Trading Metrics calculated at close of trading on 10-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,603.0 |
3,609.0 |
6.0 |
0.2% |
3,499.0 |
High |
3,619.0 |
3,614.0 |
-5.0 |
-0.1% |
3,602.0 |
Low |
3,601.0 |
3,586.0 |
-15.0 |
-0.4% |
3,455.0 |
Close |
3,612.0 |
3,595.0 |
-17.0 |
-0.5% |
3,594.0 |
Range |
18.0 |
28.0 |
10.0 |
55.6% |
147.0 |
ATR |
37.0 |
36.3 |
-0.6 |
-1.7% |
0.0 |
Volume |
778,243 |
1,116,372 |
338,129 |
43.4% |
3,750,742 |
|
Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,682.3 |
3,666.7 |
3,610.4 |
|
R3 |
3,654.3 |
3,638.7 |
3,602.7 |
|
R2 |
3,626.3 |
3,626.3 |
3,600.1 |
|
R1 |
3,610.7 |
3,610.7 |
3,597.6 |
3,604.5 |
PP |
3,598.3 |
3,598.3 |
3,598.3 |
3,595.3 |
S1 |
3,582.7 |
3,582.7 |
3,592.4 |
3,576.5 |
S2 |
3,570.3 |
3,570.3 |
3,589.9 |
|
S3 |
3,542.3 |
3,554.7 |
3,587.3 |
|
S4 |
3,514.3 |
3,526.7 |
3,579.6 |
|
|
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 |
3,507.0 |
112.0 |
3.1% |
34.6 |
1.0% |
79% |
False |
False |
961,792 |
10 |
3,619.0 |
3,455.0 |
164.0 |
4.6% |
35.4 |
1.0% |
85% |
False |
False |
776,794 |
20 |
3,619.0 |
3,455.0 |
164.0 |
4.6% |
34.8 |
1.0% |
85% |
False |
False |
877,000 |
40 |
3,619.0 |
3,455.0 |
164.0 |
4.6% |
35.3 |
1.0% |
85% |
False |
False |
486,648 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
32.8 |
0.9% |
60% |
False |
False |
325,806 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
29.0 |
0.8% |
60% |
False |
False |
245,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,733.0 |
2.618 |
3,687.3 |
1.618 |
3,659.3 |
1.000 |
3,642.0 |
0.618 |
3,631.3 |
HIGH |
3,614.0 |
0.618 |
3,603.3 |
0.500 |
3,600.0 |
0.382 |
3,596.7 |
LOW |
3,586.0 |
0.618 |
3,568.7 |
1.000 |
3,558.0 |
1.618 |
3,540.7 |
2.618 |
3,512.7 |
4.250 |
3,467.0 |
|
|
Fisher Pivots for day following 10-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,600.0 |
3,602.5 |
PP |
3,598.3 |
3,600.0 |
S1 |
3,596.7 |
3,597.5 |
|