Trading Metrics calculated at close of trading on 12-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,284.5 |
13,243.5 |
-41.0 |
-0.3% |
13,367.0 |
High |
13,297.5 |
13,259.0 |
-38.5 |
-0.3% |
13,421.5 |
Low |
13,142.5 |
13,157.5 |
15.0 |
0.1% |
13,142.5 |
Close |
13,193.5 |
13,224.5 |
31.0 |
0.2% |
13,224.5 |
Range |
155.0 |
101.5 |
-53.5 |
-34.5% |
279.0 |
ATR |
150.8 |
147.3 |
-3.5 |
-2.3% |
0.0 |
Volume |
75,804 |
46,563 |
-29,241 |
-38.6% |
355,861 |
|
Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,518.2 |
13,472.8 |
13,280.3 |
|
R3 |
13,416.7 |
13,371.3 |
13,252.4 |
|
R2 |
13,315.2 |
13,315.2 |
13,243.1 |
|
R1 |
13,269.8 |
13,269.8 |
13,233.8 |
13,241.8 |
PP |
13,213.7 |
13,213.7 |
13,213.7 |
13,199.6 |
S1 |
13,168.3 |
13,168.3 |
13,215.2 |
13,140.3 |
S2 |
13,112.2 |
13,112.2 |
13,205.9 |
|
S3 |
13,010.7 |
13,066.8 |
13,196.6 |
|
S4 |
12,909.2 |
12,965.3 |
13,168.7 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,099.8 |
13,941.2 |
13,378.0 |
|
R3 |
13,820.8 |
13,662.2 |
13,301.2 |
|
R2 |
13,541.8 |
13,541.8 |
13,275.7 |
|
R1 |
13,383.2 |
13,383.2 |
13,250.1 |
13,323.0 |
PP |
13,262.8 |
13,262.8 |
13,262.8 |
13,232.8 |
S1 |
13,104.2 |
13,104.2 |
13,198.9 |
13,044.0 |
S2 |
12,983.8 |
12,983.8 |
13,173.4 |
|
S3 |
12,704.8 |
12,825.2 |
13,147.8 |
|
S4 |
12,425.8 |
12,546.2 |
13,071.1 |
|
|
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% |
112.4 |
0.8% |
29% |
False |
False |
71,172 |
10 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
144.8 |
1.1% |
71% |
False |
False |
73,362 |
20 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
139.8 |
1.1% |
71% |
False |
False |
67,325 |
40 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
144.4 |
1.1% |
71% |
False |
False |
39,253 |
60 |
13,525.0 |
12,731.0 |
794.0 |
6.0% |
133.7 |
1.0% |
62% |
False |
False |
26,313 |
80 |
13,525.0 |
12,508.0 |
1,017.0 |
7.7% |
113.9 |
0.9% |
70% |
False |
False |
19,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,690.4 |
2.618 |
13,524.7 |
1.618 |
13,423.2 |
1.000 |
13,360.5 |
0.618 |
13,321.7 |
HIGH |
13,259.0 |
0.618 |
13,220.2 |
0.500 |
13,208.3 |
0.382 |
13,196.3 |
LOW |
13,157.5 |
0.618 |
13,094.8 |
1.000 |
13,056.0 |
1.618 |
12,993.3 |
2.618 |
12,891.8 |
4.250 |
12,726.1 |
|
|
Fisher Pivots for day following 12-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,219.1 |
13,259.5 |
PP |
13,213.7 |
13,247.8 |
S1 |
13,208.3 |
13,236.2 |
|