Trading Metrics calculated at close of trading on 24-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,548.0 |
13,566.5 |
18.5 |
0.1% |
13,216.0 |
High |
13,596.0 |
13,572.0 |
-24.0 |
-0.2% |
13,468.5 |
Low |
13,512.0 |
13,368.0 |
-144.0 |
-1.1% |
13,125.0 |
Close |
13,555.0 |
13,446.5 |
-108.5 |
-0.8% |
13,429.0 |
Range |
84.0 |
204.0 |
120.0 |
142.9% |
343.5 |
ATR |
151.4 |
155.2 |
3.8 |
2.5% |
0.0 |
Volume |
88,598 |
110,382 |
21,784 |
24.6% |
321,694 |
|
Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,074.2 |
13,964.3 |
13,558.7 |
|
R3 |
13,870.2 |
13,760.3 |
13,502.6 |
|
R2 |
13,666.2 |
13,666.2 |
13,483.9 |
|
R1 |
13,556.3 |
13,556.3 |
13,465.2 |
13,509.3 |
PP |
13,462.2 |
13,462.2 |
13,462.2 |
13,438.6 |
S1 |
13,352.3 |
13,352.3 |
13,427.8 |
13,305.3 |
S2 |
13,258.2 |
13,258.2 |
13,409.1 |
|
S3 |
13,054.2 |
13,148.3 |
13,390.4 |
|
S4 |
12,850.2 |
12,944.3 |
13,334.3 |
|
|
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 |
13,192.0 |
404.0 |
3.0% |
145.1 |
1.1% |
63% |
False |
False |
85,518 |
10 |
13,596.0 |
13,125.0 |
471.0 |
3.5% |
148.5 |
1.1% |
68% |
False |
False |
80,308 |
20 |
13,596.0 |
12,731.0 |
865.0 |
6.4% |
140.2 |
1.0% |
83% |
False |
False |
74,067 |
40 |
13,596.0 |
12,731.0 |
865.0 |
6.4% |
144.4 |
1.1% |
83% |
False |
False |
53,940 |
60 |
13,596.0 |
12,731.0 |
865.0 |
6.4% |
140.7 |
1.0% |
83% |
False |
False |
36,252 |
80 |
13,596.0 |
12,613.0 |
983.0 |
7.3% |
122.8 |
0.9% |
85% |
False |
False |
27,235 |
100 |
13,596.0 |
11,980.0 |
1,616.0 |
12.0% |
108.1 |
0.8% |
91% |
False |
False |
21,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,439.0 |
2.618 |
14,106.1 |
1.618 |
13,902.1 |
1.000 |
13,776.0 |
0.618 |
13,698.1 |
HIGH |
13,572.0 |
0.618 |
13,494.1 |
0.500 |
13,470.0 |
0.382 |
13,445.9 |
LOW |
13,368.0 |
0.618 |
13,241.9 |
1.000 |
13,164.0 |
1.618 |
13,037.9 |
2.618 |
12,833.9 |
4.250 |
12,501.0 |
|
|
Fisher Pivots for day following 24-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,470.0 |
13,482.0 |
PP |
13,462.2 |
13,470.2 |
S1 |
13,454.3 |
13,458.3 |
|