Trading Metrics calculated at close of trading on 19-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,327.4 |
1,327.0 |
-0.4 |
0.0% |
1,337.3 |
High |
1,333.3 |
1,338.2 |
4.9 |
0.4% |
1,345.0 |
Low |
1,324.3 |
1,326.6 |
2.3 |
0.2% |
1,324.3 |
Close |
1,327.2 |
1,333.1 |
5.9 |
0.4% |
1,333.1 |
Range |
9.0 |
11.6 |
2.6 |
28.9% |
20.7 |
ATR |
13.1 |
13.0 |
-0.1 |
-0.8% |
0.0 |
Volume |
312,113 |
275,299 |
-36,814 |
-11.8% |
1,453,038 |
|
Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.4 |
1,361.9 |
1,339.5 |
|
R3 |
1,355.8 |
1,350.3 |
1,336.3 |
|
R2 |
1,344.2 |
1,344.2 |
1,335.2 |
|
R1 |
1,338.7 |
1,338.7 |
1,334.2 |
1,341.5 |
PP |
1,332.6 |
1,332.6 |
1,332.6 |
1,334.0 |
S1 |
1,327.1 |
1,327.1 |
1,332.0 |
1,329.9 |
S2 |
1,321.0 |
1,321.0 |
1,331.0 |
|
S3 |
1,309.4 |
1,315.5 |
1,329.9 |
|
S4 |
1,297.8 |
1,303.9 |
1,326.7 |
|
|
Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.2 |
1,385.4 |
1,344.5 |
|
R3 |
1,375.5 |
1,364.7 |
1,338.8 |
|
R2 |
1,354.8 |
1,354.8 |
1,336.9 |
|
R1 |
1,344.0 |
1,344.0 |
1,335.0 |
1,339.1 |
PP |
1,334.1 |
1,334.1 |
1,334.1 |
1,331.7 |
S1 |
1,323.3 |
1,323.3 |
1,331.2 |
1,318.4 |
S2 |
1,313.4 |
1,313.4 |
1,329.3 |
|
S3 |
1,292.7 |
1,302.6 |
1,327.4 |
|
S4 |
1,272.0 |
1,281.9 |
1,321.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.0 |
1,320.8 |
24.2 |
1.8% |
14.1 |
1.1% |
51% |
False |
False |
363,646 |
10 |
1,345.0 |
1,308.9 |
36.1 |
2.7% |
12.8 |
1.0% |
67% |
False |
False |
338,403 |
20 |
1,345.0 |
1,264.4 |
80.6 |
6.0% |
12.1 |
0.9% |
85% |
False |
False |
289,480 |
40 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.0 |
0.9% |
89% |
False |
False |
268,330 |
60 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.1 |
0.9% |
89% |
False |
False |
185,090 |
80 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.2 |
0.9% |
89% |
False |
False |
140,301 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.6 |
0.9% |
74% |
False |
False |
113,240 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.4 |
0.9% |
74% |
False |
False |
94,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.5 |
2.618 |
1,368.6 |
1.618 |
1,357.0 |
1.000 |
1,349.8 |
0.618 |
1,345.4 |
HIGH |
1,338.2 |
0.618 |
1,333.8 |
0.500 |
1,332.4 |
0.382 |
1,331.0 |
LOW |
1,326.6 |
0.618 |
1,319.4 |
1.000 |
1,315.0 |
1.618 |
1,307.8 |
2.618 |
1,296.2 |
4.250 |
1,277.3 |
|
|
Fisher Pivots for day following 19-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,332.9 |
1,334.4 |
PP |
1,332.6 |
1,334.0 |
S1 |
1,332.4 |
1,333.5 |
|