Trading Metrics calculated at close of trading on 02-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,517.0 |
3,499.0 |
-18.0 |
-0.5% |
3,540.0 |
High |
3,518.0 |
3,503.0 |
-15.0 |
-0.4% |
3,558.0 |
Low |
3,480.0 |
3,455.0 |
-25.0 |
-0.7% |
3,480.0 |
Close |
3,493.0 |
3,473.0 |
-20.0 |
-0.6% |
3,493.0 |
Range |
38.0 |
48.0 |
10.0 |
26.3% |
78.0 |
ATR |
36.4 |
37.2 |
0.8 |
2.3% |
0.0 |
Volume |
565,330 |
831,953 |
266,623 |
47.2% |
1,329,344 |
|
Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,621.0 |
3,595.0 |
3,499.4 |
|
R3 |
3,573.0 |
3,547.0 |
3,486.2 |
|
R2 |
3,525.0 |
3,525.0 |
3,481.8 |
|
R1 |
3,499.0 |
3,499.0 |
3,477.4 |
3,488.0 |
PP |
3,477.0 |
3,477.0 |
3,477.0 |
3,471.5 |
S1 |
3,451.0 |
3,451.0 |
3,468.6 |
3,440.0 |
S2 |
3,429.0 |
3,429.0 |
3,464.2 |
|
S3 |
3,381.0 |
3,403.0 |
3,459.8 |
|
S4 |
3,333.0 |
3,355.0 |
3,446.6 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,744.3 |
3,696.7 |
3,535.9 |
|
R3 |
3,666.3 |
3,618.7 |
3,514.5 |
|
R2 |
3,588.3 |
3,588.3 |
3,507.3 |
|
R1 |
3,540.7 |
3,540.7 |
3,500.2 |
3,525.5 |
PP |
3,510.3 |
3,510.3 |
3,510.3 |
3,502.8 |
S1 |
3,462.7 |
3,462.7 |
3,485.9 |
3,447.5 |
S2 |
3,432.3 |
3,432.3 |
3,478.7 |
|
S3 |
3,354.3 |
3,384.7 |
3,471.6 |
|
S4 |
3,276.3 |
3,306.7 |
3,450.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,558.0 |
3,455.0 |
103.0 |
3.0% |
33.6 |
1.0% |
17% |
False |
True |
503,877 |
10 |
3,603.0 |
3,455.0 |
148.0 |
4.3% |
35.8 |
1.0% |
12% |
False |
True |
641,767 |
20 |
3,603.0 |
3,455.0 |
148.0 |
4.3% |
34.9 |
1.0% |
12% |
False |
True |
658,508 |
40 |
3,680.0 |
3,455.0 |
225.0 |
6.5% |
35.1 |
1.0% |
8% |
False |
True |
347,366 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.7% |
31.2 |
0.9% |
8% |
False |
True |
232,620 |
80 |
3,689.0 |
3,416.0 |
273.0 |
7.9% |
27.8 |
0.8% |
21% |
False |
False |
175,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,707.0 |
2.618 |
3,628.7 |
1.618 |
3,580.7 |
1.000 |
3,551.0 |
0.618 |
3,532.7 |
HIGH |
3,503.0 |
0.618 |
3,484.7 |
0.500 |
3,479.0 |
0.382 |
3,473.3 |
LOW |
3,455.0 |
0.618 |
3,425.3 |
1.000 |
3,407.0 |
1.618 |
3,377.3 |
2.618 |
3,329.3 |
4.250 |
3,251.0 |
|
|
Fisher Pivots for day following 02-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,479.0 |
3,497.0 |
PP |
3,477.0 |
3,489.0 |
S1 |
3,475.0 |
3,481.0 |
|