Trading Metrics calculated at close of trading on 26-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,357.0 |
1,346.4 |
-10.6 |
-0.8% |
1,334.0 |
High |
1,365.4 |
1,356.0 |
-9.4 |
-0.7% |
1,365.4 |
Low |
1,341.0 |
1,343.7 |
2.7 |
0.2% |
1,328.0 |
Close |
1,362.9 |
1,352.1 |
-10.8 |
-0.8% |
1,352.1 |
Range |
24.4 |
12.3 |
-12.1 |
-49.6% |
37.4 |
ATR |
14.2 |
14.5 |
0.4 |
2.5% |
0.0 |
Volume |
537,659 |
341,962 |
-195,697 |
-36.4% |
2,092,903 |
|
Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.5 |
1,382.1 |
1,358.9 |
|
R3 |
1,375.2 |
1,369.8 |
1,355.5 |
|
R2 |
1,362.9 |
1,362.9 |
1,354.4 |
|
R1 |
1,357.5 |
1,357.5 |
1,353.2 |
1,360.2 |
PP |
1,350.6 |
1,350.6 |
1,350.6 |
1,352.0 |
S1 |
1,345.2 |
1,345.2 |
1,351.0 |
1,347.9 |
S2 |
1,338.3 |
1,338.3 |
1,349.8 |
|
S3 |
1,326.0 |
1,332.9 |
1,348.7 |
|
S4 |
1,313.7 |
1,320.6 |
1,345.3 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.7 |
1,443.8 |
1,372.7 |
|
R3 |
1,423.3 |
1,406.4 |
1,362.4 |
|
R2 |
1,385.9 |
1,385.9 |
1,359.0 |
|
R1 |
1,369.0 |
1,369.0 |
1,355.5 |
1,377.5 |
PP |
1,348.5 |
1,348.5 |
1,348.5 |
1,352.7 |
S1 |
1,331.6 |
1,331.6 |
1,348.7 |
1,340.1 |
S2 |
1,311.1 |
1,311.1 |
1,345.2 |
|
S3 |
1,273.7 |
1,294.2 |
1,341.8 |
|
S4 |
1,236.3 |
1,256.8 |
1,331.5 |
|
|
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 |
1,328.0 |
37.4 |
2.8% |
15.6 |
1.2% |
64% |
False |
False |
418,580 |
10 |
1,365.4 |
1,320.8 |
44.6 |
3.3% |
14.8 |
1.1% |
70% |
False |
False |
391,113 |
20 |
1,365.4 |
1,290.5 |
74.9 |
5.5% |
13.8 |
1.0% |
82% |
False |
False |
347,345 |
40 |
1,365.4 |
1,238.3 |
127.1 |
9.4% |
12.6 |
0.9% |
90% |
False |
False |
305,100 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.4% |
12.4 |
0.9% |
90% |
False |
False |
219,465 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.4% |
12.2 |
0.9% |
90% |
False |
False |
166,092 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.4% |
12.6 |
0.9% |
89% |
False |
False |
133,838 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.4% |
12.6 |
0.9% |
89% |
False |
False |
111,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.3 |
2.618 |
1,388.2 |
1.618 |
1,375.9 |
1.000 |
1,368.3 |
0.618 |
1,363.6 |
HIGH |
1,356.0 |
0.618 |
1,351.3 |
0.500 |
1,349.9 |
0.382 |
1,348.4 |
LOW |
1,343.7 |
0.618 |
1,336.1 |
1.000 |
1,331.4 |
1.618 |
1,323.8 |
2.618 |
1,311.5 |
4.250 |
1,291.4 |
|
|
Fisher Pivots for day following 26-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,351.4 |
1,352.3 |
PP |
1,350.6 |
1,352.2 |
S1 |
1,349.9 |
1,352.2 |
|