| Trading Metrics calculated at close of trading on 15-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2020 |
15-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
9,068.02 |
9,039.31 |
-28.71 |
-0.3% |
8,713.89 |
| High |
9,080.16 |
9,078.87 |
-1.29 |
0.0% |
9,024.87 |
| Low |
9,020.92 |
9,008.95 |
-11.97 |
-0.1% |
8,713.89 |
| Close |
9,033.42 |
9,035.67 |
2.25 |
0.0% |
8,966.64 |
| Range |
59.24 |
69.92 |
10.68 |
18.0% |
310.98 |
| ATR |
80.23 |
79.50 |
-0.74 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,250.92 |
9,213.22 |
9,074.13 |
|
| R3 |
9,181.00 |
9,143.30 |
9,054.90 |
|
| R2 |
9,111.08 |
9,111.08 |
9,048.49 |
|
| R1 |
9,073.38 |
9,073.38 |
9,042.08 |
9,057.27 |
| PP |
9,041.16 |
9,041.16 |
9,041.16 |
9,033.11 |
| S1 |
9,003.46 |
9,003.46 |
9,029.26 |
8,987.35 |
| S2 |
8,971.24 |
8,971.24 |
9,022.85 |
|
| S3 |
8,901.32 |
8,933.54 |
9,016.44 |
|
| S4 |
8,831.40 |
8,863.62 |
8,997.21 |
|
|
| 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 |
9,080.16 |
8,938.53 |
141.63 |
1.6% |
69.68 |
0.8% |
69% |
False |
False |
|
| 10 |
9,080.16 |
8,713.89 |
366.27 |
4.1% |
82.91 |
0.9% |
88% |
False |
False |
|
| 20 |
9,080.16 |
8,564.15 |
516.01 |
5.7% |
64.70 |
0.7% |
91% |
False |
False |
|
| 40 |
9,080.16 |
8,168.82 |
911.34 |
10.1% |
63.59 |
0.7% |
95% |
False |
False |
|
| 60 |
9,080.16 |
7,845.09 |
1,235.07 |
13.7% |
61.53 |
0.7% |
96% |
False |
False |
|
| 80 |
9,080.16 |
7,463.57 |
1,616.59 |
17.9% |
71.33 |
0.8% |
97% |
False |
False |
|
| 100 |
9,080.16 |
7,442.93 |
1,637.23 |
18.1% |
74.18 |
0.8% |
97% |
False |
False |
|
| 120 |
9,080.16 |
7,356.27 |
1,723.89 |
19.1% |
81.46 |
0.9% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,376.03 |
|
2.618 |
9,261.92 |
|
1.618 |
9,192.00 |
|
1.000 |
9,148.79 |
|
0.618 |
9,122.08 |
|
HIGH |
9,078.87 |
|
0.618 |
9,052.16 |
|
0.500 |
9,043.91 |
|
0.382 |
9,035.66 |
|
LOW |
9,008.95 |
|
0.618 |
8,965.74 |
|
1.000 |
8,939.03 |
|
1.618 |
8,895.82 |
|
2.618 |
8,825.90 |
|
4.250 |
8,711.79 |
|
|
| Fisher Pivots for day following 15-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,043.91 |
9,035.76 |
| PP |
9,041.16 |
9,035.73 |
| S1 |
9,038.42 |
9,035.70 |
|