Trading Metrics calculated at close of trading on 24-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,333.0 |
1,341.4 |
8.4 |
0.6% |
1,337.3 |
High |
1,341.5 |
1,361.6 |
20.1 |
1.5% |
1,345.0 |
Low |
1,330.7 |
1,339.1 |
8.4 |
0.6% |
1,324.3 |
Close |
1,336.7 |
1,356.3 |
19.6 |
1.5% |
1,333.1 |
Range |
10.8 |
22.5 |
11.7 |
108.3% |
20.7 |
ATR |
12.5 |
13.4 |
0.9 |
7.1% |
0.0 |
Volume |
370,174 |
505,627 |
135,453 |
36.6% |
1,453,038 |
|
Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.8 |
1,410.6 |
1,368.7 |
|
R3 |
1,397.3 |
1,388.1 |
1,362.5 |
|
R2 |
1,374.8 |
1,374.8 |
1,360.4 |
|
R1 |
1,365.6 |
1,365.6 |
1,358.4 |
1,370.2 |
PP |
1,352.3 |
1,352.3 |
1,352.3 |
1,354.7 |
S1 |
1,343.1 |
1,343.1 |
1,354.2 |
1,347.7 |
S2 |
1,329.8 |
1,329.8 |
1,352.2 |
|
S3 |
1,307.3 |
1,320.6 |
1,350.1 |
|
S4 |
1,284.8 |
1,298.1 |
1,343.9 |
|
|
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 |
1,361.6 |
1,324.3 |
37.3 |
2.8% |
12.3 |
0.9% |
86% |
True |
False |
360,138 |
10 |
1,361.6 |
1,308.9 |
52.7 |
3.9% |
14.0 |
1.0% |
90% |
True |
False |
368,747 |
20 |
1,361.6 |
1,277.7 |
83.9 |
6.2% |
12.9 |
1.0% |
94% |
True |
False |
320,385 |
40 |
1,361.6 |
1,238.3 |
123.3 |
9.1% |
12.2 |
0.9% |
96% |
True |
False |
292,483 |
60 |
1,361.6 |
1,238.3 |
123.3 |
9.1% |
12.2 |
0.9% |
96% |
True |
False |
204,993 |
80 |
1,361.6 |
1,238.3 |
123.3 |
9.1% |
12.1 |
0.9% |
96% |
True |
False |
155,168 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.4% |
12.6 |
0.9% |
93% |
False |
False |
125,188 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.4% |
12.5 |
0.9% |
93% |
False |
False |
104,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,457.2 |
2.618 |
1,420.5 |
1.618 |
1,398.0 |
1.000 |
1,384.1 |
0.618 |
1,375.5 |
HIGH |
1,361.6 |
0.618 |
1,353.0 |
0.500 |
1,350.4 |
0.382 |
1,347.7 |
LOW |
1,339.1 |
0.618 |
1,325.2 |
1.000 |
1,316.6 |
1.618 |
1,302.7 |
2.618 |
1,280.2 |
4.250 |
1,243.5 |
|
|
Fisher Pivots for day following 24-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,354.3 |
1,352.5 |
PP |
1,352.3 |
1,348.6 |
S1 |
1,350.4 |
1,344.8 |
|