Trading Metrics calculated at close of trading on 09-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,321.8 |
1,321.2 |
-0.6 |
0.0% |
1,305.3 |
High |
1,323.0 |
1,321.4 |
-1.6 |
-0.1% |
1,327.3 |
Low |
1,315.7 |
1,309.5 |
-6.2 |
-0.5% |
1,304.6 |
Close |
1,320.4 |
1,313.7 |
-6.7 |
-0.5% |
1,322.3 |
Range |
7.3 |
11.9 |
4.6 |
63.0% |
22.7 |
ATR |
11.7 |
11.7 |
0.0 |
0.1% |
0.0 |
Volume |
246,086 |
333,529 |
87,443 |
35.5% |
1,333,259 |
|
Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.6 |
1,344.0 |
1,320.2 |
|
R3 |
1,338.7 |
1,332.1 |
1,317.0 |
|
R2 |
1,326.8 |
1,326.8 |
1,315.9 |
|
R1 |
1,320.2 |
1,320.2 |
1,314.8 |
1,317.6 |
PP |
1,314.9 |
1,314.9 |
1,314.9 |
1,313.5 |
S1 |
1,308.3 |
1,308.3 |
1,312.6 |
1,305.7 |
S2 |
1,303.0 |
1,303.0 |
1,311.5 |
|
S3 |
1,291.1 |
1,296.4 |
1,310.4 |
|
S4 |
1,279.2 |
1,284.5 |
1,307.2 |
|
|
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 |
1,307.1 |
20.2 |
1.5% |
12.7 |
1.0% |
33% |
False |
False |
326,629 |
10 |
1,327.3 |
1,277.7 |
49.6 |
3.8% |
11.8 |
0.9% |
73% |
False |
False |
272,022 |
20 |
1,327.3 |
1,238.3 |
89.0 |
6.8% |
10.9 |
0.8% |
85% |
False |
False |
249,920 |
40 |
1,327.3 |
1,238.3 |
89.0 |
6.8% |
11.8 |
0.9% |
85% |
False |
False |
211,550 |
60 |
1,327.3 |
1,238.3 |
89.0 |
6.8% |
12.0 |
0.9% |
85% |
False |
False |
144,723 |
80 |
1,342.3 |
1,238.3 |
104.0 |
7.9% |
12.2 |
0.9% |
73% |
False |
False |
109,750 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.7% |
12.4 |
0.9% |
59% |
False |
False |
88,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.0 |
2.618 |
1,352.6 |
1.618 |
1,340.7 |
1.000 |
1,333.3 |
0.618 |
1,328.8 |
HIGH |
1,321.4 |
0.618 |
1,316.9 |
0.500 |
1,315.5 |
0.382 |
1,314.0 |
LOW |
1,309.5 |
0.618 |
1,302.1 |
1.000 |
1,297.6 |
1.618 |
1,290.2 |
2.618 |
1,278.3 |
4.250 |
1,258.9 |
|
|
Fisher Pivots for day following 09-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,315.5 |
1,317.1 |
PP |
1,314.9 |
1,316.0 |
S1 |
1,314.3 |
1,314.8 |
|