Trading Metrics calculated at close of trading on 10-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
23,975 |
23,830 |
-145 |
-0.6% |
22,750 |
High |
24,025 |
23,880 |
-145 |
-0.6% |
23,850 |
Low |
23,790 |
23,580 |
-210 |
-0.9% |
22,655 |
Close |
23,865 |
23,640 |
-225 |
-0.9% |
23,810 |
Range |
235 |
300 |
65 |
27.7% |
1,195 |
ATR |
284 |
285 |
1 |
0.4% |
0 |
Volume |
13,811 |
17,008 |
3,197 |
23.1% |
41,311 |
|
Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,600 |
24,420 |
23,805 |
|
R3 |
24,300 |
24,120 |
23,723 |
|
R2 |
24,000 |
24,000 |
23,695 |
|
R1 |
23,820 |
23,820 |
23,668 |
23,760 |
PP |
23,700 |
23,700 |
23,700 |
23,670 |
S1 |
23,520 |
23,520 |
23,613 |
23,460 |
S2 |
23,400 |
23,400 |
23,585 |
|
S3 |
23,100 |
23,220 |
23,558 |
|
S4 |
22,800 |
22,920 |
23,475 |
|
|
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 |
23,115 |
910 |
3.8% |
318 |
1.3% |
58% |
False |
False |
14,832 |
10 |
24,025 |
22,605 |
1,420 |
6.0% |
295 |
1.2% |
73% |
False |
False |
10,553 |
20 |
24,025 |
22,480 |
1,545 |
6.5% |
249 |
1.1% |
75% |
False |
False |
9,551 |
40 |
24,025 |
21,870 |
2,155 |
9.1% |
311 |
1.3% |
82% |
False |
False |
7,380 |
60 |
24,025 |
21,250 |
2,775 |
11.7% |
303 |
1.3% |
86% |
False |
False |
4,932 |
80 |
24,025 |
19,995 |
4,030 |
17.0% |
256 |
1.1% |
90% |
False |
False |
3,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,155 |
2.618 |
24,666 |
1.618 |
24,366 |
1.000 |
24,180 |
0.618 |
24,066 |
HIGH |
23,880 |
0.618 |
23,766 |
0.500 |
23,730 |
0.382 |
23,695 |
LOW |
23,580 |
0.618 |
23,395 |
1.000 |
23,280 |
1.618 |
23,095 |
2.618 |
22,795 |
4.250 |
22,305 |
|
|
Fisher Pivots for day following 10-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
23,730 |
23,803 |
PP |
23,700 |
23,748 |
S1 |
23,670 |
23,694 |
|