Trading Metrics calculated at close of trading on 30-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,649.0 |
3,620.0 |
-29.0 |
-0.8% |
3,645.0 |
High |
3,650.0 |
3,627.0 |
-23.0 |
-0.6% |
3,681.0 |
Low |
3,627.0 |
3,593.0 |
-34.0 |
-0.9% |
3,604.0 |
Close |
3,634.0 |
3,603.0 |
-31.0 |
-0.9% |
3,638.0 |
Range |
23.0 |
34.0 |
11.0 |
47.8% |
77.0 |
ATR |
35.4 |
35.8 |
0.4 |
1.1% |
0.0 |
Volume |
629,595 |
1,070,325 |
440,730 |
70.0% |
4,274,149 |
|
Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,709.7 |
3,690.3 |
3,621.7 |
|
R3 |
3,675.7 |
3,656.3 |
3,612.4 |
|
R2 |
3,641.7 |
3,641.7 |
3,609.2 |
|
R1 |
3,622.3 |
3,622.3 |
3,606.1 |
3,615.0 |
PP |
3,607.7 |
3,607.7 |
3,607.7 |
3,604.0 |
S1 |
3,588.3 |
3,588.3 |
3,599.9 |
3,581.0 |
S2 |
3,573.7 |
3,573.7 |
3,596.8 |
|
S3 |
3,539.7 |
3,554.3 |
3,593.7 |
|
S4 |
3,505.7 |
3,520.3 |
3,584.3 |
|
|
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 |
3,666.0 |
3,593.0 |
73.0 |
2.0% |
36.8 |
1.0% |
14% |
False |
True |
874,582 |
10 |
3,681.0 |
3,592.0 |
89.0 |
2.5% |
34.4 |
1.0% |
12% |
False |
False |
902,470 |
20 |
3,681.0 |
3,455.0 |
226.0 |
6.3% |
34.8 |
1.0% |
65% |
False |
False |
912,908 |
40 |
3,681.0 |
3,455.0 |
226.0 |
6.3% |
34.7 |
1.0% |
65% |
False |
False |
765,386 |
60 |
3,681.0 |
3,455.0 |
226.0 |
6.3% |
34.6 |
1.0% |
65% |
False |
False |
522,019 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
31.9 |
0.9% |
63% |
False |
False |
392,293 |
100 |
3,689.0 |
3,416.0 |
273.0 |
7.6% |
28.9 |
0.8% |
68% |
False |
False |
314,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,771.5 |
2.618 |
3,716.0 |
1.618 |
3,682.0 |
1.000 |
3,661.0 |
0.618 |
3,648.0 |
HIGH |
3,627.0 |
0.618 |
3,614.0 |
0.500 |
3,610.0 |
0.382 |
3,606.0 |
LOW |
3,593.0 |
0.618 |
3,572.0 |
1.000 |
3,559.0 |
1.618 |
3,538.0 |
2.618 |
3,504.0 |
4.250 |
3,448.5 |
|
|
Fisher Pivots for day following 30-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,610.0 |
3,625.0 |
PP |
3,607.7 |
3,617.7 |
S1 |
3,605.3 |
3,610.3 |
|