Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,480.0 |
3,508.0 |
28.0 |
0.8% |
3,540.0 |
High |
3,508.0 |
3,570.0 |
62.0 |
1.8% |
3,558.0 |
Low |
3,475.0 |
3,507.0 |
32.0 |
0.9% |
3,480.0 |
Close |
3,501.0 |
3,556.0 |
55.0 |
1.6% |
3,493.0 |
Range |
33.0 |
63.0 |
30.0 |
90.9% |
78.0 |
ATR |
37.1 |
39.4 |
2.3 |
6.1% |
0.0 |
Volume |
797,688 |
1,119,985 |
322,297 |
40.4% |
1,329,344 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,733.3 |
3,707.7 |
3,590.7 |
|
R3 |
3,670.3 |
3,644.7 |
3,573.3 |
|
R2 |
3,607.3 |
3,607.3 |
3,567.6 |
|
R1 |
3,581.7 |
3,581.7 |
3,561.8 |
3,594.5 |
PP |
3,544.3 |
3,544.3 |
3,544.3 |
3,550.8 |
S1 |
3,518.7 |
3,518.7 |
3,550.2 |
3,531.5 |
S2 |
3,481.3 |
3,481.3 |
3,544.5 |
|
S3 |
3,418.3 |
3,455.7 |
3,538.7 |
|
S4 |
3,355.3 |
3,392.7 |
3,521.4 |
|
|
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 |
3,570.0 |
3,455.0 |
115.0 |
3.2% |
43.0 |
1.2% |
88% |
True |
False |
747,440 |
10 |
3,603.0 |
3,455.0 |
148.0 |
4.2% |
38.8 |
1.1% |
68% |
False |
False |
648,981 |
20 |
3,603.0 |
3,455.0 |
148.0 |
4.2% |
35.0 |
1.0% |
68% |
False |
False |
750,764 |
40 |
3,678.0 |
3,455.0 |
223.0 |
6.3% |
36.6 |
1.0% |
45% |
False |
False |
395,291 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.6% |
32.2 |
0.9% |
43% |
False |
False |
264,528 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.6% |
28.6 |
0.8% |
43% |
False |
False |
199,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,837.8 |
2.618 |
3,734.9 |
1.618 |
3,671.9 |
1.000 |
3,633.0 |
0.618 |
3,608.9 |
HIGH |
3,570.0 |
0.618 |
3,545.9 |
0.500 |
3,538.5 |
0.382 |
3,531.1 |
LOW |
3,507.0 |
0.618 |
3,468.1 |
1.000 |
3,444.0 |
1.618 |
3,405.1 |
2.618 |
3,342.1 |
4.250 |
3,239.3 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,550.2 |
3,541.5 |
PP |
3,544.3 |
3,527.0 |
S1 |
3,538.5 |
3,512.5 |
|