Trading Metrics calculated at close of trading on 18-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,594.0 |
3,613.0 |
19.0 |
0.5% |
3,604.0 |
High |
3,620.0 |
3,619.0 |
-1.0 |
0.0% |
3,619.0 |
Low |
3,592.0 |
3,595.0 |
3.0 |
0.1% |
3,576.0 |
Close |
3,599.0 |
3,605.0 |
6.0 |
0.2% |
3,598.0 |
Range |
28.0 |
24.0 |
-4.0 |
-14.3% |
43.0 |
ATR |
35.1 |
34.3 |
-0.8 |
-2.3% |
0.0 |
Volume |
1,025,988 |
996,061 |
-29,927 |
-2.9% |
4,469,222 |
|
Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,678.3 |
3,665.7 |
3,618.2 |
|
R3 |
3,654.3 |
3,641.7 |
3,611.6 |
|
R2 |
3,630.3 |
3,630.3 |
3,609.4 |
|
R1 |
3,617.7 |
3,617.7 |
3,607.2 |
3,612.0 |
PP |
3,606.3 |
3,606.3 |
3,606.3 |
3,603.5 |
S1 |
3,593.7 |
3,593.7 |
3,602.8 |
3,588.0 |
S2 |
3,582.3 |
3,582.3 |
3,600.6 |
|
S3 |
3,558.3 |
3,569.7 |
3,598.4 |
|
S4 |
3,534.3 |
3,545.7 |
3,591.8 |
|
|
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% |
29.8 |
0.8% |
55% |
False |
False |
963,384 |
10 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
32.2 |
0.9% |
80% |
False |
False |
962,588 |
20 |
3,629.0 |
3,455.0 |
174.0 |
4.8% |
34.1 |
0.9% |
86% |
False |
False |
790,553 |
40 |
3,629.0 |
3,455.0 |
174.0 |
4.8% |
34.8 |
1.0% |
86% |
False |
False |
607,010 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
33.6 |
0.9% |
64% |
False |
False |
405,768 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
30.1 |
0.8% |
64% |
False |
False |
305,048 |
100 |
3,689.0 |
3,336.0 |
353.0 |
9.8% |
27.9 |
0.8% |
76% |
False |
False |
244,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,721.0 |
2.618 |
3,681.8 |
1.618 |
3,657.8 |
1.000 |
3,643.0 |
0.618 |
3,633.8 |
HIGH |
3,619.0 |
0.618 |
3,609.8 |
0.500 |
3,607.0 |
0.382 |
3,604.2 |
LOW |
3,595.0 |
0.618 |
3,580.2 |
1.000 |
3,571.0 |
1.618 |
3,556.2 |
2.618 |
3,532.2 |
4.250 |
3,493.0 |
|
|
Fisher Pivots for day following 18-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,607.0 |
3,606.0 |
PP |
3,606.3 |
3,605.7 |
S1 |
3,605.7 |
3,605.3 |
|