Trading Metrics calculated at close of trading on 18-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,175.5 |
13,230.0 |
54.5 |
0.4% |
13,367.0 |
High |
13,251.5 |
13,301.5 |
50.0 |
0.4% |
13,421.5 |
Low |
13,127.5 |
13,192.0 |
64.5 |
0.5% |
13,142.5 |
Close |
13,159.5 |
13,259.0 |
99.5 |
0.8% |
13,224.5 |
Range |
124.0 |
109.5 |
-14.5 |
-11.7% |
279.0 |
ATR |
150.5 |
149.9 |
-0.6 |
-0.4% |
0.0 |
Volume |
82,810 |
85,242 |
2,432 |
2.9% |
355,861 |
|
Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,579.3 |
13,528.7 |
13,319.2 |
|
R3 |
13,469.8 |
13,419.2 |
13,289.1 |
|
R2 |
13,360.3 |
13,360.3 |
13,279.1 |
|
R1 |
13,309.7 |
13,309.7 |
13,269.0 |
13,335.0 |
PP |
13,250.8 |
13,250.8 |
13,250.8 |
13,263.5 |
S1 |
13,200.2 |
13,200.2 |
13,249.0 |
13,225.5 |
S2 |
13,141.3 |
13,141.3 |
13,238.9 |
|
S3 |
13,031.8 |
13,090.7 |
13,228.9 |
|
S4 |
12,922.3 |
12,981.2 |
13,198.8 |
|
|
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 |
13,346.0 |
13,125.0 |
221.0 |
1.7% |
142.2 |
1.1% |
61% |
False |
False |
75,684 |
10 |
13,421.5 |
13,015.5 |
406.0 |
3.1% |
138.2 |
1.0% |
60% |
False |
False |
75,100 |
20 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
141.9 |
1.1% |
76% |
False |
False |
69,679 |
40 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
147.7 |
1.1% |
76% |
False |
False |
45,583 |
60 |
13,525.0 |
12,731.0 |
794.0 |
6.0% |
136.9 |
1.0% |
66% |
False |
False |
30,572 |
80 |
13,525.0 |
12,555.0 |
970.0 |
7.3% |
117.2 |
0.9% |
73% |
False |
False |
22,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,766.9 |
2.618 |
13,588.2 |
1.618 |
13,478.7 |
1.000 |
13,411.0 |
0.618 |
13,369.2 |
HIGH |
13,301.5 |
0.618 |
13,259.7 |
0.500 |
13,246.8 |
0.382 |
13,233.8 |
LOW |
13,192.0 |
0.618 |
13,124.3 |
1.000 |
13,082.5 |
1.618 |
13,014.8 |
2.618 |
12,905.3 |
4.250 |
12,726.6 |
|
|
Fisher Pivots for day following 18-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,254.9 |
13,251.2 |
PP |
13,250.8 |
13,243.3 |
S1 |
13,246.8 |
13,235.5 |
|