Trading Metrics calculated at close of trading on 30-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
23,765 |
23,570 |
-195 |
-0.8% |
23,830 |
High |
23,800 |
23,610 |
-190 |
-0.8% |
24,200 |
Low |
23,490 |
23,115 |
-375 |
-1.6% |
23,465 |
Close |
23,555 |
23,215 |
-340 |
-1.4% |
23,745 |
Range |
310 |
495 |
185 |
59.7% |
735 |
ATR |
306 |
320 |
13 |
4.4% |
0 |
Volume |
17,138 |
26,302 |
9,164 |
53.5% |
84,454 |
|
Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,798 |
24,502 |
23,487 |
|
R3 |
24,303 |
24,007 |
23,351 |
|
R2 |
23,808 |
23,808 |
23,306 |
|
R1 |
23,512 |
23,512 |
23,261 |
23,413 |
PP |
23,313 |
23,313 |
23,313 |
23,264 |
S1 |
23,017 |
23,017 |
23,170 |
22,918 |
S2 |
22,818 |
22,818 |
23,124 |
|
S3 |
22,323 |
22,522 |
23,079 |
|
S4 |
21,828 |
22,027 |
22,943 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,008 |
25,612 |
24,149 |
|
R3 |
25,273 |
24,877 |
23,947 |
|
R2 |
24,538 |
24,538 |
23,880 |
|
R1 |
24,142 |
24,142 |
23,813 |
23,973 |
PP |
23,803 |
23,803 |
23,803 |
23,719 |
S1 |
23,407 |
23,407 |
23,678 |
23,238 |
S2 |
23,068 |
23,068 |
23,610 |
|
S3 |
22,333 |
22,672 |
23,543 |
|
S4 |
21,598 |
21,937 |
23,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,075 |
23,115 |
960 |
4.1% |
376 |
1.6% |
10% |
False |
True |
20,358 |
10 |
24,200 |
23,115 |
1,085 |
4.7% |
350 |
1.5% |
9% |
False |
True |
17,603 |
20 |
24,200 |
22,655 |
1,545 |
6.7% |
333 |
1.4% |
36% |
False |
False |
15,843 |
40 |
24,200 |
22,075 |
2,125 |
9.2% |
303 |
1.3% |
54% |
False |
False |
13,064 |
60 |
24,200 |
21,870 |
2,330 |
10.0% |
324 |
1.4% |
58% |
False |
False |
8,753 |
80 |
24,200 |
20,650 |
3,550 |
15.3% |
292 |
1.3% |
72% |
False |
False |
6,567 |
100 |
24,200 |
19,190 |
5,010 |
21.6% |
254 |
1.1% |
80% |
False |
False |
5,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,714 |
2.618 |
24,906 |
1.618 |
24,411 |
1.000 |
24,105 |
0.618 |
23,916 |
HIGH |
23,610 |
0.618 |
23,421 |
0.500 |
23,363 |
0.382 |
23,304 |
LOW |
23,115 |
0.618 |
22,809 |
1.000 |
22,620 |
1.618 |
22,314 |
2.618 |
21,819 |
4.250 |
21,011 |
|
|
Fisher Pivots for day following 30-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
23,363 |
23,458 |
PP |
23,313 |
23,377 |
S1 |
23,264 |
23,296 |
|