Trading Metrics calculated at close of trading on 29-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,346.4 |
1,349.0 |
2.6 |
0.2% |
1,334.0 |
High |
1,356.0 |
1,351.4 |
-4.6 |
-0.3% |
1,365.4 |
Low |
1,343.7 |
1,336.1 |
-7.6 |
-0.6% |
1,328.0 |
Close |
1,352.1 |
1,340.3 |
-11.8 |
-0.9% |
1,352.1 |
Range |
12.3 |
15.3 |
3.0 |
24.4% |
37.4 |
ATR |
14.5 |
14.6 |
0.1 |
0.7% |
0.0 |
Volume |
341,962 |
280,546 |
-61,416 |
-18.0% |
2,092,903 |
|
Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.5 |
1,379.7 |
1,348.7 |
|
R3 |
1,373.2 |
1,364.4 |
1,344.5 |
|
R2 |
1,357.9 |
1,357.9 |
1,343.1 |
|
R1 |
1,349.1 |
1,349.1 |
1,341.7 |
1,345.9 |
PP |
1,342.6 |
1,342.6 |
1,342.6 |
1,341.0 |
S1 |
1,333.8 |
1,333.8 |
1,338.9 |
1,330.6 |
S2 |
1,327.3 |
1,327.3 |
1,337.5 |
|
S3 |
1,312.0 |
1,318.5 |
1,336.1 |
|
S4 |
1,296.7 |
1,303.2 |
1,331.9 |
|
|
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 |
1,330.7 |
34.7 |
2.6% |
17.1 |
1.3% |
28% |
False |
False |
407,193 |
10 |
1,365.4 |
1,324.3 |
41.1 |
3.1% |
14.5 |
1.1% |
39% |
False |
False |
382,648 |
20 |
1,365.4 |
1,296.1 |
69.3 |
5.2% |
14.3 |
1.1% |
64% |
False |
False |
350,089 |
40 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.6 |
0.9% |
80% |
False |
False |
302,313 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.5 |
0.9% |
80% |
False |
False |
223,859 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.3 |
0.9% |
80% |
False |
False |
169,580 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.5% |
12.6 |
0.9% |
80% |
False |
False |
136,551 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.5% |
12.7 |
0.9% |
80% |
False |
False |
114,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.4 |
2.618 |
1,391.5 |
1.618 |
1,376.2 |
1.000 |
1,366.7 |
0.618 |
1,360.9 |
HIGH |
1,351.4 |
0.618 |
1,345.6 |
0.500 |
1,343.8 |
0.382 |
1,341.9 |
LOW |
1,336.1 |
0.618 |
1,326.6 |
1.000 |
1,320.8 |
1.618 |
1,311.3 |
2.618 |
1,296.0 |
4.250 |
1,271.1 |
|
|
Fisher Pivots for day following 29-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,343.8 |
1,350.8 |
PP |
1,342.6 |
1,347.3 |
S1 |
1,341.5 |
1,343.8 |
|