Trading Metrics calculated at close of trading on 25-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,341.4 |
1,357.0 |
15.6 |
1.2% |
1,337.3 |
High |
1,361.6 |
1,365.4 |
3.8 |
0.3% |
1,345.0 |
Low |
1,339.1 |
1,341.0 |
1.9 |
0.1% |
1,324.3 |
Close |
1,356.3 |
1,362.9 |
6.6 |
0.5% |
1,333.1 |
Range |
22.5 |
24.4 |
1.9 |
8.4% |
20.7 |
ATR |
13.4 |
14.2 |
0.8 |
5.9% |
0.0 |
Volume |
505,627 |
537,659 |
32,032 |
6.3% |
1,453,038 |
|
Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.6 |
1,420.7 |
1,376.3 |
|
R3 |
1,405.2 |
1,396.3 |
1,369.6 |
|
R2 |
1,380.8 |
1,380.8 |
1,367.4 |
|
R1 |
1,371.9 |
1,371.9 |
1,365.1 |
1,376.4 |
PP |
1,356.4 |
1,356.4 |
1,356.4 |
1,358.7 |
S1 |
1,347.5 |
1,347.5 |
1,360.7 |
1,352.0 |
S2 |
1,332.0 |
1,332.0 |
1,358.4 |
|
S3 |
1,307.6 |
1,323.1 |
1,356.2 |
|
S4 |
1,283.2 |
1,298.7 |
1,349.5 |
|
|
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 |
1,365.4 |
1,326.6 |
38.8 |
2.8% |
15.4 |
1.1% |
94% |
True |
False |
405,248 |
10 |
1,365.4 |
1,316.1 |
49.3 |
3.6% |
14.5 |
1.1% |
95% |
True |
False |
383,347 |
20 |
1,365.4 |
1,286.0 |
79.4 |
5.8% |
13.6 |
1.0% |
97% |
True |
False |
340,537 |
40 |
1,365.4 |
1,238.3 |
127.1 |
9.3% |
12.5 |
0.9% |
98% |
True |
False |
302,308 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.3% |
12.4 |
0.9% |
98% |
True |
False |
213,886 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.3% |
12.2 |
0.9% |
98% |
True |
False |
161,845 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.4% |
12.6 |
0.9% |
98% |
False |
False |
130,556 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.4% |
12.7 |
0.9% |
98% |
False |
False |
109,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,469.1 |
2.618 |
1,429.3 |
1.618 |
1,404.9 |
1.000 |
1,389.8 |
0.618 |
1,380.5 |
HIGH |
1,365.4 |
0.618 |
1,356.1 |
0.500 |
1,353.2 |
0.382 |
1,350.3 |
LOW |
1,341.0 |
0.618 |
1,325.9 |
1.000 |
1,316.6 |
1.618 |
1,301.5 |
2.618 |
1,277.1 |
4.250 |
1,237.3 |
|
|
Fisher Pivots for day following 25-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,359.7 |
1,358.0 |
PP |
1,356.4 |
1,353.0 |
S1 |
1,353.2 |
1,348.1 |
|