Trading Metrics calculated at close of trading on 05-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,508.0 |
3,556.0 |
48.0 |
1.4% |
3,499.0 |
High |
3,570.0 |
3,602.0 |
32.0 |
0.9% |
3,602.0 |
Low |
3,507.0 |
3,555.0 |
48.0 |
1.4% |
3,455.0 |
Close |
3,556.0 |
3,594.0 |
38.0 |
1.1% |
3,594.0 |
Range |
63.0 |
47.0 |
-16.0 |
-25.4% |
147.0 |
ATR |
39.4 |
39.9 |
0.5 |
1.4% |
0.0 |
Volume |
1,119,985 |
1,001,116 |
-118,869 |
-10.6% |
3,750,742 |
|
Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,724.7 |
3,706.3 |
3,619.9 |
|
R3 |
3,677.7 |
3,659.3 |
3,606.9 |
|
R2 |
3,630.7 |
3,630.7 |
3,602.6 |
|
R1 |
3,612.3 |
3,612.3 |
3,598.3 |
3,621.5 |
PP |
3,583.7 |
3,583.7 |
3,583.7 |
3,588.3 |
S1 |
3,565.3 |
3,565.3 |
3,589.7 |
3,574.5 |
S2 |
3,536.7 |
3,536.7 |
3,585.4 |
|
S3 |
3,489.7 |
3,518.3 |
3,581.1 |
|
S4 |
3,442.7 |
3,471.3 |
3,568.2 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,991.3 |
3,939.7 |
3,674.9 |
|
R3 |
3,844.3 |
3,792.7 |
3,634.4 |
|
R2 |
3,697.3 |
3,697.3 |
3,621.0 |
|
R1 |
3,645.7 |
3,645.7 |
3,607.5 |
3,671.5 |
PP |
3,550.3 |
3,550.3 |
3,550.3 |
3,563.3 |
S1 |
3,498.7 |
3,498.7 |
3,580.5 |
3,524.5 |
S2 |
3,403.3 |
3,403.3 |
3,567.1 |
|
S3 |
3,256.3 |
3,351.7 |
3,553.6 |
|
S4 |
3,109.3 |
3,204.7 |
3,513.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,602.0 |
3,455.0 |
147.0 |
4.1% |
45.8 |
1.3% |
95% |
True |
False |
863,214 |
10 |
3,602.0 |
3,455.0 |
147.0 |
4.1% |
39.9 |
1.1% |
95% |
True |
False |
683,384 |
20 |
3,603.0 |
3,455.0 |
148.0 |
4.1% |
35.9 |
1.0% |
94% |
False |
False |
796,067 |
40 |
3,646.0 |
3,455.0 |
191.0 |
5.3% |
36.6 |
1.0% |
73% |
False |
False |
419,501 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
32.6 |
0.9% |
59% |
False |
False |
281,212 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
29.0 |
0.8% |
59% |
False |
False |
211,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,801.8 |
2.618 |
3,725.0 |
1.618 |
3,678.0 |
1.000 |
3,649.0 |
0.618 |
3,631.0 |
HIGH |
3,602.0 |
0.618 |
3,584.0 |
0.500 |
3,578.5 |
0.382 |
3,573.0 |
LOW |
3,555.0 |
0.618 |
3,526.0 |
1.000 |
3,508.0 |
1.618 |
3,479.0 |
2.618 |
3,432.0 |
4.250 |
3,355.3 |
|
|
Fisher Pivots for day following 05-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,588.8 |
3,575.5 |
PP |
3,583.7 |
3,557.0 |
S1 |
3,578.5 |
3,538.5 |
|