Trading Metrics calculated at close of trading on 25-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,663.0 |
3,633.0 |
-30.0 |
-0.8% |
3,605.0 |
High |
3,666.0 |
3,652.0 |
-14.0 |
-0.4% |
3,650.0 |
Low |
3,623.0 |
3,604.0 |
-19.0 |
-0.5% |
3,583.0 |
Close |
3,641.0 |
3,617.0 |
-24.0 |
-0.7% |
3,639.0 |
Range |
43.0 |
48.0 |
5.0 |
11.6% |
67.0 |
ATR |
35.2 |
36.1 |
0.9 |
2.6% |
0.0 |
Volume |
878,980 |
1,099,193 |
220,213 |
25.1% |
4,064,144 |
|
Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,768.3 |
3,740.7 |
3,643.4 |
|
R3 |
3,720.3 |
3,692.7 |
3,630.2 |
|
R2 |
3,672.3 |
3,672.3 |
3,625.8 |
|
R1 |
3,644.7 |
3,644.7 |
3,621.4 |
3,634.5 |
PP |
3,624.3 |
3,624.3 |
3,624.3 |
3,619.3 |
S1 |
3,596.7 |
3,596.7 |
3,612.6 |
3,586.5 |
S2 |
3,576.3 |
3,576.3 |
3,608.2 |
|
S3 |
3,528.3 |
3,548.7 |
3,603.8 |
|
S4 |
3,480.3 |
3,500.7 |
3,590.6 |
|
|
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 |
3,604.0 |
77.0 |
2.1% |
39.8 |
1.1% |
17% |
False |
True |
921,582 |
10 |
3,681.0 |
3,576.0 |
105.0 |
2.9% |
34.8 |
1.0% |
39% |
False |
False |
942,483 |
20 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
35.1 |
1.0% |
72% |
False |
False |
859,639 |
40 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
35.2 |
1.0% |
72% |
False |
False |
706,956 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
33.8 |
0.9% |
69% |
False |
False |
482,176 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
31.4 |
0.9% |
69% |
False |
False |
362,644 |
100 |
3,689.0 |
3,375.0 |
314.0 |
8.7% |
28.9 |
0.8% |
77% |
False |
False |
290,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,856.0 |
2.618 |
3,777.7 |
1.618 |
3,729.7 |
1.000 |
3,700.0 |
0.618 |
3,681.7 |
HIGH |
3,652.0 |
0.618 |
3,633.7 |
0.500 |
3,628.0 |
0.382 |
3,622.3 |
LOW |
3,604.0 |
0.618 |
3,574.3 |
1.000 |
3,556.0 |
1.618 |
3,526.3 |
2.618 |
3,478.3 |
4.250 |
3,400.0 |
|
|
Fisher Pivots for day following 25-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,628.0 |
3,642.5 |
PP |
3,624.3 |
3,634.0 |
S1 |
3,620.7 |
3,625.5 |
|