Trading Metrics calculated at close of trading on 26-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
2,840.00 |
2,842.25 |
2.25 |
0.1% |
2,804.00 |
High |
2,853.75 |
2,876.00 |
22.25 |
0.8% |
2,876.00 |
Low |
2,830.75 |
2,841.25 |
10.50 |
0.4% |
2,802.00 |
Close |
2,841.25 |
2,874.50 |
33.25 |
1.2% |
2,874.50 |
Range |
23.00 |
34.75 |
11.75 |
51.1% |
74.00 |
ATR |
21.62 |
22.56 |
0.94 |
4.3% |
0.00 |
Volume |
1,439,217 |
1,286,287 |
-152,930 |
-10.6% |
7,072,359 |
|
Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,968.25 |
2,956.00 |
2,893.50 |
|
R3 |
2,933.50 |
2,921.25 |
2,884.00 |
|
R2 |
2,898.75 |
2,898.75 |
2,880.75 |
|
R1 |
2,886.50 |
2,886.50 |
2,877.75 |
2,892.50 |
PP |
2,864.00 |
2,864.00 |
2,864.00 |
2,867.00 |
S1 |
2,851.75 |
2,851.75 |
2,871.25 |
2,858.00 |
S2 |
2,829.25 |
2,829.25 |
2,868.25 |
|
S3 |
2,794.50 |
2,817.00 |
2,865.00 |
|
S4 |
2,759.75 |
2,782.25 |
2,855.50 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,072.75 |
3,047.75 |
2,915.25 |
|
R3 |
2,998.75 |
2,973.75 |
2,894.75 |
|
R2 |
2,924.75 |
2,924.75 |
2,888.00 |
|
R1 |
2,899.75 |
2,899.75 |
2,881.25 |
2,912.25 |
PP |
2,850.75 |
2,850.75 |
2,850.75 |
2,857.00 |
S1 |
2,825.75 |
2,825.75 |
2,867.75 |
2,838.25 |
S2 |
2,776.75 |
2,776.75 |
2,861.00 |
|
S3 |
2,702.75 |
2,751.75 |
2,854.25 |
|
S4 |
2,628.75 |
2,677.75 |
2,833.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,876.00 |
2,802.00 |
74.00 |
2.6% |
28.00 |
1.0% |
98% |
True |
False |
1,414,471 |
10 |
2,876.00 |
2,766.75 |
109.25 |
3.8% |
27.00 |
0.9% |
99% |
True |
False |
1,466,214 |
20 |
2,876.00 |
2,667.75 |
208.25 |
7.2% |
23.00 |
0.8% |
99% |
True |
False |
1,253,979 |
40 |
2,876.00 |
2,606.25 |
269.75 |
9.4% |
20.75 |
0.7% |
99% |
True |
False |
1,027,019 |
60 |
2,876.00 |
2,556.25 |
319.75 |
11.1% |
19.25 |
0.7% |
100% |
True |
False |
687,825 |
80 |
2,876.00 |
2,525.25 |
350.75 |
12.2% |
17.25 |
0.6% |
100% |
True |
False |
516,995 |
100 |
2,876.00 |
2,443.00 |
433.00 |
15.1% |
16.00 |
0.6% |
100% |
True |
False |
413,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,023.75 |
2.618 |
2,967.00 |
1.618 |
2,932.25 |
1.000 |
2,910.75 |
0.618 |
2,897.50 |
HIGH |
2,876.00 |
0.618 |
2,862.75 |
0.500 |
2,858.50 |
0.382 |
2,854.50 |
LOW |
2,841.25 |
0.618 |
2,819.75 |
1.000 |
2,806.50 |
1.618 |
2,785.00 |
2.618 |
2,750.25 |
4.250 |
2,693.50 |
|
|
Fisher Pivots for day following 26-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
2,869.25 |
2,866.50 |
PP |
2,864.00 |
2,858.75 |
S1 |
2,858.50 |
2,850.75 |
|