Trading Metrics calculated at close of trading on 19-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,230.0 |
13,259.0 |
29.0 |
0.2% |
13,216.0 |
High |
13,301.5 |
13,468.5 |
167.0 |
1.3% |
13,468.5 |
Low |
13,192.0 |
13,251.5 |
59.5 |
0.5% |
13,125.0 |
Close |
13,259.0 |
13,429.0 |
170.0 |
1.3% |
13,429.0 |
Range |
109.5 |
217.0 |
107.5 |
98.2% |
343.5 |
ATR |
149.9 |
154.7 |
4.8 |
3.2% |
0.0 |
Volume |
85,242 |
65,638 |
-19,604 |
-23.0% |
321,694 |
|
Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,034.0 |
13,948.5 |
13,548.4 |
|
R3 |
13,817.0 |
13,731.5 |
13,488.7 |
|
R2 |
13,600.0 |
13,600.0 |
13,468.8 |
|
R1 |
13,514.5 |
13,514.5 |
13,448.9 |
13,557.3 |
PP |
13,383.0 |
13,383.0 |
13,383.0 |
13,404.4 |
S1 |
13,297.5 |
13,297.5 |
13,409.1 |
13,340.3 |
S2 |
13,166.0 |
13,166.0 |
13,389.2 |
|
S3 |
12,949.0 |
13,080.5 |
13,369.3 |
|
S4 |
12,732.0 |
12,863.5 |
13,309.7 |
|
|
Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,371.3 |
14,243.7 |
13,617.9 |
|
R3 |
14,027.8 |
13,900.2 |
13,523.5 |
|
R2 |
13,684.3 |
13,684.3 |
13,492.0 |
|
R1 |
13,556.7 |
13,556.7 |
13,460.5 |
13,620.5 |
PP |
13,340.8 |
13,340.8 |
13,340.8 |
13,372.8 |
S1 |
13,213.2 |
13,213.2 |
13,397.5 |
13,277.0 |
S2 |
12,997.3 |
12,997.3 |
13,366.0 |
|
S3 |
12,653.8 |
12,869.7 |
13,334.5 |
|
S4 |
12,310.3 |
12,526.2 |
13,240.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,468.5 |
13,125.0 |
343.5 |
2.6% |
154.6 |
1.2% |
89% |
True |
False |
73,651 |
10 |
13,468.5 |
13,125.0 |
343.5 |
2.6% |
141.1 |
1.1% |
89% |
True |
False |
74,526 |
20 |
13,468.5 |
12,731.0 |
737.5 |
5.5% |
145.4 |
1.1% |
95% |
True |
False |
70,137 |
40 |
13,468.5 |
12,731.0 |
737.5 |
5.5% |
147.7 |
1.1% |
95% |
True |
False |
47,142 |
60 |
13,525.0 |
12,731.0 |
794.0 |
5.9% |
138.7 |
1.0% |
88% |
False |
False |
31,664 |
80 |
13,525.0 |
12,555.0 |
970.0 |
7.2% |
119.6 |
0.9% |
90% |
False |
False |
23,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,390.8 |
2.618 |
14,036.6 |
1.618 |
13,819.6 |
1.000 |
13,685.5 |
0.618 |
13,602.6 |
HIGH |
13,468.5 |
0.618 |
13,385.6 |
0.500 |
13,360.0 |
0.382 |
13,334.4 |
LOW |
13,251.5 |
0.618 |
13,117.4 |
1.000 |
13,034.5 |
1.618 |
12,900.4 |
2.618 |
12,683.4 |
4.250 |
12,329.3 |
|
|
Fisher Pivots for day following 19-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,406.0 |
13,385.3 |
PP |
13,383.0 |
13,341.7 |
S1 |
13,360.0 |
13,298.0 |
|