Trading Metrics calculated at close of trading on 08-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
23,680 |
23,840 |
160 |
0.7% |
22,750 |
High |
23,850 |
23,990 |
140 |
0.6% |
23,850 |
Low |
23,545 |
23,825 |
280 |
1.2% |
22,655 |
Close |
23,810 |
23,980 |
170 |
0.7% |
23,810 |
Range |
305 |
165 |
-140 |
-45.9% |
1,195 |
ATR |
296 |
288 |
-8 |
-2.8% |
0 |
Volume |
11,577 |
15,332 |
3,755 |
32.4% |
41,311 |
|
Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,427 |
24,368 |
24,071 |
|
R3 |
24,262 |
24,203 |
24,026 |
|
R2 |
24,097 |
24,097 |
24,010 |
|
R1 |
24,038 |
24,038 |
23,995 |
24,068 |
PP |
23,932 |
23,932 |
23,932 |
23,946 |
S1 |
23,873 |
23,873 |
23,965 |
23,903 |
S2 |
23,767 |
23,767 |
23,950 |
|
S3 |
23,602 |
23,708 |
23,935 |
|
S4 |
23,437 |
23,543 |
23,889 |
|
|
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 |
23,990 |
22,655 |
1,335 |
5.6% |
357 |
1.5% |
99% |
True |
False |
11,328 |
10 |
23,990 |
22,605 |
1,385 |
5.8% |
261 |
1.1% |
99% |
True |
False |
8,153 |
20 |
23,990 |
22,480 |
1,510 |
6.3% |
253 |
1.1% |
99% |
True |
False |
9,047 |
40 |
23,990 |
21,870 |
2,120 |
8.8% |
333 |
1.4% |
100% |
True |
False |
6,616 |
60 |
23,990 |
20,970 |
3,020 |
12.6% |
301 |
1.3% |
100% |
True |
False |
4,418 |
80 |
23,990 |
19,710 |
4,280 |
17.8% |
253 |
1.1% |
100% |
True |
False |
3,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,691 |
2.618 |
24,422 |
1.618 |
24,257 |
1.000 |
24,155 |
0.618 |
24,092 |
HIGH |
23,990 |
0.618 |
23,927 |
0.500 |
23,908 |
0.382 |
23,888 |
LOW |
23,825 |
0.618 |
23,723 |
1.000 |
23,660 |
1.618 |
23,558 |
2.618 |
23,393 |
4.250 |
23,124 |
|
|
Fisher Pivots for day following 08-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
23,956 |
23,838 |
PP |
23,932 |
23,695 |
S1 |
23,908 |
23,553 |
|