Trading Metrics calculated at close of trading on 31-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
3,620.0 |
3,604.0 |
-16.0 |
-0.4% |
3,645.0 |
High |
3,627.0 |
3,614.0 |
-13.0 |
-0.4% |
3,681.0 |
Low |
3,593.0 |
3,593.0 |
0.0 |
0.0% |
3,604.0 |
Close |
3,603.0 |
3,600.0 |
-3.0 |
-0.1% |
3,638.0 |
Range |
34.0 |
21.0 |
-13.0 |
-38.2% |
77.0 |
ATR |
35.8 |
34.8 |
-1.1 |
-3.0% |
0.0 |
Volume |
1,070,325 |
972,171 |
-98,154 |
-9.2% |
4,274,149 |
|
Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,665.3 |
3,653.7 |
3,611.6 |
|
R3 |
3,644.3 |
3,632.7 |
3,605.8 |
|
R2 |
3,623.3 |
3,623.3 |
3,603.9 |
|
R1 |
3,611.7 |
3,611.7 |
3,601.9 |
3,607.0 |
PP |
3,602.3 |
3,602.3 |
3,602.3 |
3,600.0 |
S1 |
3,590.7 |
3,590.7 |
3,598.1 |
3,586.0 |
S2 |
3,581.3 |
3,581.3 |
3,596.2 |
|
S3 |
3,560.3 |
3,569.7 |
3,594.2 |
|
S4 |
3,539.3 |
3,548.7 |
3,588.5 |
|
|
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 |
3,657.0 |
3,593.0 |
64.0 |
1.8% |
32.4 |
0.9% |
11% |
False |
True |
893,221 |
10 |
3,681.0 |
3,593.0 |
88.0 |
2.4% |
33.7 |
0.9% |
8% |
False |
True |
897,088 |
20 |
3,681.0 |
3,475.0 |
206.0 |
5.7% |
33.4 |
0.9% |
61% |
False |
False |
919,919 |
40 |
3,681.0 |
3,455.0 |
226.0 |
6.3% |
34.1 |
0.9% |
64% |
False |
False |
789,214 |
60 |
3,681.0 |
3,455.0 |
226.0 |
6.3% |
34.5 |
1.0% |
64% |
False |
False |
538,217 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
31.8 |
0.9% |
62% |
False |
False |
404,445 |
100 |
3,689.0 |
3,416.0 |
273.0 |
7.6% |
28.9 |
0.8% |
67% |
False |
False |
324,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,703.3 |
2.618 |
3,669.0 |
1.618 |
3,648.0 |
1.000 |
3,635.0 |
0.618 |
3,627.0 |
HIGH |
3,614.0 |
0.618 |
3,606.0 |
0.500 |
3,603.5 |
0.382 |
3,601.0 |
LOW |
3,593.0 |
0.618 |
3,580.0 |
1.000 |
3,572.0 |
1.618 |
3,559.0 |
2.618 |
3,538.0 |
4.250 |
3,503.8 |
|
|
Fisher Pivots for day following 31-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
3,603.5 |
3,621.5 |
PP |
3,602.3 |
3,614.3 |
S1 |
3,601.2 |
3,607.2 |
|