| Trading Metrics calculated at close of trading on 07-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2020 |
07-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
28,465.50 |
28,639.18 |
173.68 |
0.6% |
28,654.76 |
| High |
28,708.02 |
28,685.50 |
-22.52 |
-0.1% |
28,872.80 |
| Low |
28,418.63 |
28,565.28 |
146.65 |
0.5% |
28,376.49 |
| Close |
28,703.38 |
28,583.68 |
-119.70 |
-0.4% |
28,634.88 |
| Range |
289.39 |
120.22 |
-169.17 |
-58.5% |
496.31 |
| ATR |
205.88 |
201.04 |
-4.84 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,972.15 |
28,898.13 |
28,649.80 |
|
| R3 |
28,851.93 |
28,777.91 |
28,616.74 |
|
| R2 |
28,731.71 |
28,731.71 |
28,605.72 |
|
| R1 |
28,657.69 |
28,657.69 |
28,594.70 |
28,634.59 |
| PP |
28,611.49 |
28,611.49 |
28,611.49 |
28,599.94 |
| S1 |
28,537.47 |
28,537.47 |
28,572.66 |
28,514.37 |
| S2 |
28,491.27 |
28,491.27 |
28,561.64 |
|
| S3 |
28,371.05 |
28,417.25 |
28,550.62 |
|
| S4 |
28,250.83 |
28,297.03 |
28,517.56 |
|
|
| Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,116.99 |
29,872.24 |
28,907.85 |
|
| R3 |
29,620.68 |
29,375.93 |
28,771.37 |
|
| R2 |
29,124.37 |
29,124.37 |
28,725.87 |
|
| R1 |
28,879.62 |
28,879.62 |
28,680.38 |
28,753.84 |
| PP |
28,628.06 |
28,628.06 |
28,628.06 |
28,565.17 |
| S1 |
28,383.31 |
28,383.31 |
28,589.38 |
28,257.53 |
| S2 |
28,131.75 |
28,131.75 |
28,543.89 |
|
| S3 |
27,635.44 |
27,887.00 |
28,498.39 |
|
| S4 |
27,139.13 |
27,390.69 |
28,361.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,872.80 |
28,376.49 |
496.31 |
1.7% |
208.29 |
0.7% |
42% |
False |
False |
|
| 10 |
28,872.80 |
28,376.49 |
496.31 |
1.7% |
162.31 |
0.6% |
42% |
False |
False |
|
| 20 |
28,872.80 |
27,801.80 |
1,071.00 |
3.7% |
161.21 |
0.6% |
73% |
False |
False |
|
| 40 |
28,872.80 |
27,325.13 |
1,547.67 |
5.4% |
159.07 |
0.6% |
81% |
False |
False |
|
| 60 |
28,872.80 |
26,694.20 |
2,178.60 |
7.6% |
165.86 |
0.6% |
87% |
False |
False |
|
| 80 |
28,872.80 |
25,743.46 |
3,129.34 |
10.9% |
190.16 |
0.7% |
91% |
False |
False |
|
| 100 |
28,872.80 |
25,339.60 |
3,533.20 |
12.4% |
203.15 |
0.7% |
92% |
False |
False |
|
| 120 |
28,872.80 |
25,339.60 |
3,533.20 |
12.4% |
225.59 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,196.44 |
|
2.618 |
29,000.24 |
|
1.618 |
28,880.02 |
|
1.000 |
28,805.72 |
|
0.618 |
28,759.80 |
|
HIGH |
28,685.50 |
|
0.618 |
28,639.58 |
|
0.500 |
28,625.39 |
|
0.382 |
28,611.20 |
|
LOW |
28,565.28 |
|
0.618 |
28,490.98 |
|
1.000 |
28,445.06 |
|
1.618 |
28,370.76 |
|
2.618 |
28,250.54 |
|
4.250 |
28,054.35 |
|
|
| Fisher Pivots for day following 07-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,625.39 |
28,578.28 |
| PP |
28,611.49 |
28,572.87 |
| S1 |
28,597.58 |
28,567.47 |
|