Trading Metrics calculated at close of trading on 08-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,324.4 |
1,321.8 |
-2.6 |
-0.2% |
1,305.3 |
High |
1,324.7 |
1,323.0 |
-1.7 |
-0.1% |
1,327.3 |
Low |
1,314.6 |
1,315.7 |
1.1 |
0.1% |
1,304.6 |
Close |
1,322.3 |
1,320.4 |
-1.9 |
-0.1% |
1,322.3 |
Range |
10.1 |
7.3 |
-2.8 |
-27.7% |
22.7 |
ATR |
12.0 |
11.7 |
-0.3 |
-2.8% |
0.0 |
Volume |
330,225 |
246,086 |
-84,139 |
-25.5% |
1,333,259 |
|
Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.6 |
1,338.3 |
1,324.4 |
|
R3 |
1,334.3 |
1,331.0 |
1,322.4 |
|
R2 |
1,327.0 |
1,327.0 |
1,321.7 |
|
R1 |
1,323.7 |
1,323.7 |
1,321.1 |
1,321.7 |
PP |
1,319.7 |
1,319.7 |
1,319.7 |
1,318.7 |
S1 |
1,316.4 |
1,316.4 |
1,319.7 |
1,314.4 |
S2 |
1,312.4 |
1,312.4 |
1,319.1 |
|
S3 |
1,305.1 |
1,309.1 |
1,318.4 |
|
S4 |
1,297.8 |
1,301.8 |
1,316.4 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.2 |
1,376.9 |
1,334.8 |
|
R3 |
1,363.5 |
1,354.2 |
1,328.5 |
|
R2 |
1,340.8 |
1,340.8 |
1,326.5 |
|
R1 |
1,331.5 |
1,331.5 |
1,324.4 |
1,336.2 |
PP |
1,318.1 |
1,318.1 |
1,318.1 |
1,320.4 |
S1 |
1,308.8 |
1,308.8 |
1,320.2 |
1,313.5 |
S2 |
1,295.4 |
1,295.4 |
1,318.1 |
|
S3 |
1,272.7 |
1,286.1 |
1,316.1 |
|
S4 |
1,250.0 |
1,263.4 |
1,309.8 |
|
|
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 |
1,304.6 |
22.7 |
1.7% |
13.5 |
1.0% |
70% |
False |
False |
315,869 |
10 |
1,327.3 |
1,268.4 |
58.9 |
4.5% |
11.8 |
0.9% |
88% |
False |
False |
257,972 |
20 |
1,327.3 |
1,238.3 |
89.0 |
6.7% |
10.8 |
0.8% |
92% |
False |
False |
247,096 |
40 |
1,327.3 |
1,238.3 |
89.0 |
6.7% |
11.8 |
0.9% |
92% |
False |
False |
203,895 |
60 |
1,327.3 |
1,238.3 |
89.0 |
6.7% |
11.9 |
0.9% |
92% |
False |
False |
139,271 |
80 |
1,342.3 |
1,238.3 |
104.0 |
7.9% |
12.2 |
0.9% |
79% |
False |
False |
105,608 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.7% |
12.4 |
0.9% |
64% |
False |
False |
85,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.0 |
2.618 |
1,342.1 |
1.618 |
1,334.8 |
1.000 |
1,330.3 |
0.618 |
1,327.5 |
HIGH |
1,323.0 |
0.618 |
1,320.2 |
0.500 |
1,319.4 |
0.382 |
1,318.5 |
LOW |
1,315.7 |
0.618 |
1,311.2 |
1.000 |
1,308.4 |
1.618 |
1,303.9 |
2.618 |
1,296.6 |
4.250 |
1,284.7 |
|
|
Fisher Pivots for day following 08-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,320.1 |
1,319.3 |
PP |
1,319.7 |
1,318.3 |
S1 |
1,319.4 |
1,317.2 |
|