Trading Metrics calculated at close of trading on 18-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,578.2 |
1,590.9 |
12.7 |
0.8% |
1,561.4 |
High |
1,593.3 |
1,592.1 |
-1.2 |
-0.1% |
1,602.0 |
Low |
1,575.8 |
1,574.4 |
-1.4 |
-0.1% |
1,547.1 |
Close |
1,588.9 |
1,575.3 |
-13.6 |
-0.9% |
1,596.1 |
Range |
17.5 |
17.7 |
0.2 |
1.1% |
54.9 |
ATR |
17.6 |
17.6 |
0.0 |
0.0% |
0.0 |
Volume |
20,988 |
17,550 |
-3,438 |
-16.4% |
93,616 |
|
Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.8 |
1,622.3 |
1,585.0 |
|
R3 |
1,616.0 |
1,604.5 |
1,580.3 |
|
R2 |
1,598.3 |
1,598.3 |
1,578.5 |
|
R1 |
1,586.8 |
1,586.8 |
1,577.0 |
1,583.8 |
PP |
1,580.5 |
1,580.5 |
1,580.5 |
1,579.0 |
S1 |
1,569.0 |
1,569.0 |
1,573.8 |
1,566.0 |
S2 |
1,563.0 |
1,563.0 |
1,572.0 |
|
S3 |
1,545.3 |
1,551.5 |
1,570.5 |
|
S4 |
1,527.5 |
1,533.8 |
1,565.5 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.5 |
1,726.3 |
1,626.3 |
|
R3 |
1,691.5 |
1,671.3 |
1,611.3 |
|
R2 |
1,636.8 |
1,636.8 |
1,606.3 |
|
R1 |
1,616.3 |
1,616.3 |
1,601.3 |
1,626.5 |
PP |
1,581.8 |
1,581.8 |
1,581.8 |
1,586.8 |
S1 |
1,561.5 |
1,561.5 |
1,591.0 |
1,571.5 |
S2 |
1,526.8 |
1,526.8 |
1,586.0 |
|
S3 |
1,472.0 |
1,506.5 |
1,581.0 |
|
S4 |
1,417.0 |
1,451.8 |
1,566.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,607.1 |
1,559.1 |
48.0 |
3.0% |
23.8 |
1.5% |
34% |
False |
False |
23,023 |
10 |
1,607.1 |
1,547.1 |
60.0 |
3.8% |
18.5 |
1.2% |
47% |
False |
False |
19,318 |
20 |
1,607.1 |
1,529.7 |
77.4 |
4.9% |
16.3 |
1.0% |
59% |
False |
False |
17,406 |
40 |
1,607.1 |
1,501.5 |
105.6 |
6.7% |
16.5 |
1.1% |
70% |
False |
False |
13,636 |
60 |
1,607.1 |
1,455.0 |
152.1 |
9.7% |
12.8 |
0.8% |
79% |
False |
False |
9,096 |
80 |
1,607.1 |
1,455.0 |
152.1 |
9.7% |
10.5 |
0.7% |
79% |
False |
False |
6,823 |
100 |
1,607.1 |
1,380.5 |
226.6 |
14.4% |
8.5 |
0.5% |
86% |
False |
False |
5,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,667.3 |
2.618 |
1,638.5 |
1.618 |
1,620.8 |
1.000 |
1,609.8 |
0.618 |
1,603.0 |
HIGH |
1,592.0 |
0.618 |
1,585.3 |
0.500 |
1,583.3 |
0.382 |
1,581.3 |
LOW |
1,574.5 |
0.618 |
1,563.5 |
1.000 |
1,556.8 |
1.618 |
1,545.8 |
2.618 |
1,528.0 |
4.250 |
1,499.3 |
|
|
Fisher Pivots for day following 18-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,583.3 |
1,589.0 |
PP |
1,580.5 |
1,584.3 |
S1 |
1,578.0 |
1,579.8 |
|