Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,319.0 |
1,315.5 |
-3.5 |
-0.3% |
1,279.0 |
High |
1,323.0 |
1,327.3 |
4.3 |
0.3% |
1,309.8 |
Low |
1,308.9 |
1,307.1 |
-1.8 |
-0.1% |
1,277.7 |
Close |
1,318.5 |
1,321.6 |
3.1 |
0.2% |
1,309.3 |
Range |
14.1 |
20.2 |
6.1 |
43.3% |
32.1 |
ATR |
11.6 |
12.2 |
0.6 |
5.3% |
0.0 |
Volume |
353,457 |
369,850 |
16,393 |
4.6% |
807,355 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.3 |
1,370.6 |
1,332.7 |
|
R3 |
1,359.1 |
1,350.4 |
1,327.2 |
|
R2 |
1,338.9 |
1,338.9 |
1,325.3 |
|
R1 |
1,330.2 |
1,330.2 |
1,323.5 |
1,334.6 |
PP |
1,318.7 |
1,318.7 |
1,318.7 |
1,320.8 |
S1 |
1,310.0 |
1,310.0 |
1,319.7 |
1,314.4 |
S2 |
1,298.5 |
1,298.5 |
1,317.9 |
|
S3 |
1,278.3 |
1,289.8 |
1,316.0 |
|
S4 |
1,258.1 |
1,269.6 |
1,310.5 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.2 |
1,384.4 |
1,327.0 |
|
R3 |
1,363.1 |
1,352.3 |
1,318.1 |
|
R2 |
1,331.0 |
1,331.0 |
1,315.2 |
|
R1 |
1,320.2 |
1,320.2 |
1,312.2 |
1,325.6 |
PP |
1,298.9 |
1,298.9 |
1,298.9 |
1,301.7 |
S1 |
1,288.1 |
1,288.1 |
1,306.4 |
1,293.5 |
S2 |
1,266.8 |
1,266.8 |
1,303.4 |
|
S3 |
1,234.7 |
1,256.0 |
1,300.5 |
|
S4 |
1,202.6 |
1,223.9 |
1,291.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,327.3 |
1,290.5 |
36.8 |
2.8% |
14.1 |
1.1% |
85% |
True |
False |
293,994 |
10 |
1,327.3 |
1,264.4 |
62.9 |
4.8% |
11.4 |
0.9% |
91% |
True |
False |
240,557 |
20 |
1,327.3 |
1,238.3 |
89.0 |
6.7% |
11.3 |
0.9% |
94% |
True |
False |
247,256 |
40 |
1,327.3 |
1,238.3 |
89.0 |
6.7% |
11.9 |
0.9% |
94% |
True |
False |
190,561 |
60 |
1,327.3 |
1,238.3 |
89.0 |
6.7% |
11.9 |
0.9% |
94% |
True |
False |
129,950 |
80 |
1,342.3 |
1,238.3 |
104.0 |
7.9% |
12.3 |
0.9% |
80% |
False |
False |
98,475 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.5 |
0.9% |
65% |
False |
False |
79,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,413.2 |
2.618 |
1,380.2 |
1.618 |
1,360.0 |
1.000 |
1,347.5 |
0.618 |
1,339.8 |
HIGH |
1,327.3 |
0.618 |
1,319.6 |
0.500 |
1,317.2 |
0.382 |
1,314.8 |
LOW |
1,307.1 |
0.618 |
1,294.6 |
1.000 |
1,286.9 |
1.618 |
1,274.4 |
2.618 |
1,254.2 |
4.250 |
1,221.3 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,320.1 |
1,319.7 |
PP |
1,318.7 |
1,317.8 |
S1 |
1,317.2 |
1,316.0 |
|