Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
22,825 |
23,215 |
390 |
1.7% |
22,905 |
High |
23,245 |
23,700 |
455 |
2.0% |
22,990 |
Low |
22,795 |
23,115 |
320 |
1.4% |
22,605 |
Close |
23,200 |
23,670 |
470 |
2.0% |
22,740 |
Range |
450 |
585 |
135 |
30.0% |
385 |
ATR |
273 |
295 |
22 |
8.2% |
0 |
Volume |
8,252 |
16,435 |
8,183 |
99.2% |
20,449 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,250 |
25,045 |
23,992 |
|
R3 |
24,665 |
24,460 |
23,831 |
|
R2 |
24,080 |
24,080 |
23,777 |
|
R1 |
23,875 |
23,875 |
23,724 |
23,978 |
PP |
23,495 |
23,495 |
23,495 |
23,546 |
S1 |
23,290 |
23,290 |
23,617 |
23,393 |
S2 |
22,910 |
22,910 |
23,563 |
|
S3 |
22,325 |
22,705 |
23,509 |
|
S4 |
21,740 |
22,120 |
23,348 |
|
|
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 |
23,700 |
22,605 |
1,095 |
4.6% |
370 |
1.6% |
97% |
True |
False |
8,485 |
10 |
23,700 |
22,605 |
1,095 |
4.6% |
249 |
1.1% |
97% |
True |
False |
7,098 |
20 |
23,700 |
22,075 |
1,625 |
6.9% |
274 |
1.2% |
98% |
True |
False |
9,345 |
40 |
23,700 |
21,870 |
1,830 |
7.7% |
339 |
1.4% |
98% |
True |
False |
5,948 |
60 |
23,700 |
20,725 |
2,975 |
12.6% |
298 |
1.3% |
99% |
True |
False |
3,970 |
80 |
23,700 |
19,710 |
3,990 |
16.9% |
249 |
1.1% |
99% |
True |
False |
2,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,186 |
2.618 |
25,232 |
1.618 |
24,647 |
1.000 |
24,285 |
0.618 |
24,062 |
HIGH |
23,700 |
0.618 |
23,477 |
0.500 |
23,408 |
0.382 |
23,339 |
LOW |
23,115 |
0.618 |
22,754 |
1.000 |
22,530 |
1.618 |
22,169 |
2.618 |
21,584 |
4.250 |
20,629 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
23,583 |
23,506 |
PP |
23,495 |
23,342 |
S1 |
23,408 |
23,178 |
|