Trading Metrics calculated at close of trading on 05-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
23,215 |
23,680 |
465 |
2.0% |
22,750 |
High |
23,700 |
23,850 |
150 |
0.6% |
23,850 |
Low |
23,115 |
23,545 |
430 |
1.9% |
22,655 |
Close |
23,670 |
23,810 |
140 |
0.6% |
23,810 |
Range |
585 |
305 |
-280 |
-47.9% |
1,195 |
ATR |
295 |
296 |
1 |
0.2% |
0 |
Volume |
16,435 |
11,577 |
-4,858 |
-29.6% |
41,311 |
|
Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,650 |
24,535 |
23,978 |
|
R3 |
24,345 |
24,230 |
23,894 |
|
R2 |
24,040 |
24,040 |
23,866 |
|
R1 |
23,925 |
23,925 |
23,838 |
23,983 |
PP |
23,735 |
23,735 |
23,735 |
23,764 |
S1 |
23,620 |
23,620 |
23,782 |
23,678 |
S2 |
23,430 |
23,430 |
23,754 |
|
S3 |
23,125 |
23,315 |
23,726 |
|
S4 |
22,820 |
23,010 |
23,642 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,023 |
26,612 |
24,467 |
|
R3 |
25,828 |
25,417 |
24,139 |
|
R2 |
24,633 |
24,633 |
24,029 |
|
R1 |
24,222 |
24,222 |
23,920 |
24,428 |
PP |
23,438 |
23,438 |
23,438 |
23,541 |
S1 |
23,027 |
23,027 |
23,701 |
23,233 |
S2 |
22,243 |
22,243 |
23,591 |
|
S3 |
21,048 |
21,832 |
23,482 |
|
S4 |
19,853 |
20,637 |
23,153 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,850 |
22,605 |
1,245 |
5.2% |
386 |
1.6% |
97% |
True |
False |
9,534 |
10 |
23,850 |
22,605 |
1,245 |
5.2% |
267 |
1.1% |
97% |
True |
False |
7,372 |
20 |
23,850 |
22,255 |
1,595 |
6.7% |
266 |
1.1% |
97% |
True |
False |
9,096 |
40 |
23,850 |
21,870 |
1,980 |
8.3% |
335 |
1.4% |
98% |
True |
False |
6,235 |
60 |
23,850 |
20,840 |
3,010 |
12.6% |
301 |
1.3% |
99% |
True |
False |
4,163 |
80 |
23,850 |
19,710 |
4,140 |
17.4% |
252 |
1.1% |
99% |
True |
False |
3,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,146 |
2.618 |
24,649 |
1.618 |
24,344 |
1.000 |
24,155 |
0.618 |
24,039 |
HIGH |
23,850 |
0.618 |
23,734 |
0.500 |
23,698 |
0.382 |
23,662 |
LOW |
23,545 |
0.618 |
23,357 |
1.000 |
23,240 |
1.618 |
23,052 |
2.618 |
22,747 |
4.250 |
22,249 |
|
|
Fisher Pivots for day following 05-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
23,773 |
23,648 |
PP |
23,735 |
23,485 |
S1 |
23,698 |
23,323 |
|