| Trading Metrics calculated at close of trading on 23-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2020 |
23-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
11.1510 |
11.2362 |
0.0852 |
0.8% |
9.6934 |
| High |
11.3827 |
11.2659 |
-0.1168 |
-1.0% |
11.9342 |
| Low |
11.0920 |
10.3923 |
-0.6997 |
-6.3% |
9.5761 |
| Close |
11.2362 |
10.5755 |
-0.6607 |
-5.9% |
11.6551 |
| Range |
0.2907 |
0.8736 |
0.5829 |
200.5% |
2.3581 |
| ATR |
0.7051 |
0.7172 |
0.0120 |
1.7% |
0.0000 |
| Volume |
521,537 |
826,663 |
305,126 |
58.5% |
5,557,969 |
|
| Daily Pivots for day following 23-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13.3654 |
12.8440 |
11.0560 |
|
| R3 |
12.4918 |
11.9704 |
10.8157 |
|
| R2 |
11.6182 |
11.6182 |
10.7357 |
|
| R1 |
11.0968 |
11.0968 |
10.6556 |
10.9207 |
| PP |
10.7446 |
10.7446 |
10.7446 |
10.6565 |
| S1 |
10.2232 |
10.2232 |
10.4954 |
10.0471 |
| S2 |
9.8710 |
9.8710 |
10.4153 |
|
| S3 |
8.9974 |
9.3496 |
10.3353 |
|
| S4 |
8.1238 |
8.4760 |
10.0950 |
|
|
| Weekly Pivots for week ending 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18.1294 |
17.2504 |
12.9521 |
|
| R3 |
15.7713 |
14.8923 |
12.3036 |
|
| R2 |
13.4132 |
13.4132 |
12.0874 |
|
| R1 |
12.5342 |
12.5342 |
11.8713 |
12.9737 |
| PP |
11.0551 |
11.0551 |
11.0551 |
11.2749 |
| S1 |
10.1761 |
10.1761 |
11.4389 |
10.6156 |
| S2 |
8.6970 |
8.6970 |
11.2228 |
|
| S3 |
6.3389 |
7.8180 |
11.0066 |
|
| S4 |
3.9808 |
5.4599 |
10.3581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12.3230 |
10.3923 |
1.9307 |
18.3% |
0.7580 |
7.2% |
9% |
False |
True |
736,858 |
| 10 |
12.3230 |
9.0608 |
3.2622 |
30.8% |
0.8933 |
8.4% |
46% |
False |
False |
893,611 |
| 20 |
12.3230 |
8.3535 |
3.9695 |
37.5% |
0.7179 |
6.8% |
56% |
False |
False |
797,947 |
| 40 |
12.3230 |
7.7692 |
4.5538 |
43.1% |
0.5930 |
5.6% |
62% |
False |
False |
831,369 |
| 60 |
13.3890 |
7.7692 |
5.6198 |
53.1% |
0.7000 |
6.6% |
50% |
False |
False |
1,105,956 |
| 80 |
13.3890 |
6.7061 |
6.6829 |
63.2% |
0.7248 |
6.9% |
58% |
False |
False |
1,165,279 |
| 100 |
13.3890 |
6.7061 |
6.6829 |
63.2% |
0.6993 |
6.6% |
58% |
False |
False |
1,071,889 |
| 120 |
13.3890 |
6.7061 |
6.6829 |
63.2% |
0.6776 |
6.4% |
58% |
False |
False |
1,028,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14.9787 |
|
2.618 |
13.5530 |
|
1.618 |
12.6794 |
|
1.000 |
12.1395 |
|
0.618 |
11.8058 |
|
HIGH |
11.2659 |
|
0.618 |
10.9322 |
|
0.500 |
10.8291 |
|
0.382 |
10.7260 |
|
LOW |
10.3923 |
|
0.618 |
9.8524 |
|
1.000 |
9.5187 |
|
1.618 |
8.9788 |
|
2.618 |
8.1052 |
|
4.250 |
6.6795 |
|
|
| Fisher Pivots for day following 23-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10.8291 |
10.8875 |
| PP |
10.7446 |
10.7835 |
| S1 |
10.6600 |
10.6795 |
|