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 |
1,608.8 |
1,599.0 |
-9.8 |
-0.6% |
1,593.5 |
High |
1,612.8 |
1,599.4 |
-13.4 |
-0.8% |
1,619.2 |
Low |
1,597.1 |
1,579.4 |
-17.7 |
-1.1% |
1,591.1 |
Close |
1,597.7 |
1,586.1 |
-11.6 |
-0.7% |
1,609.5 |
Range |
15.7 |
20.0 |
4.3 |
27.4% |
28.1 |
ATR |
17.7 |
17.9 |
0.2 |
0.9% |
0.0 |
Volume |
19,623 |
29,676 |
10,053 |
51.2% |
94,986 |
|
Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,648.3 |
1,637.3 |
1,597.0 |
|
R3 |
1,628.3 |
1,617.3 |
1,591.5 |
|
R2 |
1,608.3 |
1,608.3 |
1,589.8 |
|
R1 |
1,597.3 |
1,597.3 |
1,588.0 |
1,592.8 |
PP |
1,588.3 |
1,588.3 |
1,588.3 |
1,586.0 |
S1 |
1,577.3 |
1,577.3 |
1,584.3 |
1,572.8 |
S2 |
1,568.3 |
1,568.3 |
1,582.5 |
|
S3 |
1,548.3 |
1,557.3 |
1,580.5 |
|
S4 |
1,528.3 |
1,537.3 |
1,575.0 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.0 |
1,678.3 |
1,625.0 |
|
R3 |
1,662.8 |
1,650.3 |
1,617.3 |
|
R2 |
1,634.8 |
1,634.8 |
1,614.8 |
|
R1 |
1,622.0 |
1,622.0 |
1,612.0 |
1,628.5 |
PP |
1,606.5 |
1,606.5 |
1,606.5 |
1,609.8 |
S1 |
1,594.0 |
1,594.0 |
1,607.0 |
1,600.3 |
S2 |
1,578.5 |
1,578.5 |
1,604.3 |
|
S3 |
1,550.5 |
1,566.0 |
1,601.8 |
|
S4 |
1,522.3 |
1,537.8 |
1,594.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,619.2 |
1,579.4 |
39.8 |
2.5% |
17.3 |
1.1% |
17% |
False |
True |
22,599 |
10 |
1,619.2 |
1,572.5 |
46.7 |
2.9% |
18.5 |
1.2% |
29% |
False |
False |
20,035 |
20 |
1,619.2 |
1,533.5 |
85.7 |
5.4% |
18.3 |
1.1% |
61% |
False |
False |
19,638 |
40 |
1,619.2 |
1,501.5 |
117.7 |
7.4% |
18.5 |
1.2% |
72% |
False |
False |
17,670 |
60 |
1,619.2 |
1,455.0 |
164.2 |
10.4% |
14.5 |
0.9% |
80% |
False |
False |
11,791 |
80 |
1,619.2 |
1,455.0 |
164.2 |
10.4% |
11.8 |
0.7% |
80% |
False |
False |
8,845 |
100 |
1,619.2 |
1,401.3 |
217.9 |
13.7% |
10.0 |
0.6% |
85% |
False |
False |
7,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.5 |
2.618 |
1,651.8 |
1.618 |
1,631.8 |
1.000 |
1,619.5 |
0.618 |
1,611.8 |
HIGH |
1,599.5 |
0.618 |
1,591.8 |
0.500 |
1,589.5 |
0.382 |
1,587.0 |
LOW |
1,579.5 |
0.618 |
1,567.0 |
1.000 |
1,559.5 |
1.618 |
1,547.0 |
2.618 |
1,527.0 |
4.250 |
1,494.5 |
|
|
Fisher Pivots for day following 30-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,589.5 |
1,596.0 |
PP |
1,588.3 |
1,592.8 |
S1 |
1,587.3 |
1,589.5 |
|