Trading Metrics calculated at close of trading on 03-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,499.0 |
3,480.0 |
-19.0 |
-0.5% |
3,540.0 |
High |
3,503.0 |
3,508.0 |
5.0 |
0.1% |
3,558.0 |
Low |
3,455.0 |
3,475.0 |
20.0 |
0.6% |
3,480.0 |
Close |
3,473.0 |
3,501.0 |
28.0 |
0.8% |
3,493.0 |
Range |
48.0 |
33.0 |
-15.0 |
-31.3% |
78.0 |
ATR |
37.2 |
37.1 |
-0.2 |
-0.4% |
0.0 |
Volume |
831,953 |
797,688 |
-34,265 |
-4.1% |
1,329,344 |
|
Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,593.7 |
3,580.3 |
3,519.2 |
|
R3 |
3,560.7 |
3,547.3 |
3,510.1 |
|
R2 |
3,527.7 |
3,527.7 |
3,507.1 |
|
R1 |
3,514.3 |
3,514.3 |
3,504.0 |
3,521.0 |
PP |
3,494.7 |
3,494.7 |
3,494.7 |
3,498.0 |
S1 |
3,481.3 |
3,481.3 |
3,498.0 |
3,488.0 |
S2 |
3,461.7 |
3,461.7 |
3,495.0 |
|
S3 |
3,428.7 |
3,448.3 |
3,491.9 |
|
S4 |
3,395.7 |
3,415.3 |
3,482.9 |
|
|
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 |
2.9% |
36.2 |
1.0% |
45% |
False |
False |
591,797 |
10 |
3,603.0 |
3,455.0 |
148.0 |
4.2% |
35.9 |
1.0% |
31% |
False |
False |
618,518 |
20 |
3,603.0 |
3,455.0 |
148.0 |
4.2% |
33.5 |
1.0% |
31% |
False |
False |
696,778 |
40 |
3,678.0 |
3,455.0 |
223.0 |
6.4% |
35.4 |
1.0% |
21% |
False |
False |
367,293 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.7% |
31.5 |
0.9% |
20% |
False |
False |
245,864 |
80 |
3,689.0 |
3,441.0 |
248.0 |
7.1% |
28.1 |
0.8% |
24% |
False |
False |
185,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,648.3 |
2.618 |
3,594.4 |
1.618 |
3,561.4 |
1.000 |
3,541.0 |
0.618 |
3,528.4 |
HIGH |
3,508.0 |
0.618 |
3,495.4 |
0.500 |
3,491.5 |
0.382 |
3,487.6 |
LOW |
3,475.0 |
0.618 |
3,454.6 |
1.000 |
3,442.0 |
1.618 |
3,421.6 |
2.618 |
3,388.6 |
4.250 |
3,334.8 |
|
|
Fisher Pivots for day following 03-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,497.8 |
3,496.2 |
PP |
3,494.7 |
3,491.3 |
S1 |
3,491.5 |
3,486.5 |
|