| 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 |
28,542.49 |
28,594.28 |
51.79 |
0.2% |
29,269.05 |
| High |
28,671.79 |
28,823.23 |
151.44 |
0.5% |
29,341.21 |
| Low |
28,449.22 |
28,575.75 |
126.53 |
0.4% |
28,843.31 |
| Close |
28,535.80 |
28,722.85 |
187.05 |
0.7% |
28,989.73 |
| Range |
222.57 |
247.48 |
24.91 |
11.2% |
497.90 |
| ATR |
239.84 |
243.24 |
3.40 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,449.72 |
29,333.76 |
28,858.96 |
|
| R3 |
29,202.24 |
29,086.28 |
28,790.91 |
|
| R2 |
28,954.76 |
28,954.76 |
28,768.22 |
|
| R1 |
28,838.80 |
28,838.80 |
28,745.54 |
28,896.78 |
| PP |
28,707.28 |
28,707.28 |
28,707.28 |
28,736.27 |
| S1 |
28,591.32 |
28,591.32 |
28,700.16 |
28,649.30 |
| S2 |
28,459.80 |
28,459.80 |
28,677.48 |
|
| S3 |
28,212.32 |
28,343.84 |
28,654.79 |
|
| S4 |
27,964.84 |
28,096.36 |
28,586.74 |
|
|
| Weekly Pivots for week ending 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,551.78 |
30,268.66 |
29,263.58 |
|
| R3 |
30,053.88 |
29,770.76 |
29,126.65 |
|
| R2 |
29,555.98 |
29,555.98 |
29,081.01 |
|
| R1 |
29,272.86 |
29,272.86 |
29,035.37 |
29,165.47 |
| PP |
29,058.08 |
29,058.08 |
29,058.08 |
29,004.39 |
| S1 |
28,774.96 |
28,774.96 |
28,944.09 |
28,667.57 |
| S2 |
28,560.18 |
28,560.18 |
28,898.45 |
|
| S3 |
28,062.28 |
28,277.06 |
28,852.81 |
|
| S4 |
27,564.38 |
27,779.16 |
28,715.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
29,320.20 |
28,449.22 |
870.98 |
3.0% |
257.39 |
0.9% |
31% |
False |
False |
|
| 10 |
29,373.62 |
28,449.22 |
924.40 |
3.2% |
214.59 |
0.7% |
30% |
False |
False |
|
| 20 |
29,373.62 |
28,376.49 |
997.13 |
3.5% |
211.04 |
0.7% |
35% |
False |
False |
|
| 40 |
29,373.62 |
27,325.13 |
2,048.49 |
7.1% |
181.65 |
0.6% |
68% |
False |
False |
|
| 60 |
29,373.62 |
26,918.29 |
2,455.33 |
8.5% |
171.73 |
0.6% |
73% |
False |
False |
|
| 80 |
29,373.62 |
25,743.46 |
3,630.16 |
12.6% |
183.16 |
0.6% |
82% |
False |
False |
|
| 100 |
29,373.62 |
25,743.46 |
3,630.16 |
12.6% |
193.27 |
0.7% |
82% |
False |
False |
|
| 120 |
29,373.62 |
25,339.60 |
4,034.02 |
14.0% |
217.20 |
0.8% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,875.02 |
|
2.618 |
29,471.13 |
|
1.618 |
29,223.65 |
|
1.000 |
29,070.71 |
|
0.618 |
28,976.17 |
|
HIGH |
28,823.23 |
|
0.618 |
28,728.69 |
|
0.500 |
28,699.49 |
|
0.382 |
28,670.29 |
|
LOW |
28,575.75 |
|
0.618 |
28,422.81 |
|
1.000 |
28,328.27 |
|
1.618 |
28,175.33 |
|
2.618 |
27,927.85 |
|
4.250 |
27,523.96 |
|
|
| Fisher Pivots for day following 28-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,715.06 |
28,869.01 |
| PP |
28,707.28 |
28,820.29 |
| S1 |
28,699.49 |
28,771.57 |
|