Trading Metrics calculated at close of trading on 30-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
13,365.5 |
13,233.0 |
-132.5 |
-1.0% |
13,452.5 |
High |
13,370.5 |
13,307.5 |
-63.0 |
-0.5% |
13,596.0 |
Low |
13,267.0 |
13,166.5 |
-100.5 |
-0.8% |
13,214.0 |
Close |
13,317.0 |
13,198.0 |
-119.0 |
-0.9% |
13,329.5 |
Range |
103.5 |
141.0 |
37.5 |
36.2% |
382.0 |
ATR |
154.3 |
154.1 |
-0.3 |
-0.2% |
0.0 |
Volume |
90,420 |
78,334 |
-12,086 |
-13.4% |
410,480 |
|
Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,647.0 |
13,563.5 |
13,275.6 |
|
R3 |
13,506.0 |
13,422.5 |
13,236.8 |
|
R2 |
13,365.0 |
13,365.0 |
13,223.9 |
|
R1 |
13,281.5 |
13,281.5 |
13,210.9 |
13,252.8 |
PP |
13,224.0 |
13,224.0 |
13,224.0 |
13,209.6 |
S1 |
13,140.5 |
13,140.5 |
13,185.1 |
13,111.8 |
S2 |
13,083.0 |
13,083.0 |
13,172.2 |
|
S3 |
12,942.0 |
12,999.5 |
13,159.2 |
|
S4 |
12,801.0 |
12,858.5 |
13,120.5 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,525.8 |
14,309.7 |
13,539.6 |
|
R3 |
14,143.8 |
13,927.7 |
13,434.6 |
|
R2 |
13,761.8 |
13,761.8 |
13,399.5 |
|
R1 |
13,545.7 |
13,545.7 |
13,364.5 |
13,462.8 |
PP |
13,379.8 |
13,379.8 |
13,379.8 |
13,338.4 |
S1 |
13,163.7 |
13,163.7 |
13,294.5 |
13,080.8 |
S2 |
12,997.8 |
12,997.8 |
13,259.5 |
|
S3 |
12,615.8 |
12,781.7 |
13,224.5 |
|
S4 |
12,233.8 |
12,399.7 |
13,119.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,572.0 |
13,166.5 |
405.5 |
3.1% |
160.7 |
1.2% |
8% |
False |
True |
82,580 |
10 |
13,596.0 |
13,127.5 |
468.5 |
3.5% |
144.9 |
1.1% |
15% |
False |
False |
81,292 |
20 |
13,596.0 |
12,731.0 |
865.0 |
6.6% |
147.2 |
1.1% |
54% |
False |
False |
77,580 |
40 |
13,596.0 |
12,731.0 |
865.0 |
6.6% |
144.0 |
1.1% |
54% |
False |
False |
61,233 |
60 |
13,596.0 |
12,731.0 |
865.0 |
6.6% |
142.5 |
1.1% |
54% |
False |
False |
41,282 |
80 |
13,596.0 |
12,731.0 |
865.0 |
6.6% |
127.3 |
1.0% |
54% |
False |
False |
31,011 |
100 |
13,596.0 |
12,094.0 |
1,502.0 |
11.4% |
112.9 |
0.9% |
74% |
False |
False |
24,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,906.8 |
2.618 |
13,676.6 |
1.618 |
13,535.6 |
1.000 |
13,448.5 |
0.618 |
13,394.6 |
HIGH |
13,307.5 |
0.618 |
13,253.6 |
0.500 |
13,237.0 |
0.382 |
13,220.4 |
LOW |
13,166.5 |
0.618 |
13,079.4 |
1.000 |
13,025.5 |
1.618 |
12,938.4 |
2.618 |
12,797.4 |
4.250 |
12,567.3 |
|
|
Fisher Pivots for day following 30-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
13,237.0 |
13,275.8 |
PP |
13,224.0 |
13,249.8 |
S1 |
13,211.0 |
13,223.9 |
|