Trading Metrics calculated at close of trading on 08-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,168.5 |
13,367.0 |
198.5 |
1.5% |
12,922.0 |
High |
13,343.0 |
13,408.5 |
65.5 |
0.5% |
13,343.0 |
Low |
13,165.5 |
13,328.0 |
162.5 |
1.2% |
12,731.0 |
Close |
13,307.5 |
13,367.5 |
60.0 |
0.5% |
13,307.5 |
Range |
177.5 |
80.5 |
-97.0 |
-54.6% |
612.0 |
ATR |
160.0 |
155.8 |
-4.2 |
-2.6% |
0.0 |
Volume |
67,710 |
64,303 |
-3,407 |
-5.0% |
294,824 |
|
Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,609.5 |
13,569.0 |
13,411.8 |
|
R3 |
13,529.0 |
13,488.5 |
13,389.6 |
|
R2 |
13,448.5 |
13,448.5 |
13,382.3 |
|
R1 |
13,408.0 |
13,408.0 |
13,374.9 |
13,428.3 |
PP |
13,368.0 |
13,368.0 |
13,368.0 |
13,378.1 |
S1 |
13,327.5 |
13,327.5 |
13,360.1 |
13,347.8 |
S2 |
13,287.5 |
13,287.5 |
13,352.7 |
|
S3 |
13,207.0 |
13,247.0 |
13,345.4 |
|
S4 |
13,126.5 |
13,166.5 |
13,323.2 |
|
|
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 |
13,408.5 |
12,731.0 |
677.5 |
5.1% |
158.3 |
1.2% |
94% |
True |
False |
71,825 |
10 |
13,408.5 |
12,731.0 |
677.5 |
5.1% |
138.0 |
1.0% |
94% |
True |
False |
62,743 |
20 |
13,408.5 |
12,731.0 |
677.5 |
5.1% |
138.4 |
1.0% |
94% |
True |
False |
61,808 |
40 |
13,408.5 |
12,731.0 |
677.5 |
5.1% |
149.7 |
1.1% |
94% |
True |
False |
32,084 |
60 |
13,525.0 |
12,731.0 |
794.0 |
5.9% |
129.2 |
1.0% |
80% |
False |
False |
21,464 |
80 |
13,525.0 |
12,482.0 |
1,043.0 |
7.8% |
110.2 |
0.8% |
85% |
False |
False |
16,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,750.6 |
2.618 |
13,619.2 |
1.618 |
13,538.7 |
1.000 |
13,489.0 |
0.618 |
13,458.2 |
HIGH |
13,408.5 |
0.618 |
13,377.7 |
0.500 |
13,368.3 |
0.382 |
13,358.8 |
LOW |
13,328.0 |
0.618 |
13,278.3 |
1.000 |
13,247.5 |
1.618 |
13,197.8 |
2.618 |
13,117.3 |
4.250 |
12,985.9 |
|
|
Fisher Pivots for day following 08-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,368.3 |
13,315.7 |
PP |
13,368.0 |
13,263.8 |
S1 |
13,367.8 |
13,212.0 |
|