Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,243.5 |
13,216.0 |
-27.5 |
-0.2% |
13,367.0 |
High |
13,259.0 |
13,346.0 |
87.0 |
0.7% |
13,421.5 |
Low |
13,157.5 |
13,125.0 |
-32.5 |
-0.2% |
13,142.5 |
Close |
13,224.5 |
13,222.5 |
-2.0 |
0.0% |
13,224.5 |
Range |
101.5 |
221.0 |
119.5 |
117.7% |
279.0 |
ATR |
147.3 |
152.6 |
5.3 |
3.6% |
0.0 |
Volume |
46,563 |
88,004 |
41,441 |
89.0% |
355,861 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,894.2 |
13,779.3 |
13,344.1 |
|
R3 |
13,673.2 |
13,558.3 |
13,283.3 |
|
R2 |
13,452.2 |
13,452.2 |
13,263.0 |
|
R1 |
13,337.3 |
13,337.3 |
13,242.8 |
13,394.8 |
PP |
13,231.2 |
13,231.2 |
13,231.2 |
13,259.9 |
S1 |
13,116.3 |
13,116.3 |
13,202.2 |
13,173.8 |
S2 |
13,010.2 |
13,010.2 |
13,182.0 |
|
S3 |
12,789.2 |
12,895.3 |
13,161.7 |
|
S4 |
12,568.2 |
12,674.3 |
13,101.0 |
|
|
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 |
13,125.0 |
296.5 |
2.2% |
140.5 |
1.1% |
33% |
False |
True |
75,912 |
10 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
149.4 |
1.1% |
71% |
False |
False |
73,868 |
20 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
144.7 |
1.1% |
71% |
False |
False |
68,688 |
40 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
146.6 |
1.1% |
71% |
False |
False |
41,451 |
60 |
13,525.0 |
12,731.0 |
794.0 |
6.0% |
136.3 |
1.0% |
62% |
False |
False |
27,778 |
80 |
13,525.0 |
12,508.0 |
1,017.0 |
7.7% |
115.8 |
0.9% |
70% |
False |
False |
20,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,285.3 |
2.618 |
13,924.6 |
1.618 |
13,703.6 |
1.000 |
13,567.0 |
0.618 |
13,482.6 |
HIGH |
13,346.0 |
0.618 |
13,261.6 |
0.500 |
13,235.5 |
0.382 |
13,209.4 |
LOW |
13,125.0 |
0.618 |
12,988.4 |
1.000 |
12,904.0 |
1.618 |
12,767.4 |
2.618 |
12,546.4 |
4.250 |
12,185.8 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,235.5 |
13,235.5 |
PP |
13,231.2 |
13,231.2 |
S1 |
13,226.8 |
13,226.8 |
|