Trading Metrics calculated at close of trading on 26-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,633.0 |
3,629.0 |
-4.0 |
-0.1% |
3,645.0 |
High |
3,652.0 |
3,657.0 |
5.0 |
0.1% |
3,681.0 |
Low |
3,604.0 |
3,621.0 |
17.0 |
0.5% |
3,604.0 |
Close |
3,617.0 |
3,638.0 |
21.0 |
0.6% |
3,638.0 |
Range |
48.0 |
36.0 |
-12.0 |
-25.0% |
77.0 |
ATR |
36.1 |
36.4 |
0.3 |
0.8% |
0.0 |
Volume |
1,099,193 |
694,821 |
-404,372 |
-36.8% |
4,274,149 |
|
Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,746.7 |
3,728.3 |
3,657.8 |
|
R3 |
3,710.7 |
3,692.3 |
3,647.9 |
|
R2 |
3,674.7 |
3,674.7 |
3,644.6 |
|
R1 |
3,656.3 |
3,656.3 |
3,641.3 |
3,665.5 |
PP |
3,638.7 |
3,638.7 |
3,638.7 |
3,643.3 |
S1 |
3,620.3 |
3,620.3 |
3,634.7 |
3,629.5 |
S2 |
3,602.7 |
3,602.7 |
3,631.4 |
|
S3 |
3,566.7 |
3,584.3 |
3,628.1 |
|
S4 |
3,530.7 |
3,548.3 |
3,618.2 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,872.0 |
3,832.0 |
3,680.4 |
|
R3 |
3,795.0 |
3,755.0 |
3,659.2 |
|
R2 |
3,718.0 |
3,718.0 |
3,652.1 |
|
R1 |
3,678.0 |
3,678.0 |
3,645.1 |
3,659.5 |
PP |
3,641.0 |
3,641.0 |
3,641.0 |
3,631.8 |
S1 |
3,601.0 |
3,601.0 |
3,630.9 |
3,582.5 |
S2 |
3,564.0 |
3,564.0 |
3,623.9 |
|
S3 |
3,487.0 |
3,524.0 |
3,616.8 |
|
S4 |
3,410.0 |
3,447.0 |
3,595.7 |
|
|
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% |
38.0 |
1.0% |
44% |
False |
False |
854,829 |
10 |
3,681.0 |
3,583.0 |
98.0 |
2.7% |
35.2 |
1.0% |
56% |
False |
False |
922,015 |
20 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
35.5 |
1.0% |
81% |
False |
False |
877,291 |
40 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
35.3 |
1.0% |
81% |
False |
False |
724,228 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
34.2 |
0.9% |
78% |
False |
False |
493,705 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
31.6 |
0.9% |
78% |
False |
False |
371,239 |
100 |
3,689.0 |
3,375.0 |
314.0 |
8.6% |
29.2 |
0.8% |
84% |
False |
False |
297,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,810.0 |
2.618 |
3,751.2 |
1.618 |
3,715.2 |
1.000 |
3,693.0 |
0.618 |
3,679.2 |
HIGH |
3,657.0 |
0.618 |
3,643.2 |
0.500 |
3,639.0 |
0.382 |
3,634.8 |
LOW |
3,621.0 |
0.618 |
3,598.8 |
1.000 |
3,585.0 |
1.618 |
3,562.8 |
2.618 |
3,526.8 |
4.250 |
3,468.0 |
|
|
Fisher Pivots for day following 26-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,639.0 |
3,637.0 |
PP |
3,638.7 |
3,636.0 |
S1 |
3,638.3 |
3,635.0 |
|