Trading Metrics calculated at close of trading on 12-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
23,640 |
23,800 |
160 |
0.7% |
23,840 |
High |
23,835 |
23,870 |
35 |
0.1% |
24,025 |
Low |
23,620 |
23,595 |
-25 |
-0.1% |
23,580 |
Close |
23,810 |
23,855 |
45 |
0.2% |
23,855 |
Range |
215 |
275 |
60 |
27.9% |
445 |
ATR |
280 |
280 |
0 |
-0.1% |
0 |
Volume |
12,529 |
14,093 |
1,564 |
12.5% |
72,773 |
|
Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,598 |
24,502 |
24,006 |
|
R3 |
24,323 |
24,227 |
23,931 |
|
R2 |
24,048 |
24,048 |
23,906 |
|
R1 |
23,952 |
23,952 |
23,880 |
24,000 |
PP |
23,773 |
23,773 |
23,773 |
23,798 |
S1 |
23,677 |
23,677 |
23,830 |
23,725 |
S2 |
23,498 |
23,498 |
23,805 |
|
S3 |
23,223 |
23,402 |
23,780 |
|
S4 |
22,948 |
23,127 |
23,704 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,155 |
24,950 |
24,100 |
|
R3 |
24,710 |
24,505 |
23,978 |
|
R2 |
24,265 |
24,265 |
23,937 |
|
R1 |
24,060 |
24,060 |
23,896 |
24,163 |
PP |
23,820 |
23,820 |
23,820 |
23,871 |
S1 |
23,615 |
23,615 |
23,814 |
23,718 |
S2 |
23,375 |
23,375 |
23,774 |
|
S3 |
22,930 |
23,170 |
23,733 |
|
S4 |
22,485 |
22,725 |
23,610 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,025 |
23,580 |
445 |
1.9% |
238 |
1.0% |
62% |
False |
False |
14,554 |
10 |
24,025 |
22,605 |
1,420 |
6.0% |
312 |
1.3% |
88% |
False |
False |
12,044 |
20 |
24,025 |
22,480 |
1,545 |
6.5% |
253 |
1.1% |
89% |
False |
False |
9,864 |
40 |
24,025 |
21,870 |
2,155 |
9.0% |
304 |
1.3% |
92% |
False |
False |
8,042 |
60 |
24,025 |
21,250 |
2,775 |
11.6% |
308 |
1.3% |
94% |
False |
False |
5,375 |
80 |
24,025 |
20,180 |
3,845 |
16.1% |
261 |
1.1% |
96% |
False |
False |
4,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,039 |
2.618 |
24,590 |
1.618 |
24,315 |
1.000 |
24,145 |
0.618 |
24,040 |
HIGH |
23,870 |
0.618 |
23,765 |
0.500 |
23,733 |
0.382 |
23,700 |
LOW |
23,595 |
0.618 |
23,425 |
1.000 |
23,320 |
1.618 |
23,150 |
2.618 |
22,875 |
4.250 |
22,426 |
|
|
Fisher Pivots for day following 12-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
23,814 |
23,813 |
PP |
23,773 |
23,772 |
S1 |
23,733 |
23,730 |
|