Trading Metrics calculated at close of trading on 29-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,629.0 |
3,649.0 |
20.0 |
0.6% |
3,645.0 |
High |
3,657.0 |
3,650.0 |
-7.0 |
-0.2% |
3,681.0 |
Low |
3,621.0 |
3,627.0 |
6.0 |
0.2% |
3,604.0 |
Close |
3,638.0 |
3,634.0 |
-4.0 |
-0.1% |
3,638.0 |
Range |
36.0 |
23.0 |
-13.0 |
-36.1% |
77.0 |
ATR |
36.4 |
35.4 |
-1.0 |
-2.6% |
0.0 |
Volume |
694,821 |
629,595 |
-65,226 |
-9.4% |
4,274,149 |
|
Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,706.0 |
3,693.0 |
3,646.7 |
|
R3 |
3,683.0 |
3,670.0 |
3,640.3 |
|
R2 |
3,660.0 |
3,660.0 |
3,638.2 |
|
R1 |
3,647.0 |
3,647.0 |
3,636.1 |
3,642.0 |
PP |
3,637.0 |
3,637.0 |
3,637.0 |
3,634.5 |
S1 |
3,624.0 |
3,624.0 |
3,631.9 |
3,619.0 |
S2 |
3,614.0 |
3,614.0 |
3,629.8 |
|
S3 |
3,591.0 |
3,601.0 |
3,627.7 |
|
S4 |
3,568.0 |
3,578.0 |
3,621.4 |
|
|
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% |
35.6 |
1.0% |
39% |
False |
False |
833,775 |
10 |
3,681.0 |
3,583.0 |
98.0 |
2.7% |
35.6 |
1.0% |
52% |
False |
False |
896,788 |
20 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
35.0 |
1.0% |
79% |
False |
False |
887,659 |
40 |
3,681.0 |
3,455.0 |
226.0 |
6.2% |
34.7 |
1.0% |
79% |
False |
False |
739,561 |
60 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
34.3 |
0.9% |
76% |
False |
False |
504,197 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
31.8 |
0.9% |
76% |
False |
False |
379,071 |
100 |
3,689.0 |
3,375.0 |
314.0 |
8.6% |
29.0 |
0.8% |
82% |
False |
False |
303,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,747.8 |
2.618 |
3,710.2 |
1.618 |
3,687.2 |
1.000 |
3,673.0 |
0.618 |
3,664.2 |
HIGH |
3,650.0 |
0.618 |
3,641.2 |
0.500 |
3,638.5 |
0.382 |
3,635.8 |
LOW |
3,627.0 |
0.618 |
3,612.8 |
1.000 |
3,604.0 |
1.618 |
3,589.8 |
2.618 |
3,566.8 |
4.250 |
3,529.3 |
|
|
Fisher Pivots for day following 29-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,638.5 |
3,632.8 |
PP |
3,637.0 |
3,631.7 |
S1 |
3,635.5 |
3,630.5 |
|