Trading Metrics calculated at close of trading on 03-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
22,750 |
22,825 |
75 |
0.3% |
22,905 |
High |
22,935 |
23,245 |
310 |
1.4% |
22,990 |
Low |
22,655 |
22,795 |
140 |
0.6% |
22,605 |
Close |
22,855 |
23,200 |
345 |
1.5% |
22,740 |
Range |
280 |
450 |
170 |
60.7% |
385 |
ATR |
259 |
273 |
14 |
5.3% |
0 |
Volume |
5,047 |
8,252 |
3,205 |
63.5% |
20,449 |
|
Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,430 |
24,265 |
23,448 |
|
R3 |
23,980 |
23,815 |
23,324 |
|
R2 |
23,530 |
23,530 |
23,283 |
|
R1 |
23,365 |
23,365 |
23,241 |
23,448 |
PP |
23,080 |
23,080 |
23,080 |
23,121 |
S1 |
22,915 |
22,915 |
23,159 |
22,998 |
S2 |
22,630 |
22,630 |
23,118 |
|
S3 |
22,180 |
22,465 |
23,076 |
|
S4 |
21,730 |
22,015 |
22,953 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,933 |
23,722 |
22,952 |
|
R3 |
23,548 |
23,337 |
22,846 |
|
R2 |
23,163 |
23,163 |
22,811 |
|
R1 |
22,952 |
22,952 |
22,775 |
22,865 |
PP |
22,778 |
22,778 |
22,778 |
22,735 |
S1 |
22,567 |
22,567 |
22,705 |
22,480 |
S2 |
22,393 |
22,393 |
22,670 |
|
S3 |
22,008 |
22,182 |
22,634 |
|
S4 |
21,623 |
21,797 |
22,528 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,245 |
22,605 |
640 |
2.8% |
272 |
1.2% |
93% |
True |
False |
6,274 |
10 |
23,245 |
22,605 |
640 |
2.8% |
215 |
0.9% |
93% |
True |
False |
6,396 |
20 |
23,245 |
22,075 |
1,170 |
5.0% |
257 |
1.1% |
96% |
True |
False |
9,466 |
40 |
23,440 |
21,870 |
1,570 |
6.8% |
329 |
1.4% |
85% |
False |
False |
5,538 |
60 |
23,440 |
20,725 |
2,715 |
11.7% |
288 |
1.2% |
91% |
False |
False |
3,696 |
80 |
23,440 |
19,610 |
3,830 |
16.5% |
242 |
1.0% |
94% |
False |
False |
2,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,158 |
2.618 |
24,423 |
1.618 |
23,973 |
1.000 |
23,695 |
0.618 |
23,523 |
HIGH |
23,245 |
0.618 |
23,073 |
0.500 |
23,020 |
0.382 |
22,967 |
LOW |
22,795 |
0.618 |
22,517 |
1.000 |
22,345 |
1.618 |
22,067 |
2.618 |
21,617 |
4.250 |
20,883 |
|
|
Fisher Pivots for day following 03-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
23,140 |
23,108 |
PP |
23,080 |
23,017 |
S1 |
23,020 |
22,925 |
|