Trading Metrics calculated at close of trading on 05-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,020.0 |
13,168.5 |
148.5 |
1.1% |
12,922.0 |
High |
13,203.0 |
13,343.0 |
140.0 |
1.1% |
13,343.0 |
Low |
13,015.5 |
13,165.5 |
150.0 |
1.2% |
12,731.0 |
Close |
13,157.5 |
13,307.5 |
150.0 |
1.1% |
13,307.5 |
Range |
187.5 |
177.5 |
-10.0 |
-5.3% |
612.0 |
ATR |
158.0 |
160.0 |
2.0 |
1.2% |
0.0 |
Volume |
71,373 |
67,710 |
-3,663 |
-5.1% |
294,824 |
|
Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,804.5 |
13,733.5 |
13,405.1 |
|
R3 |
13,627.0 |
13,556.0 |
13,356.3 |
|
R2 |
13,449.5 |
13,449.5 |
13,340.0 |
|
R1 |
13,378.5 |
13,378.5 |
13,323.8 |
13,414.0 |
PP |
13,272.0 |
13,272.0 |
13,272.0 |
13,289.8 |
S1 |
13,201.0 |
13,201.0 |
13,291.2 |
13,236.5 |
S2 |
13,094.5 |
13,094.5 |
13,275.0 |
|
S3 |
12,917.0 |
13,023.5 |
13,258.7 |
|
S4 |
12,739.5 |
12,846.0 |
13,209.9 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,963.2 |
14,747.3 |
13,644.1 |
|
R3 |
14,351.2 |
14,135.3 |
13,475.8 |
|
R2 |
13,739.2 |
13,739.2 |
13,419.7 |
|
R1 |
13,523.3 |
13,523.3 |
13,363.6 |
13,631.3 |
PP |
13,127.2 |
13,127.2 |
13,127.2 |
13,181.1 |
S1 |
12,911.3 |
12,911.3 |
13,251.4 |
13,019.3 |
S2 |
12,515.2 |
12,515.2 |
13,195.3 |
|
S3 |
11,903.2 |
12,299.3 |
13,139.2 |
|
S4 |
11,291.2 |
11,687.3 |
12,970.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,343.0 |
12,731.0 |
612.0 |
4.6% |
177.1 |
1.3% |
94% |
True |
False |
75,552 |
10 |
13,343.0 |
12,731.0 |
612.0 |
4.6% |
153.5 |
1.2% |
94% |
True |
False |
63,347 |
20 |
13,343.0 |
12,731.0 |
612.0 |
4.6% |
142.5 |
1.1% |
94% |
True |
False |
58,892 |
40 |
13,410.5 |
12,731.0 |
679.5 |
5.1% |
149.4 |
1.1% |
85% |
False |
False |
30,481 |
60 |
13,525.0 |
12,731.0 |
794.0 |
6.0% |
128.9 |
1.0% |
73% |
False |
False |
20,393 |
80 |
13,525.0 |
12,417.0 |
1,108.0 |
8.3% |
110.0 |
0.8% |
80% |
False |
False |
15,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,097.4 |
2.618 |
13,807.7 |
1.618 |
13,630.2 |
1.000 |
13,520.5 |
0.618 |
13,452.7 |
HIGH |
13,343.0 |
0.618 |
13,275.2 |
0.500 |
13,254.3 |
0.382 |
13,233.3 |
LOW |
13,165.5 |
0.618 |
13,055.8 |
1.000 |
12,988.0 |
1.618 |
12,878.3 |
2.618 |
12,700.8 |
4.250 |
12,411.1 |
|
|
Fisher Pivots for day following 05-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,289.8 |
13,242.4 |
PP |
13,272.0 |
13,177.3 |
S1 |
13,254.3 |
13,112.3 |
|