Trading Metrics calculated at close of trading on 23-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,645.0 |
3,675.0 |
30.0 |
0.8% |
3,605.0 |
High |
3,670.0 |
3,681.0 |
11.0 |
0.3% |
3,650.0 |
Low |
3,635.0 |
3,653.0 |
18.0 |
0.5% |
3,583.0 |
Close |
3,654.0 |
3,659.0 |
5.0 |
0.1% |
3,639.0 |
Range |
35.0 |
28.0 |
-7.0 |
-20.0% |
67.0 |
ATR |
35.1 |
34.6 |
-0.5 |
-1.4% |
0.0 |
Volume |
734,868 |
866,287 |
131,419 |
17.9% |
4,064,144 |
|
Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,748.3 |
3,731.7 |
3,674.4 |
|
R3 |
3,720.3 |
3,703.7 |
3,666.7 |
|
R2 |
3,692.3 |
3,692.3 |
3,664.1 |
|
R1 |
3,675.7 |
3,675.7 |
3,661.6 |
3,670.0 |
PP |
3,664.3 |
3,664.3 |
3,664.3 |
3,661.5 |
S1 |
3,647.7 |
3,647.7 |
3,656.4 |
3,642.0 |
S2 |
3,636.3 |
3,636.3 |
3,653.9 |
|
S3 |
3,608.3 |
3,619.7 |
3,651.3 |
|
S4 |
3,580.3 |
3,591.7 |
3,643.6 |
|
|
Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,825.0 |
3,799.0 |
3,675.9 |
|
R3 |
3,758.0 |
3,732.0 |
3,657.4 |
|
R2 |
3,691.0 |
3,691.0 |
3,651.3 |
|
R1 |
3,665.0 |
3,665.0 |
3,645.1 |
3,678.0 |
PP |
3,624.0 |
3,624.0 |
3,624.0 |
3,630.5 |
S1 |
3,598.0 |
3,598.0 |
3,632.9 |
3,611.0 |
S2 |
3,557.0 |
3,557.0 |
3,626.7 |
|
S3 |
3,490.0 |
3,531.0 |
3,620.6 |
|
S4 |
3,423.0 |
3,464.0 |
3,602.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,681.0 |
3,592.0 |
89.0 |
2.4% |
32.0 |
0.9% |
75% |
True |
False |
930,357 |
10 |
3,681.0 |
3,576.0 |
105.0 |
2.9% |
30.3 |
0.8% |
79% |
True |
False |
934,127 |
20 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
33.7 |
0.9% |
90% |
True |
False |
809,271 |
40 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
34.6 |
0.9% |
90% |
True |
False |
672,129 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
33.9 |
0.9% |
87% |
False |
False |
449,586 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
30.7 |
0.8% |
87% |
False |
False |
337,918 |
100 |
3,689.0 |
3,375.0 |
314.0 |
8.6% |
28.2 |
0.8% |
90% |
False |
False |
270,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,800.0 |
2.618 |
3,754.3 |
1.618 |
3,726.3 |
1.000 |
3,709.0 |
0.618 |
3,698.3 |
HIGH |
3,681.0 |
0.618 |
3,670.3 |
0.500 |
3,667.0 |
0.382 |
3,663.7 |
LOW |
3,653.0 |
0.618 |
3,635.7 |
1.000 |
3,625.0 |
1.618 |
3,607.7 |
2.618 |
3,579.7 |
4.250 |
3,534.0 |
|
|
Fisher Pivots for day following 23-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,667.0 |
3,653.7 |
PP |
3,664.3 |
3,648.3 |
S1 |
3,661.7 |
3,643.0 |
|