Trading Metrics calculated at close of trading on 09-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,604.0 |
3,603.0 |
-1.0 |
0.0% |
3,499.0 |
High |
3,613.0 |
3,619.0 |
6.0 |
0.2% |
3,602.0 |
Low |
3,596.0 |
3,601.0 |
5.0 |
0.1% |
3,455.0 |
Close |
3,606.0 |
3,612.0 |
6.0 |
0.2% |
3,594.0 |
Range |
17.0 |
18.0 |
1.0 |
5.9% |
147.0 |
ATR |
38.4 |
37.0 |
-1.5 |
-3.8% |
0.0 |
Volume |
793,246 |
778,243 |
-15,003 |
-1.9% |
3,750,742 |
|
Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,664.7 |
3,656.3 |
3,621.9 |
|
R3 |
3,646.7 |
3,638.3 |
3,617.0 |
|
R2 |
3,628.7 |
3,628.7 |
3,615.3 |
|
R1 |
3,620.3 |
3,620.3 |
3,613.7 |
3,624.5 |
PP |
3,610.7 |
3,610.7 |
3,610.7 |
3,612.8 |
S1 |
3,602.3 |
3,602.3 |
3,610.4 |
3,606.5 |
S2 |
3,592.7 |
3,592.7 |
3,608.7 |
|
S3 |
3,574.7 |
3,584.3 |
3,607.1 |
|
S4 |
3,556.7 |
3,566.3 |
3,602.1 |
|
|
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 |
3,619.0 |
3,475.0 |
144.0 |
4.0% |
35.6 |
1.0% |
95% |
True |
False |
898,055 |
10 |
3,619.0 |
3,455.0 |
164.0 |
4.5% |
34.6 |
1.0% |
96% |
True |
False |
700,966 |
20 |
3,619.0 |
3,455.0 |
164.0 |
4.5% |
34.6 |
1.0% |
96% |
True |
False |
847,893 |
40 |
3,619.0 |
3,455.0 |
164.0 |
4.5% |
35.3 |
1.0% |
96% |
True |
False |
458,764 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
32.6 |
0.9% |
67% |
False |
False |
307,236 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
29.0 |
0.8% |
67% |
False |
False |
231,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,695.5 |
2.618 |
3,666.1 |
1.618 |
3,648.1 |
1.000 |
3,637.0 |
0.618 |
3,630.1 |
HIGH |
3,619.0 |
0.618 |
3,612.1 |
0.500 |
3,610.0 |
0.382 |
3,607.9 |
LOW |
3,601.0 |
0.618 |
3,589.9 |
1.000 |
3,583.0 |
1.618 |
3,571.9 |
2.618 |
3,553.9 |
4.250 |
3,524.5 |
|
|
Fisher Pivots for day following 09-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,611.3 |
3,603.7 |
PP |
3,610.7 |
3,595.3 |
S1 |
3,610.0 |
3,587.0 |
|