Trading Metrics calculated at close of trading on 23-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,334.0 |
1,333.0 |
-1.0 |
-0.1% |
1,337.3 |
High |
1,335.8 |
1,341.5 |
5.7 |
0.4% |
1,345.0 |
Low |
1,328.0 |
1,330.7 |
2.7 |
0.2% |
1,324.3 |
Close |
1,331.9 |
1,336.7 |
4.8 |
0.4% |
1,333.1 |
Range |
7.8 |
10.8 |
3.0 |
38.5% |
20.7 |
ATR |
12.6 |
12.5 |
-0.1 |
-1.0% |
0.0 |
Volume |
337,481 |
370,174 |
32,693 |
9.7% |
1,453,038 |
|
Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.7 |
1,363.5 |
1,342.6 |
|
R3 |
1,357.9 |
1,352.7 |
1,339.7 |
|
R2 |
1,347.1 |
1,347.1 |
1,338.7 |
|
R1 |
1,341.9 |
1,341.9 |
1,337.7 |
1,344.5 |
PP |
1,336.3 |
1,336.3 |
1,336.3 |
1,337.6 |
S1 |
1,331.1 |
1,331.1 |
1,335.7 |
1,333.7 |
S2 |
1,325.5 |
1,325.5 |
1,334.7 |
|
S3 |
1,314.7 |
1,320.3 |
1,333.7 |
|
S4 |
1,303.9 |
1,309.5 |
1,330.8 |
|
|
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 |
1,344.5 |
1,324.3 |
20.2 |
1.5% |
11.4 |
0.9% |
61% |
False |
False |
332,186 |
10 |
1,345.0 |
1,308.9 |
36.1 |
2.7% |
12.9 |
1.0% |
77% |
False |
False |
351,537 |
20 |
1,345.0 |
1,268.4 |
76.6 |
5.7% |
12.4 |
0.9% |
89% |
False |
False |
304,755 |
40 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
11.8 |
0.9% |
92% |
False |
False |
281,931 |
60 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.1 |
0.9% |
92% |
False |
False |
196,760 |
80 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
11.9 |
0.9% |
92% |
False |
False |
148,869 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.5% |
12.4 |
0.9% |
77% |
False |
False |
120,154 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.5% |
12.4 |
0.9% |
77% |
False |
False |
100,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.4 |
2.618 |
1,369.8 |
1.618 |
1,359.0 |
1.000 |
1,352.3 |
0.618 |
1,348.2 |
HIGH |
1,341.5 |
0.618 |
1,337.4 |
0.500 |
1,336.1 |
0.382 |
1,334.8 |
LOW |
1,330.7 |
0.618 |
1,324.0 |
1.000 |
1,319.9 |
1.618 |
1,313.2 |
2.618 |
1,302.4 |
4.250 |
1,284.8 |
|
|
Fisher Pivots for day following 23-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,336.5 |
1,335.8 |
PP |
1,336.3 |
1,334.9 |
S1 |
1,336.1 |
1,334.1 |
|