Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,596.0 |
3,605.0 |
9.0 |
0.3% |
3,604.0 |
High |
3,606.0 |
3,629.0 |
23.0 |
0.6% |
3,619.0 |
Low |
3,587.0 |
3,583.0 |
-4.0 |
-0.1% |
3,576.0 |
Close |
3,598.0 |
3,607.0 |
9.0 |
0.3% |
3,598.0 |
Range |
19.0 |
46.0 |
27.0 |
142.1% |
43.0 |
ATR |
34.9 |
35.7 |
0.8 |
2.3% |
0.0 |
Volume |
881,857 |
1,013,513 |
131,656 |
14.9% |
4,469,222 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,744.3 |
3,721.7 |
3,632.3 |
|
R3 |
3,698.3 |
3,675.7 |
3,619.7 |
|
R2 |
3,652.3 |
3,652.3 |
3,615.4 |
|
R1 |
3,629.7 |
3,629.7 |
3,611.2 |
3,641.0 |
PP |
3,606.3 |
3,606.3 |
3,606.3 |
3,612.0 |
S1 |
3,583.7 |
3,583.7 |
3,602.8 |
3,595.0 |
S2 |
3,560.3 |
3,560.3 |
3,598.6 |
|
S3 |
3,514.3 |
3,537.7 |
3,594.4 |
|
S4 |
3,468.3 |
3,491.7 |
3,581.7 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,726.7 |
3,705.3 |
3,621.7 |
|
R3 |
3,683.7 |
3,662.3 |
3,609.8 |
|
R2 |
3,640.7 |
3,640.7 |
3,605.9 |
|
R1 |
3,619.3 |
3,619.3 |
3,601.9 |
3,608.5 |
PP |
3,597.7 |
3,597.7 |
3,597.7 |
3,592.3 |
S1 |
3,576.3 |
3,576.3 |
3,594.1 |
3,565.5 |
S2 |
3,554.7 |
3,554.7 |
3,590.1 |
|
S3 |
3,511.7 |
3,533.3 |
3,586.2 |
|
S4 |
3,468.7 |
3,490.3 |
3,574.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,629.0 |
3,576.0 |
53.0 |
1.5% |
28.6 |
0.8% |
58% |
True |
False |
937,897 |
10 |
3,629.0 |
3,455.0 |
174.0 |
4.8% |
35.1 |
1.0% |
87% |
True |
False |
923,347 |
20 |
3,629.0 |
3,455.0 |
174.0 |
4.8% |
35.0 |
1.0% |
87% |
True |
False |
793,315 |
40 |
3,629.0 |
3,455.0 |
174.0 |
4.8% |
34.7 |
1.0% |
87% |
True |
False |
556,484 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
33.5 |
0.9% |
65% |
False |
False |
372,124 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
29.7 |
0.8% |
65% |
False |
False |
279,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,824.5 |
2.618 |
3,749.4 |
1.618 |
3,703.4 |
1.000 |
3,675.0 |
0.618 |
3,657.4 |
HIGH |
3,629.0 |
0.618 |
3,611.4 |
0.500 |
3,606.0 |
0.382 |
3,600.6 |
LOW |
3,583.0 |
0.618 |
3,554.6 |
1.000 |
3,537.0 |
1.618 |
3,508.6 |
2.618 |
3,462.6 |
4.250 |
3,387.5 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,606.7 |
3,605.5 |
PP |
3,606.3 |
3,604.0 |
S1 |
3,606.0 |
3,602.5 |
|