Trading Metrics calculated at close of trading on 11-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,368.0 |
13,284.5 |
-83.5 |
-0.6% |
12,922.0 |
High |
13,376.5 |
13,297.5 |
-79.0 |
-0.6% |
13,343.0 |
Low |
13,219.0 |
13,142.5 |
-76.5 |
-0.6% |
12,731.0 |
Close |
13,268.0 |
13,193.5 |
-74.5 |
-0.6% |
13,307.5 |
Range |
157.5 |
155.0 |
-2.5 |
-1.6% |
612.0 |
ATR |
150.5 |
150.8 |
0.3 |
0.2% |
0.0 |
Volume |
82,313 |
75,804 |
-6,509 |
-7.9% |
294,824 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,676.2 |
13,589.8 |
13,278.8 |
|
R3 |
13,521.2 |
13,434.8 |
13,236.1 |
|
R2 |
13,366.2 |
13,366.2 |
13,221.9 |
|
R1 |
13,279.8 |
13,279.8 |
13,207.7 |
13,245.5 |
PP |
13,211.2 |
13,211.2 |
13,211.2 |
13,194.0 |
S1 |
13,124.8 |
13,124.8 |
13,179.3 |
13,090.5 |
S2 |
13,056.2 |
13,056.2 |
13,165.1 |
|
S3 |
12,901.2 |
12,969.8 |
13,150.9 |
|
S4 |
12,746.2 |
12,814.8 |
13,108.3 |
|
|
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 |
13,142.5 |
279.0 |
2.1% |
127.6 |
1.0% |
18% |
False |
True |
75,401 |
10 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
145.5 |
1.1% |
67% |
False |
False |
73,923 |
20 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
140.0 |
1.1% |
67% |
False |
False |
68,034 |
40 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
144.6 |
1.1% |
67% |
False |
False |
38,104 |
60 |
13,525.0 |
12,731.0 |
794.0 |
6.0% |
132.7 |
1.0% |
58% |
False |
False |
25,538 |
80 |
13,525.0 |
12,496.5 |
1,028.5 |
7.8% |
113.2 |
0.9% |
68% |
False |
False |
19,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,956.3 |
2.618 |
13,703.3 |
1.618 |
13,548.3 |
1.000 |
13,452.5 |
0.618 |
13,393.3 |
HIGH |
13,297.5 |
0.618 |
13,238.3 |
0.500 |
13,220.0 |
0.382 |
13,201.7 |
LOW |
13,142.5 |
0.618 |
13,046.7 |
1.000 |
12,987.5 |
1.618 |
12,891.7 |
2.618 |
12,736.7 |
4.250 |
12,483.8 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,220.0 |
13,282.0 |
PP |
13,211.2 |
13,252.5 |
S1 |
13,202.3 |
13,223.0 |
|