Trading Metrics calculated at close of trading on 09-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,367.0 |
13,363.0 |
-4.0 |
0.0% |
12,922.0 |
High |
13,408.5 |
13,421.5 |
13.0 |
0.1% |
13,343.0 |
Low |
13,328.0 |
13,354.0 |
26.0 |
0.2% |
12,731.0 |
Close |
13,367.5 |
13,383.5 |
16.0 |
0.1% |
13,307.5 |
Range |
80.5 |
67.5 |
-13.0 |
-16.1% |
612.0 |
ATR |
155.8 |
149.4 |
-6.3 |
-4.0% |
0.0 |
Volume |
64,303 |
86,878 |
22,575 |
35.1% |
294,824 |
|
Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,588.8 |
13,553.7 |
13,420.6 |
|
R3 |
13,521.3 |
13,486.2 |
13,402.1 |
|
R2 |
13,453.8 |
13,453.8 |
13,395.9 |
|
R1 |
13,418.7 |
13,418.7 |
13,389.7 |
13,436.3 |
PP |
13,386.3 |
13,386.3 |
13,386.3 |
13,395.1 |
S1 |
13,351.2 |
13,351.2 |
13,377.3 |
13,368.8 |
S2 |
13,318.8 |
13,318.8 |
13,371.1 |
|
S3 |
13,251.3 |
13,283.7 |
13,364.9 |
|
S4 |
13,183.8 |
13,216.2 |
13,346.4 |
|
|
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 |
13,421.5 |
12,881.5 |
540.0 |
4.0% |
130.0 |
1.0% |
93% |
True |
False |
75,729 |
10 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
131.9 |
1.0% |
94% |
True |
False |
67,826 |
20 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
136.0 |
1.0% |
94% |
True |
False |
65,480 |
40 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
144.1 |
1.1% |
94% |
True |
False |
34,250 |
60 |
13,525.0 |
12,731.0 |
794.0 |
5.9% |
129.4 |
1.0% |
82% |
False |
False |
22,911 |
80 |
13,525.0 |
12,482.0 |
1,043.0 |
7.8% |
110.7 |
0.8% |
86% |
False |
False |
17,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,708.4 |
2.618 |
13,598.2 |
1.618 |
13,530.7 |
1.000 |
13,489.0 |
0.618 |
13,463.2 |
HIGH |
13,421.5 |
0.618 |
13,395.7 |
0.500 |
13,387.8 |
0.382 |
13,379.8 |
LOW |
13,354.0 |
0.618 |
13,312.3 |
1.000 |
13,286.5 |
1.618 |
13,244.8 |
2.618 |
13,177.3 |
4.250 |
13,067.1 |
|
|
Fisher Pivots for day following 09-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,387.8 |
13,353.5 |
PP |
13,386.3 |
13,323.5 |
S1 |
13,384.9 |
13,293.5 |
|