Trading Metrics calculated at close of trading on 31-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,338.7 |
1,337.5 |
-1.2 |
-0.1% |
1,334.0 |
High |
1,347.8 |
1,346.9 |
-0.9 |
-0.1% |
1,365.4 |
Low |
1,332.8 |
1,331.8 |
-1.0 |
-0.1% |
1,328.0 |
Close |
1,335.4 |
1,339.0 |
3.6 |
0.3% |
1,352.1 |
Range |
15.0 |
15.1 |
0.1 |
0.7% |
37.4 |
ATR |
14.6 |
14.7 |
0.0 |
0.2% |
0.0 |
Volume |
52,100 |
4,881 |
-47,219 |
-90.6% |
2,092,903 |
|
Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.5 |
1,376.9 |
1,347.3 |
|
R3 |
1,369.4 |
1,361.8 |
1,343.2 |
|
R2 |
1,354.3 |
1,354.3 |
1,341.8 |
|
R1 |
1,346.7 |
1,346.7 |
1,340.4 |
1,350.5 |
PP |
1,339.2 |
1,339.2 |
1,339.2 |
1,341.2 |
S1 |
1,331.6 |
1,331.6 |
1,337.6 |
1,335.4 |
S2 |
1,324.1 |
1,324.1 |
1,336.2 |
|
S3 |
1,309.0 |
1,316.5 |
1,334.8 |
|
S4 |
1,293.9 |
1,301.4 |
1,330.7 |
|
|
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 |
1,331.8 |
33.6 |
2.5% |
16.4 |
1.2% |
21% |
False |
True |
243,429 |
10 |
1,365.4 |
1,324.3 |
41.1 |
3.1% |
14.4 |
1.1% |
36% |
False |
False |
301,784 |
20 |
1,365.4 |
1,307.1 |
58.3 |
4.4% |
14.3 |
1.1% |
55% |
False |
False |
326,888 |
40 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.5 |
0.9% |
79% |
False |
False |
283,912 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.6 |
0.9% |
79% |
False |
False |
224,457 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.4 |
0.9% |
79% |
False |
False |
170,246 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.5% |
12.6 |
0.9% |
79% |
False |
False |
137,036 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.5% |
12.7 |
0.9% |
79% |
False |
False |
114,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.1 |
2.618 |
1,386.4 |
1.618 |
1,371.3 |
1.000 |
1,362.0 |
0.618 |
1,356.2 |
HIGH |
1,346.9 |
0.618 |
1,341.1 |
0.500 |
1,339.4 |
0.382 |
1,337.6 |
LOW |
1,331.8 |
0.618 |
1,322.5 |
1.000 |
1,316.7 |
1.618 |
1,307.4 |
2.618 |
1,292.3 |
4.250 |
1,267.6 |
|
|
Fisher Pivots for day following 31-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,339.4 |
1,341.6 |
PP |
1,339.2 |
1,340.7 |
S1 |
1,339.1 |
1,339.9 |
|