Trading Metrics calculated at close of trading on 24-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,675.0 |
3,663.0 |
-12.0 |
-0.3% |
3,605.0 |
High |
3,681.0 |
3,666.0 |
-15.0 |
-0.4% |
3,650.0 |
Low |
3,653.0 |
3,623.0 |
-30.0 |
-0.8% |
3,583.0 |
Close |
3,659.0 |
3,641.0 |
-18.0 |
-0.5% |
3,639.0 |
Range |
28.0 |
43.0 |
15.0 |
53.6% |
67.0 |
ATR |
34.6 |
35.2 |
0.6 |
1.7% |
0.0 |
Volume |
866,287 |
878,980 |
12,693 |
1.5% |
4,064,144 |
|
Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,772.3 |
3,749.7 |
3,664.7 |
|
R3 |
3,729.3 |
3,706.7 |
3,652.8 |
|
R2 |
3,686.3 |
3,686.3 |
3,648.9 |
|
R1 |
3,663.7 |
3,663.7 |
3,644.9 |
3,653.5 |
PP |
3,643.3 |
3,643.3 |
3,643.3 |
3,638.3 |
S1 |
3,620.7 |
3,620.7 |
3,637.1 |
3,610.5 |
S2 |
3,600.3 |
3,600.3 |
3,633.1 |
|
S3 |
3,557.3 |
3,577.7 |
3,629.2 |
|
S4 |
3,514.3 |
3,534.7 |
3,617.4 |
|
|
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 |
3,595.0 |
86.0 |
2.4% |
35.0 |
1.0% |
53% |
False |
False |
900,955 |
10 |
3,681.0 |
3,576.0 |
105.0 |
2.9% |
32.8 |
0.9% |
62% |
False |
False |
944,201 |
20 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
33.7 |
0.9% |
82% |
False |
False |
822,583 |
40 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
34.8 |
1.0% |
82% |
False |
False |
685,139 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
33.4 |
0.9% |
79% |
False |
False |
464,132 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
31.2 |
0.9% |
79% |
False |
False |
348,905 |
100 |
3,689.0 |
3,375.0 |
314.0 |
8.6% |
28.5 |
0.8% |
85% |
False |
False |
279,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,848.8 |
2.618 |
3,778.6 |
1.618 |
3,735.6 |
1.000 |
3,709.0 |
0.618 |
3,692.6 |
HIGH |
3,666.0 |
0.618 |
3,649.6 |
0.500 |
3,644.5 |
0.382 |
3,639.4 |
LOW |
3,623.0 |
0.618 |
3,596.4 |
1.000 |
3,580.0 |
1.618 |
3,553.4 |
2.618 |
3,510.4 |
4.250 |
3,440.3 |
|
|
Fisher Pivots for day following 24-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,644.5 |
3,652.0 |
PP |
3,643.3 |
3,648.3 |
S1 |
3,642.2 |
3,644.7 |
|