| Trading Metrics calculated at close of trading on 28-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2020 |
28-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
8,915.50 |
9,013.23 |
97.73 |
1.1% |
9,145.64 |
| High |
9,001.44 |
9,111.32 |
109.88 |
1.2% |
9,272.37 |
| Low |
8,910.97 |
8,994.28 |
83.31 |
0.9% |
9,101.44 |
| Close |
8,952.18 |
9,090.93 |
138.75 |
1.5% |
9,141.47 |
| Range |
90.47 |
117.04 |
26.57 |
29.4% |
170.93 |
| ATR |
93.53 |
98.22 |
4.69 |
5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,416.63 |
9,370.82 |
9,155.30 |
|
| R3 |
9,299.59 |
9,253.78 |
9,123.12 |
|
| R2 |
9,182.55 |
9,182.55 |
9,112.39 |
|
| R1 |
9,136.74 |
9,136.74 |
9,101.66 |
9,159.65 |
| PP |
9,065.51 |
9,065.51 |
9,065.51 |
9,076.96 |
| S1 |
9,019.70 |
9,019.70 |
9,080.20 |
9,042.61 |
| S2 |
8,948.47 |
8,948.47 |
9,069.47 |
|
| S3 |
8,831.43 |
8,902.66 |
9,058.74 |
|
| S4 |
8,714.39 |
8,785.62 |
9,026.56 |
|
|
| 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 |
8,910.97 |
361.40 |
4.0% |
103.51 |
1.1% |
50% |
False |
False |
|
| 10 |
9,272.37 |
8,910.97 |
361.40 |
4.0% |
80.96 |
0.9% |
50% |
False |
False |
|
| 20 |
9,272.37 |
8,671.92 |
600.45 |
6.6% |
83.35 |
0.9% |
70% |
False |
False |
|
| 40 |
9,272.37 |
8,168.82 |
1,103.55 |
12.1% |
68.75 |
0.8% |
84% |
False |
False |
|
| 60 |
9,272.37 |
8,041.65 |
1,230.72 |
13.5% |
63.74 |
0.7% |
85% |
False |
False |
|
| 80 |
9,272.37 |
7,463.57 |
1,808.80 |
19.9% |
67.44 |
0.7% |
90% |
False |
False |
|
| 100 |
9,272.37 |
7,463.57 |
1,808.80 |
19.9% |
72.21 |
0.8% |
90% |
False |
False |
|
| 120 |
9,272.37 |
7,386.76 |
1,885.61 |
20.7% |
78.81 |
0.9% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,608.74 |
|
2.618 |
9,417.73 |
|
1.618 |
9,300.69 |
|
1.000 |
9,228.36 |
|
0.618 |
9,183.65 |
|
HIGH |
9,111.32 |
|
0.618 |
9,066.61 |
|
0.500 |
9,052.80 |
|
0.382 |
9,038.99 |
|
LOW |
8,994.28 |
|
0.618 |
8,921.95 |
|
1.000 |
8,877.24 |
|
1.618 |
8,804.91 |
|
2.618 |
8,687.87 |
|
4.250 |
8,496.86 |
|
|
| Fisher Pivots for day following 28-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,078.22 |
9,091.67 |
| PP |
9,065.51 |
9,091.42 |
| S1 |
9,052.80 |
9,091.18 |
|