Trading Metrics calculated at close of trading on 23-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,452.5 |
13,548.0 |
95.5 |
0.7% |
13,216.0 |
High |
13,515.0 |
13,596.0 |
81.0 |
0.6% |
13,468.5 |
Low |
13,404.0 |
13,512.0 |
108.0 |
0.8% |
13,125.0 |
Close |
13,446.5 |
13,555.0 |
108.5 |
0.8% |
13,429.0 |
Range |
111.0 |
84.0 |
-27.0 |
-24.3% |
343.5 |
ATR |
151.6 |
151.4 |
-0.1 |
-0.1% |
0.0 |
Volume |
77,734 |
88,598 |
10,864 |
14.0% |
321,694 |
|
Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,806.3 |
13,764.7 |
13,601.2 |
|
R3 |
13,722.3 |
13,680.7 |
13,578.1 |
|
R2 |
13,638.3 |
13,638.3 |
13,570.4 |
|
R1 |
13,596.7 |
13,596.7 |
13,562.7 |
13,617.5 |
PP |
13,554.3 |
13,554.3 |
13,554.3 |
13,564.8 |
S1 |
13,512.7 |
13,512.7 |
13,547.3 |
13,533.5 |
S2 |
13,470.3 |
13,470.3 |
13,539.6 |
|
S3 |
13,386.3 |
13,428.7 |
13,531.9 |
|
S4 |
13,302.3 |
13,344.7 |
13,508.8 |
|
|
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 |
13,596.0 |
13,127.5 |
468.5 |
3.5% |
129.1 |
1.0% |
91% |
True |
False |
80,004 |
10 |
13,596.0 |
13,125.0 |
471.0 |
3.5% |
134.8 |
1.0% |
91% |
True |
False |
77,958 |
20 |
13,596.0 |
12,731.0 |
865.0 |
6.4% |
136.4 |
1.0% |
95% |
True |
False |
70,350 |
40 |
13,596.0 |
12,731.0 |
865.0 |
6.4% |
142.7 |
1.1% |
95% |
True |
False |
51,192 |
60 |
13,596.0 |
12,731.0 |
865.0 |
6.4% |
139.4 |
1.0% |
95% |
True |
False |
34,428 |
80 |
13,596.0 |
12,581.0 |
1,015.0 |
7.5% |
120.6 |
0.9% |
96% |
True |
False |
25,856 |
100 |
13,596.0 |
11,869.5 |
1,726.5 |
12.7% |
107.2 |
0.8% |
98% |
True |
False |
20,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,953.0 |
2.618 |
13,815.9 |
1.618 |
13,731.9 |
1.000 |
13,680.0 |
0.618 |
13,647.9 |
HIGH |
13,596.0 |
0.618 |
13,563.9 |
0.500 |
13,554.0 |
0.382 |
13,544.1 |
LOW |
13,512.0 |
0.618 |
13,460.1 |
1.000 |
13,428.0 |
1.618 |
13,376.1 |
2.618 |
13,292.1 |
4.250 |
13,155.0 |
|
|
Fisher Pivots for day following 23-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,554.7 |
13,511.3 |
PP |
13,554.3 |
13,467.5 |
S1 |
13,554.0 |
13,423.8 |
|