63 |
8,966.64 |
-22.99 |
-0.3% |
8,966.64 |
| Range |
66.02 |
73.04 |
7.02 |
10.6% |
310.98 |
| ATR |
80.62 |
80.08 |
-0.54 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,200.23 |
9,156.48 |
9,006.81 |
|
| R3 |
9,127.19 |
9,083.44 |
8,986.73 |
|
| R2 |
9,054.15 |
9,054.15 |
8,980.03 |
|
| R1 |
9,010.40 |
9,010.40 |
8,973.34 |
8,995.76 |
| PP |
8,981.11 |
8,981.11 |
8,981.11 |
8,973.79 |
| S1 |
8,937.36 |
8,937.36 |
8,959.94 |
8,922.72 |
| S2 |
8,908.07 |
8,908.07 |
8,953.25 |
|
| S3 |
8,835.03 |
8,864.32 |
8,946.55 |
|
| S4 |
8,761.99 |
8,791.28 |
8,926.47 |
|
|
| Weekly Pivots for week ending 10-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,834.74 |
9,711.67 |
9,137.68 |
|
| R3 |
9,523.76 |
9,400.69 |
9,052.16 |
|
| R2 |
9,212.78 |
9,212.78 |
9,023.65 |
|
| R1 |
9,089.71 |
9,089.71 |
8,995.15 |
9,151.25 |
| PP |
8,901.80 |
8,901.80 |
8,901.80 |
8,932.57 |
| S1 |
8,778.73 |
8,778.73 |
8,938.13 |
8,840.27 |
| S2 |
8,590.82 |
8,590.82 |
8,909.63 |
|
| S3 |
8,279.84 |
8,467.75 |
8,881.12 |
|
| S4 |
7,968.86 |
8,156.77 |
8,795.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,024.87 |
8,713.89 |
310.98 |
3.5% |
88.91 |
1.0% |
81% |
True |
False |
|
| 10 |
9,024.87 |
8,671.92 |
352.95 |
3.9% |
83.84 |
0.9% |
84% |
True |
False |
|
| 20 |
9,024.87 |
8,380.09 |
644.78 |
7.2% |
65.78 |
0.7% |
91% |
True |
False |
|
| 40 |
9,024.87 |
8,168.82 |
856.05 |
9.5% |
61.49 |
0.7% |
93% |
True |
False |
|
| 60 |
9,024.87 |
7,829.75 |
1,195.12 |
13.3% |
61.82 |
0.7% |
95% |
True |
False |
|
| 80 |
9,024.87 |
7,463.57 |
1,561.30 |
17.4% |
72.31 |
0.8% |
96% |
True |
False |
|
| 100 |
9,024.87 |
7,442.93 |
1,581.94 |
17.6% |
74.40 |
0.8% |
96% |
True |
False |
|
| 120 |
9,024.87 |
7,356.27 |
1,668.60 |
18.6% |
81.43 |
0.9% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,335.29 |
|
2.618 |
9,216.09 |
|
1.618 |
9,143.05 |
|
1.000 |
9,097.91 |
|
0.618 |
9,070.01 |
|
HIGH |
9,024.87 |
|
0.618 |
8,996.97 |
|
0.500 |
8,988.35 |
|
0.382 |
8,979.73 |
|
LOW |
8,951.83 |
|
0.618 |
8,906.69 |
|
1.000 |
8,878.79 |
|
1.618 |
8,833.65 |
|
2.618 |
8,760.61 |
|
4.250 |
8,641.41 |
|
|
| Fisher Pivots for day following 10-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,988.35 |
8,954.40 |
| PP |
8,981.11 |
8,942.15 |
| S1 |
8,973.88 |
8,929.91 |
|