Trading Metrics calculated at close of trading on 11-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,313.3 |
1,317.5 |
4.2 |
0.3% |
1,305.3 |
High |
1,328.6 |
1,324.7 |
-3.9 |
-0.3% |
1,327.3 |
Low |
1,308.9 |
1,316.1 |
7.2 |
0.6% |
1,304.6 |
Close |
1,319.3 |
1,322.5 |
3.2 |
0.2% |
1,322.3 |
Range |
19.7 |
8.6 |
-11.1 |
-56.3% |
22.7 |
ATR |
12.3 |
12.0 |
-0.3 |
-2.1% |
0.0 |
Volume |
391,661 |
264,301 |
-127,360 |
-32.5% |
1,333,259 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.9 |
1,343.3 |
1,327.2 |
|
R3 |
1,338.3 |
1,334.7 |
1,324.9 |
|
R2 |
1,329.7 |
1,329.7 |
1,324.1 |
|
R1 |
1,326.1 |
1,326.1 |
1,323.3 |
1,327.9 |
PP |
1,321.1 |
1,321.1 |
1,321.1 |
1,322.0 |
S1 |
1,317.5 |
1,317.5 |
1,321.7 |
1,319.3 |
S2 |
1,312.5 |
1,312.5 |
1,320.9 |
|
S3 |
1,303.9 |
1,308.9 |
1,320.1 |
|
S4 |
1,295.3 |
1,300.3 |
1,317.8 |
|
|
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 |
1,308.9 |
19.7 |
1.5% |
11.5 |
0.9% |
69% |
False |
False |
313,160 |
10 |
1,328.6 |
1,290.5 |
38.1 |
2.9% |
12.8 |
1.0% |
84% |
False |
False |
303,577 |
20 |
1,328.6 |
1,242.3 |
86.3 |
6.5% |
11.3 |
0.9% |
93% |
False |
False |
261,360 |
40 |
1,328.6 |
1,238.3 |
90.3 |
6.8% |
12.1 |
0.9% |
93% |
False |
False |
226,478 |
60 |
1,328.6 |
1,238.3 |
90.3 |
6.8% |
12.0 |
0.9% |
93% |
False |
False |
155,578 |
80 |
1,328.6 |
1,238.3 |
90.3 |
6.8% |
12.2 |
0.9% |
93% |
False |
False |
117,920 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.5 |
0.9% |
66% |
False |
False |
95,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.3 |
2.618 |
1,347.2 |
1.618 |
1,338.6 |
1.000 |
1,333.3 |
0.618 |
1,330.0 |
HIGH |
1,324.7 |
0.618 |
1,321.4 |
0.500 |
1,320.4 |
0.382 |
1,319.4 |
LOW |
1,316.1 |
0.618 |
1,310.8 |
1.000 |
1,307.5 |
1.618 |
1,302.2 |
2.618 |
1,293.6 |
4.250 |
1,279.6 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,321.8 |
1,321.3 |
PP |
1,321.1 |
1,320.0 |
S1 |
1,320.4 |
1,318.8 |
|