Trading Metrics calculated at close of trading on 08-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,556.0 |
3,604.0 |
48.0 |
1.3% |
3,499.0 |
High |
3,602.0 |
3,613.0 |
11.0 |
0.3% |
3,602.0 |
Low |
3,555.0 |
3,596.0 |
41.0 |
1.2% |
3,455.0 |
Close |
3,594.0 |
3,606.0 |
12.0 |
0.3% |
3,594.0 |
Range |
47.0 |
17.0 |
-30.0 |
-63.8% |
147.0 |
ATR |
39.9 |
38.4 |
-1.5 |
-3.7% |
0.0 |
Volume |
1,001,116 |
793,246 |
-207,870 |
-20.8% |
3,750,742 |
|
Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,656.0 |
3,648.0 |
3,615.4 |
|
R3 |
3,639.0 |
3,631.0 |
3,610.7 |
|
R2 |
3,622.0 |
3,622.0 |
3,609.1 |
|
R1 |
3,614.0 |
3,614.0 |
3,607.6 |
3,618.0 |
PP |
3,605.0 |
3,605.0 |
3,605.0 |
3,607.0 |
S1 |
3,597.0 |
3,597.0 |
3,604.4 |
3,601.0 |
S2 |
3,588.0 |
3,588.0 |
3,602.9 |
|
S3 |
3,571.0 |
3,580.0 |
3,601.3 |
|
S4 |
3,554.0 |
3,563.0 |
3,596.7 |
|
|
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 |
3,613.0 |
3,455.0 |
158.0 |
4.4% |
41.6 |
1.2% |
96% |
True |
False |
908,797 |
10 |
3,613.0 |
3,455.0 |
158.0 |
4.4% |
37.1 |
1.0% |
96% |
True |
False |
684,416 |
20 |
3,613.0 |
3,455.0 |
158.0 |
4.4% |
34.9 |
1.0% |
96% |
True |
False |
825,496 |
40 |
3,640.0 |
3,455.0 |
185.0 |
5.1% |
36.5 |
1.0% |
82% |
False |
False |
439,320 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
32.5 |
0.9% |
65% |
False |
False |
294,266 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
28.9 |
0.8% |
65% |
False |
False |
221,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,685.3 |
2.618 |
3,657.5 |
1.618 |
3,640.5 |
1.000 |
3,630.0 |
0.618 |
3,623.5 |
HIGH |
3,613.0 |
0.618 |
3,606.5 |
0.500 |
3,604.5 |
0.382 |
3,602.5 |
LOW |
3,596.0 |
0.618 |
3,585.5 |
1.000 |
3,579.0 |
1.618 |
3,568.5 |
2.618 |
3,551.5 |
4.250 |
3,523.8 |
|
|
Fisher Pivots for day following 08-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,605.5 |
3,590.7 |
PP |
3,605.0 |
3,575.3 |
S1 |
3,604.5 |
3,560.0 |
|