| Trading Metrics calculated at close of trading on 24-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2020 |
24-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
9,186.14 |
9,266.35 |
80.21 |
0.9% |
9,145.64 |
| High |
9,221.13 |
9,272.37 |
51.24 |
0.6% |
9,272.37 |
| Low |
9,145.23 |
9,101.44 |
-43.79 |
-0.5% |
9,101.44 |
| Close |
9,216.98 |
9,141.47 |
-75.51 |
-0.8% |
9,141.47 |
| Range |
75.90 |
170.93 |
95.03 |
125.2% |
170.93 |
| ATR |
76.23 |
83.00 |
6.76 |
8.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,684.55 |
9,583.94 |
9,235.48 |
|
| R3 |
9,513.62 |
9,413.01 |
9,188.48 |
|
| R2 |
9,342.69 |
9,342.69 |
9,172.81 |
|
| R1 |
9,242.08 |
9,242.08 |
9,157.14 |
9,206.92 |
| PP |
9,171.76 |
9,171.76 |
9,171.76 |
9,154.18 |
| S1 |
9,071.15 |
9,071.15 |
9,125.80 |
9,035.99 |
| S2 |
9,000.83 |
9,000.83 |
9,110.13 |
|
| S3 |
8,829.90 |
8,900.22 |
9,094.46 |
|
| S4 |
8,658.97 |
8,729.29 |
9,047.46 |
|
|
| Weekly Pivots for week ending 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,684.55 |
9,583.94 |
9,235.48 |
|
| R3 |
9,513.62 |
9,413.01 |
9,188.48 |
|
| R2 |
9,342.69 |
9,342.69 |
9,172.81 |
|
| R1 |
9,242.08 |
9,242.08 |
9,157.14 |
9,206.92 |
| PP |
9,171.76 |
9,171.76 |
9,171.76 |
9,154.18 |
| S1 |
9,071.15 |
9,071.15 |
9,125.80 |
9,035.99 |
| S2 |
9,000.83 |
9,000.83 |
9,110.13 |
|
| S3 |
8,829.90 |
8,900.22 |
9,094.46 |
|
| S4 |
8,658.97 |
8,729.29 |
9,047.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,272.37 |
9,101.44 |
170.93 |
1.9% |
82.63 |
0.9% |
23% |
True |
True |
|
| 10 |
9,272.37 |
8,951.83 |
320.54 |
3.5% |
75.53 |
0.8% |
59% |
True |
False |
|
| 20 |
9,272.37 |
8,671.92 |
600.45 |
6.6% |
79.15 |
0.9% |
78% |
True |
False |
|
| 40 |
9,272.37 |
8,168.82 |
1,103.55 |
12.1% |
65.56 |
0.7% |
88% |
True |
False |
|
| 60 |
9,272.37 |
8,026.23 |
1,246.14 |
13.6% |
62.50 |
0.7% |
89% |
True |
False |
|
| 80 |
9,272.37 |
7,463.57 |
1,808.80 |
19.8% |
68.14 |
0.7% |
93% |
True |
False |
|
| 100 |
9,272.37 |
7,463.57 |
1,808.80 |
19.8% |
71.60 |
0.8% |
93% |
True |
False |
|
| 120 |
9,272.37 |
7,356.27 |
1,916.10 |
21.0% |
79.43 |
0.9% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,998.82 |
|
2.618 |
9,719.86 |
|
1.618 |
9,548.93 |
|
1.000 |
9,443.30 |
|
0.618 |
9,378.00 |
|
HIGH |
9,272.37 |
|
0.618 |
9,207.07 |
|
0.500 |
9,186.91 |
|
0.382 |
9,166.74 |
|
LOW |
9,101.44 |
|
0.618 |
8,995.81 |
|
1.000 |
8,930.51 |
|
1.618 |
8,824.88 |
|
2.618 |
8,653.95 |
|
4.250 |
8,374.99 |
|
|
| Fisher Pivots for day following 24-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,186.91 |
9,186.91 |
| PP |
9,171.76 |
9,171.76 |
| S1 |
9,156.62 |
9,156.62 |
|