Trading Metrics calculated at close of trading on 31-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,599.0 |
1,586.4 |
-12.6 |
-0.8% |
1,593.5 |
High |
1,599.4 |
1,596.7 |
-2.7 |
-0.2% |
1,619.2 |
Low |
1,579.4 |
1,570.8 |
-8.6 |
-0.5% |
1,591.1 |
Close |
1,586.1 |
1,576.1 |
-10.0 |
-0.6% |
1,609.5 |
Range |
20.0 |
25.9 |
5.9 |
29.5% |
28.1 |
ATR |
17.9 |
18.5 |
0.6 |
3.2% |
0.0 |
Volume |
29,676 |
24,509 |
-5,167 |
-17.4% |
94,986 |
|
Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,659.0 |
1,643.5 |
1,590.3 |
|
R3 |
1,633.0 |
1,617.5 |
1,583.3 |
|
R2 |
1,607.0 |
1,607.0 |
1,580.8 |
|
R1 |
1,591.5 |
1,591.5 |
1,578.5 |
1,586.5 |
PP |
1,581.3 |
1,581.3 |
1,581.3 |
1,578.5 |
S1 |
1,565.8 |
1,565.8 |
1,573.8 |
1,560.5 |
S2 |
1,555.3 |
1,555.3 |
1,571.3 |
|
S3 |
1,529.5 |
1,539.8 |
1,569.0 |
|
S4 |
1,503.5 |
1,514.0 |
1,561.8 |
|
|
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 |
1,612.8 |
1,570.8 |
42.0 |
2.7% |
17.8 |
1.1% |
13% |
False |
True |
21,614 |
10 |
1,619.2 |
1,570.8 |
48.4 |
3.1% |
19.3 |
1.2% |
11% |
False |
True |
20,387 |
20 |
1,619.2 |
1,547.1 |
72.1 |
4.6% |
18.5 |
1.2% |
40% |
False |
False |
19,783 |
40 |
1,619.2 |
1,505.3 |
113.9 |
7.2% |
18.0 |
1.1% |
62% |
False |
False |
18,281 |
60 |
1,619.2 |
1,455.0 |
164.2 |
10.4% |
15.0 |
0.9% |
74% |
False |
False |
12,199 |
80 |
1,619.2 |
1,455.0 |
164.2 |
10.4% |
12.0 |
0.8% |
74% |
False |
False |
9,152 |
100 |
1,619.2 |
1,414.9 |
204.3 |
13.0% |
10.3 |
0.7% |
79% |
False |
False |
7,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,706.8 |
2.618 |
1,664.5 |
1.618 |
1,638.5 |
1.000 |
1,622.5 |
0.618 |
1,612.8 |
HIGH |
1,596.8 |
0.618 |
1,586.8 |
0.500 |
1,583.8 |
0.382 |
1,580.8 |
LOW |
1,570.8 |
0.618 |
1,554.8 |
1.000 |
1,545.0 |
1.618 |
1,529.0 |
2.618 |
1,503.0 |
4.250 |
1,460.8 |
|
|
Fisher Pivots for day following 31-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,583.8 |
1,591.8 |
PP |
1,581.3 |
1,586.5 |
S1 |
1,578.8 |
1,581.3 |
|