Trading Metrics calculated at close of trading on 26-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
6,933.50 |
6,938.00 |
4.50 |
0.1% |
6,830.75 |
High |
6,987.25 |
7,034.50 |
47.25 |
0.7% |
7,034.50 |
Low |
6,902.00 |
6,934.25 |
32.25 |
0.5% |
6,824.25 |
Close |
6,931.50 |
7,030.25 |
98.75 |
1.4% |
7,030.25 |
Range |
85.25 |
100.25 |
15.00 |
17.6% |
210.25 |
ATR |
72.56 |
74.73 |
2.17 |
3.0% |
0.00 |
Volume |
415,464 |
326,274 |
-89,190 |
-21.5% |
1,867,091 |
|
Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,300.50 |
7,265.50 |
7,085.50 |
|
R3 |
7,200.25 |
7,165.25 |
7,057.75 |
|
R2 |
7,100.00 |
7,100.00 |
7,048.75 |
|
R1 |
7,065.00 |
7,065.00 |
7,039.50 |
7,082.50 |
PP |
6,999.75 |
6,999.75 |
6,999.75 |
7,008.50 |
S1 |
6,964.75 |
6,964.75 |
7,021.00 |
6,982.25 |
S2 |
6,899.50 |
6,899.50 |
7,011.75 |
|
S3 |
6,799.25 |
6,864.50 |
7,002.75 |
|
S4 |
6,699.00 |
6,764.25 |
6,975.00 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,593.75 |
7,522.25 |
7,146.00 |
|
R3 |
7,383.50 |
7,312.00 |
7,088.00 |
|
R2 |
7,173.25 |
7,173.25 |
7,068.75 |
|
R1 |
7,101.75 |
7,101.75 |
7,049.50 |
7,137.50 |
PP |
6,963.00 |
6,963.00 |
6,963.00 |
6,981.00 |
S1 |
6,891.50 |
6,891.50 |
7,011.00 |
6,927.25 |
S2 |
6,752.75 |
6,752.75 |
6,991.75 |
|
S3 |
6,542.50 |
6,681.25 |
6,972.50 |
|
S4 |
6,332.25 |
6,471.00 |
6,914.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,034.50 |
6,824.25 |
210.25 |
3.0% |
96.00 |
1.4% |
98% |
True |
False |
373,418 |
10 |
7,034.50 |
6,703.25 |
331.25 |
4.7% |
85.75 |
1.2% |
99% |
True |
False |
366,859 |
20 |
7,034.50 |
6,383.25 |
651.25 |
9.3% |
74.50 |
1.1% |
99% |
True |
False |
299,469 |
40 |
7,034.50 |
6,250.00 |
784.50 |
11.2% |
73.50 |
1.0% |
99% |
True |
False |
231,380 |
60 |
7,034.50 |
6,206.00 |
828.50 |
11.8% |
66.25 |
0.9% |
99% |
True |
False |
154,578 |
80 |
7,034.50 |
5,990.75 |
1,043.75 |
14.8% |
61.25 |
0.9% |
100% |
True |
False |
116,053 |
100 |
7,034.50 |
5,853.25 |
1,181.25 |
16.8% |
59.25 |
0.8% |
100% |
True |
False |
92,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,460.50 |
2.618 |
7,297.00 |
1.618 |
7,196.75 |
1.000 |
7,134.75 |
0.618 |
7,096.50 |
HIGH |
7,034.50 |
0.618 |
6,996.25 |
0.500 |
6,984.50 |
0.382 |
6,972.50 |
LOW |
6,934.25 |
0.618 |
6,872.25 |
1.000 |
6,834.00 |
1.618 |
6,772.00 |
2.618 |
6,671.75 |
4.250 |
6,508.25 |
|
|
Fisher Pivots for day following 26-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
7,015.00 |
7,007.25 |
PP |
6,999.75 |
6,984.25 |
S1 |
6,984.50 |
6,961.50 |
|