Trading Metrics calculated at close of trading on 10-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,363.0 |
13,368.0 |
5.0 |
0.0% |
12,922.0 |
High |
13,421.5 |
13,376.5 |
-45.0 |
-0.3% |
13,343.0 |
Low |
13,354.0 |
13,219.0 |
-135.0 |
-1.0% |
12,731.0 |
Close |
13,383.5 |
13,268.0 |
-115.5 |
-0.9% |
13,307.5 |
Range |
67.5 |
157.5 |
90.0 |
133.3% |
612.0 |
ATR |
149.4 |
150.5 |
1.1 |
0.7% |
0.0 |
Volume |
86,878 |
82,313 |
-4,565 |
-5.3% |
294,824 |
|
Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,760.3 |
13,671.7 |
13,354.6 |
|
R3 |
13,602.8 |
13,514.2 |
13,311.3 |
|
R2 |
13,445.3 |
13,445.3 |
13,296.9 |
|
R1 |
13,356.7 |
13,356.7 |
13,282.4 |
13,322.3 |
PP |
13,287.8 |
13,287.8 |
13,287.8 |
13,270.6 |
S1 |
13,199.2 |
13,199.2 |
13,253.6 |
13,164.8 |
S2 |
13,130.3 |
13,130.3 |
13,239.1 |
|
S3 |
12,972.8 |
13,041.7 |
13,224.7 |
|
S4 |
12,815.3 |
12,884.2 |
13,181.4 |
|
|
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 |
13,015.5 |
406.0 |
3.1% |
134.1 |
1.0% |
62% |
False |
False |
74,515 |
10 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
141.7 |
1.1% |
78% |
False |
False |
70,836 |
20 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
138.7 |
1.0% |
78% |
False |
False |
67,998 |
40 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
145.6 |
1.1% |
78% |
False |
False |
36,298 |
60 |
13,525.0 |
12,731.0 |
794.0 |
6.0% |
131.4 |
1.0% |
68% |
False |
False |
24,277 |
80 |
13,525.0 |
12,488.0 |
1,037.0 |
7.8% |
111.9 |
0.8% |
75% |
False |
False |
18,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,045.9 |
2.618 |
13,788.8 |
1.618 |
13,631.3 |
1.000 |
13,534.0 |
0.618 |
13,473.8 |
HIGH |
13,376.5 |
0.618 |
13,316.3 |
0.500 |
13,297.8 |
0.382 |
13,279.2 |
LOW |
13,219.0 |
0.618 |
13,121.7 |
1.000 |
13,061.5 |
1.618 |
12,964.2 |
2.618 |
12,806.7 |
4.250 |
12,549.6 |
|
|
Fisher Pivots for day following 10-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,297.8 |
13,320.3 |
PP |
13,287.8 |
13,302.8 |
S1 |
13,277.9 |
13,285.4 |
|