Trading Metrics calculated at close of trading on 09-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
23,840 |
23,975 |
135 |
0.6% |
22,750 |
High |
23,990 |
24,025 |
35 |
0.1% |
23,850 |
Low |
23,825 |
23,790 |
-35 |
-0.1% |
22,655 |
Close |
23,980 |
23,865 |
-115 |
-0.5% |
23,810 |
Range |
165 |
235 |
70 |
42.4% |
1,195 |
ATR |
288 |
284 |
-4 |
-1.3% |
0 |
Volume |
15,332 |
13,811 |
-1,521 |
-9.9% |
41,311 |
|
Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,598 |
24,467 |
23,994 |
|
R3 |
24,363 |
24,232 |
23,930 |
|
R2 |
24,128 |
24,128 |
23,908 |
|
R1 |
23,997 |
23,997 |
23,887 |
23,945 |
PP |
23,893 |
23,893 |
23,893 |
23,868 |
S1 |
23,762 |
23,762 |
23,844 |
23,710 |
S2 |
23,658 |
23,658 |
23,822 |
|
S3 |
23,423 |
23,527 |
23,801 |
|
S4 |
23,188 |
23,292 |
23,736 |
|
|
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 |
24,025 |
22,795 |
1,230 |
5.2% |
348 |
1.5% |
87% |
True |
False |
13,081 |
10 |
24,025 |
22,605 |
1,420 |
6.0% |
274 |
1.1% |
89% |
True |
False |
9,090 |
20 |
24,025 |
22,480 |
1,545 |
6.5% |
247 |
1.0% |
90% |
True |
False |
9,100 |
40 |
24,025 |
21,870 |
2,155 |
9.0% |
312 |
1.3% |
93% |
True |
False |
6,956 |
60 |
24,025 |
20,980 |
3,045 |
12.8% |
303 |
1.3% |
95% |
True |
False |
4,648 |
80 |
24,025 |
19,710 |
4,315 |
18.1% |
255 |
1.1% |
96% |
True |
False |
3,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,024 |
2.618 |
24,640 |
1.618 |
24,405 |
1.000 |
24,260 |
0.618 |
24,170 |
HIGH |
24,025 |
0.618 |
23,935 |
0.500 |
23,908 |
0.382 |
23,880 |
LOW |
23,790 |
0.618 |
23,645 |
1.000 |
23,555 |
1.618 |
23,410 |
2.618 |
23,175 |
4.250 |
22,791 |
|
|
Fisher Pivots for day following 09-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
23,908 |
23,838 |
PP |
23,893 |
23,812 |
S1 |
23,879 |
23,785 |
|