| Trading Metrics calculated at close of trading on 13-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2020 |
13-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
9,021.88 |
9,007.94 |
-13.94 |
-0.2% |
8,713.89 |
| High |
9,024.87 |
9,071.53 |
46.66 |
0.5% |
9,024.87 |
| Low |
8,951.83 |
8,991.35 |
39.52 |
0.4% |
8,713.89 |
| Close |
8,966.64 |
9,070.65 |
104.01 |
1.2% |
8,966.64 |
| Range |
73.04 |
80.18 |
7.14 |
9.8% |
310.98 |
| ATR |
80.08 |
81.85 |
1.77 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,285.05 |
9,258.03 |
9,114.75 |
|
| R3 |
9,204.87 |
9,177.85 |
9,092.70 |
|
| R2 |
9,124.69 |
9,124.69 |
9,085.35 |
|
| R1 |
9,097.67 |
9,097.67 |
9,078.00 |
9,111.18 |
| PP |
9,044.51 |
9,044.51 |
9,044.51 |
9,051.27 |
| S1 |
9,017.49 |
9,017.49 |
9,063.30 |
9,031.00 |
| S2 |
8,964.33 |
8,964.33 |
9,055.95 |
|
| S3 |
8,884.15 |
8,937.31 |
9,048.60 |
|
| S4 |
8,803.97 |
8,857.13 |
9,026.55 |
|
|
| 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 |
9,071.53 |
8,821.68 |
249.85 |
2.8% |
77.73 |
0.9% |
100% |
True |
False |
|
| 10 |
9,071.53 |
8,671.92 |
399.61 |
4.4% |
85.74 |
0.9% |
100% |
True |
False |
|
| 20 |
9,071.53 |
8,441.88 |
629.65 |
6.9% |
64.14 |
0.7% |
100% |
True |
False |
|
| 40 |
9,071.53 |
8,168.82 |
902.71 |
10.0% |
62.46 |
0.7% |
100% |
True |
False |
|
| 60 |
9,071.53 |
7,829.75 |
1,241.78 |
13.7% |
62.43 |
0.7% |
100% |
True |
False |
|
| 80 |
9,071.53 |
7,463.57 |
1,607.96 |
17.7% |
72.06 |
0.8% |
100% |
True |
False |
|
| 100 |
9,071.53 |
7,442.93 |
1,628.60 |
18.0% |
74.53 |
0.8% |
100% |
True |
False |
|
| 120 |
9,071.53 |
7,356.27 |
1,715.26 |
18.9% |
81.60 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,412.30 |
|
2.618 |
9,281.44 |
|
1.618 |
9,201.26 |
|
1.000 |
9,151.71 |
|
0.618 |
9,121.08 |
|
HIGH |
9,071.53 |
|
0.618 |
9,040.90 |
|
0.500 |
9,031.44 |
|
0.382 |
9,021.98 |
|
LOW |
8,991.35 |
|
0.618 |
8,941.80 |
|
1.000 |
8,911.17 |
|
1.618 |
8,861.62 |
|
2.618 |
8,781.44 |
|
4.250 |
8,650.59 |
|
|
| Fisher Pivots for day following 13-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,057.58 |
9,048.78 |
| PP |
9,044.51 |
9,026.90 |
| S1 |
9,031.44 |
9,005.03 |
|