Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
23,800 |
23,845 |
45 |
0.2% |
23,840 |
High |
23,870 |
24,015 |
145 |
0.6% |
24,025 |
Low |
23,595 |
23,660 |
65 |
0.3% |
23,580 |
Close |
23,855 |
23,750 |
-105 |
-0.4% |
23,855 |
Range |
275 |
355 |
80 |
29.1% |
445 |
ATR |
280 |
285 |
5 |
1.9% |
0 |
Volume |
14,093 |
26,762 |
12,669 |
89.9% |
72,773 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,873 |
24,667 |
23,945 |
|
R3 |
24,518 |
24,312 |
23,848 |
|
R2 |
24,163 |
24,163 |
23,815 |
|
R1 |
23,957 |
23,957 |
23,783 |
23,883 |
PP |
23,808 |
23,808 |
23,808 |
23,771 |
S1 |
23,602 |
23,602 |
23,718 |
23,528 |
S2 |
23,453 |
23,453 |
23,685 |
|
S3 |
23,098 |
23,247 |
23,653 |
|
S4 |
22,743 |
22,892 |
23,555 |
|
|
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% |
276 |
1.2% |
38% |
False |
False |
16,840 |
10 |
24,025 |
22,655 |
1,370 |
5.8% |
317 |
1.3% |
80% |
False |
False |
14,084 |
20 |
24,025 |
22,480 |
1,545 |
6.5% |
258 |
1.1% |
82% |
False |
False |
10,694 |
40 |
24,025 |
22,025 |
2,000 |
8.4% |
302 |
1.3% |
86% |
False |
False |
8,709 |
60 |
24,025 |
21,250 |
2,775 |
11.7% |
312 |
1.3% |
90% |
False |
False |
5,821 |
80 |
24,025 |
20,180 |
3,845 |
16.2% |
263 |
1.1% |
93% |
False |
False |
4,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,524 |
2.618 |
24,945 |
1.618 |
24,590 |
1.000 |
24,370 |
0.618 |
24,235 |
HIGH |
24,015 |
0.618 |
23,880 |
0.500 |
23,838 |
0.382 |
23,796 |
LOW |
23,660 |
0.618 |
23,441 |
1.000 |
23,305 |
1.618 |
23,086 |
2.618 |
22,731 |
4.250 |
22,151 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
23,838 |
23,805 |
PP |
23,808 |
23,787 |
S1 |
23,779 |
23,768 |
|