| Trading Metrics calculated at close of trading on 21-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2020 |
21-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
9,159.48 |
9,145.64 |
-13.84 |
-0.2% |
9,007.94 |
| High |
9,176.47 |
9,187.42 |
10.95 |
0.1% |
9,176.47 |
| Low |
9,118.98 |
9,141.78 |
22.80 |
0.3% |
8,991.35 |
| Close |
9,173.73 |
9,166.63 |
-7.10 |
-0.1% |
9,173.73 |
| Range |
57.49 |
45.64 |
-11.85 |
-20.6% |
185.12 |
| ATR |
78.65 |
76.29 |
-2.36 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,302.20 |
9,280.05 |
9,191.73 |
|
| R3 |
9,256.56 |
9,234.41 |
9,179.18 |
|
| R2 |
9,210.92 |
9,210.92 |
9,175.00 |
|
| R1 |
9,188.77 |
9,188.77 |
9,170.81 |
9,199.85 |
| PP |
9,165.28 |
9,165.28 |
9,165.28 |
9,170.81 |
| S1 |
9,143.13 |
9,143.13 |
9,162.45 |
9,154.21 |
| S2 |
9,119.64 |
9,119.64 |
9,158.26 |
|
| S3 |
9,074.00 |
9,097.49 |
9,154.08 |
|
| S4 |
9,028.36 |
9,051.85 |
9,141.53 |
|
|
| Weekly Pivots for week ending 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,669.21 |
9,606.59 |
9,275.55 |
|
| R3 |
9,484.09 |
9,421.47 |
9,224.64 |
|
| R2 |
9,298.97 |
9,298.97 |
9,207.67 |
|
| R1 |
9,236.35 |
9,236.35 |
9,190.70 |
9,267.66 |
| PP |
9,113.85 |
9,113.85 |
9,113.85 |
9,129.51 |
| S1 |
9,051.23 |
9,051.23 |
9,156.76 |
9,082.54 |
| S2 |
8,928.73 |
8,928.73 |
9,139.79 |
|
| S3 |
8,743.61 |
8,866.11 |
9,122.82 |
|
| S4 |
8,558.49 |
8,680.99 |
9,071.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,187.42 |
9,008.95 |
178.47 |
1.9% |
58.41 |
0.6% |
88% |
True |
False |
|
| 10 |
9,187.42 |
8,821.68 |
365.74 |
4.0% |
68.07 |
0.7% |
94% |
True |
False |
|
| 20 |
9,187.42 |
8,656.48 |
530.94 |
5.8% |
67.45 |
0.7% |
96% |
True |
False |
|
| 40 |
9,187.42 |
8,168.82 |
1,018.60 |
11.1% |
61.95 |
0.7% |
98% |
True |
False |
|
| 60 |
9,187.42 |
7,912.72 |
1,274.70 |
13.9% |
60.87 |
0.7% |
98% |
True |
False |
|
| 80 |
9,187.42 |
7,463.57 |
1,723.85 |
18.8% |
68.16 |
0.7% |
99% |
True |
False |
|
| 100 |
9,187.42 |
7,463.57 |
1,723.85 |
18.8% |
71.21 |
0.8% |
99% |
True |
False |
|
| 120 |
9,187.42 |
7,356.27 |
1,831.15 |
20.0% |
81.39 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,381.39 |
|
2.618 |
9,306.91 |
|
1.618 |
9,261.27 |
|
1.000 |
9,233.06 |
|
0.618 |
9,215.63 |
|
HIGH |
9,187.42 |
|
0.618 |
9,169.99 |
|
0.500 |
9,164.60 |
|
0.382 |
9,159.21 |
|
LOW |
9,141.78 |
|
0.618 |
9,113.57 |
|
1.000 |
9,096.14 |
|
1.618 |
9,067.93 |
|
2.618 |
9,022.29 |
|
4.250 |
8,947.81 |
|
|
| Fisher Pivots for day following 21-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,165.95 |
9,153.38 |
| PP |
9,165.28 |
9,140.12 |
| S1 |
9,164.60 |
9,126.87 |
|