Trading Metrics calculated at close of trading on 10-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,321.2 |
1,313.3 |
-7.9 |
-0.6% |
1,305.3 |
High |
1,321.4 |
1,328.6 |
7.2 |
0.5% |
1,327.3 |
Low |
1,309.5 |
1,308.9 |
-0.6 |
0.0% |
1,304.6 |
Close |
1,313.7 |
1,319.3 |
5.6 |
0.4% |
1,322.3 |
Range |
11.9 |
19.7 |
7.8 |
65.5% |
22.7 |
ATR |
11.7 |
12.3 |
0.6 |
4.9% |
0.0 |
Volume |
333,529 |
391,661 |
58,132 |
17.4% |
1,333,259 |
|
Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.0 |
1,368.4 |
1,330.1 |
|
R3 |
1,358.3 |
1,348.7 |
1,324.7 |
|
R2 |
1,338.6 |
1,338.6 |
1,322.9 |
|
R1 |
1,329.0 |
1,329.0 |
1,321.1 |
1,333.8 |
PP |
1,318.9 |
1,318.9 |
1,318.9 |
1,321.4 |
S1 |
1,309.3 |
1,309.3 |
1,317.5 |
1,314.1 |
S2 |
1,299.2 |
1,299.2 |
1,315.7 |
|
S3 |
1,279.5 |
1,289.6 |
1,313.9 |
|
S4 |
1,259.8 |
1,269.9 |
1,308.5 |
|
|
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 |
1,328.6 |
1,307.1 |
21.5 |
1.6% |
13.8 |
1.0% |
57% |
True |
False |
334,270 |
10 |
1,328.6 |
1,286.0 |
42.6 |
3.2% |
12.7 |
1.0% |
78% |
True |
False |
297,727 |
20 |
1,328.6 |
1,238.3 |
90.3 |
6.8% |
11.3 |
0.9% |
90% |
True |
False |
259,784 |
40 |
1,328.6 |
1,238.3 |
90.3 |
6.8% |
12.0 |
0.9% |
90% |
True |
False |
220,441 |
60 |
1,328.6 |
1,238.3 |
90.3 |
6.8% |
12.1 |
0.9% |
90% |
True |
False |
151,206 |
80 |
1,328.6 |
1,238.3 |
90.3 |
6.8% |
12.2 |
0.9% |
90% |
True |
False |
114,637 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.7% |
12.5 |
0.9% |
64% |
False |
False |
92,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.3 |
2.618 |
1,380.2 |
1.618 |
1,360.5 |
1.000 |
1,348.3 |
0.618 |
1,340.8 |
HIGH |
1,328.6 |
0.618 |
1,321.1 |
0.500 |
1,318.8 |
0.382 |
1,316.4 |
LOW |
1,308.9 |
0.618 |
1,296.7 |
1.000 |
1,289.2 |
1.618 |
1,277.0 |
2.618 |
1,257.3 |
4.250 |
1,225.2 |
|
|
Fisher Pivots for day following 10-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,319.1 |
1,319.1 |
PP |
1,318.9 |
1,318.9 |
S1 |
1,318.8 |
1,318.8 |
|