Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
24,796 |
24,884 |
88 |
0.4% |
24,779 |
High |
24,908 |
25,082 |
174 |
0.7% |
24,886 |
Low |
24,768 |
24,878 |
110 |
0.4% |
24,667 |
Close |
24,878 |
25,053 |
175 |
0.7% |
24,735 |
Range |
140 |
204 |
64 |
45.7% |
219 |
ATR |
156 |
159 |
3 |
2.2% |
0 |
Volume |
93,398 |
115,656 |
22,258 |
23.8% |
242,315 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,616 |
25,539 |
25,165 |
|
R3 |
25,412 |
25,335 |
25,109 |
|
R2 |
25,208 |
25,208 |
25,091 |
|
R1 |
25,131 |
25,131 |
25,072 |
25,170 |
PP |
25,004 |
25,004 |
25,004 |
25,024 |
S1 |
24,927 |
24,927 |
25,034 |
24,966 |
S2 |
24,800 |
24,800 |
25,016 |
|
S3 |
24,596 |
24,723 |
24,997 |
|
S4 |
24,392 |
24,519 |
24,941 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,420 |
25,296 |
24,856 |
|
R3 |
25,201 |
25,077 |
24,795 |
|
R2 |
24,982 |
24,982 |
24,775 |
|
R1 |
24,858 |
24,858 |
24,755 |
24,811 |
PP |
24,763 |
24,763 |
24,763 |
24,739 |
S1 |
24,639 |
24,639 |
24,715 |
24,592 |
S2 |
24,544 |
24,544 |
24,695 |
|
S3 |
24,325 |
24,420 |
24,675 |
|
S4 |
24,106 |
24,201 |
24,615 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,082 |
24,667 |
415 |
1.7% |
152 |
0.6% |
93% |
True |
False |
89,585 |
10 |
25,082 |
24,667 |
415 |
1.7% |
135 |
0.5% |
93% |
True |
False |
83,435 |
20 |
25,082 |
24,086 |
996 |
4.0% |
149 |
0.6% |
97% |
True |
False |
92,952 |
40 |
25,082 |
23,201 |
1,881 |
7.5% |
174 |
0.7% |
98% |
True |
False |
47,130 |
60 |
25,082 |
22,716 |
2,366 |
9.4% |
153 |
0.6% |
99% |
True |
False |
31,462 |
80 |
25,082 |
22,000 |
3,082 |
12.3% |
136 |
0.5% |
99% |
True |
False |
23,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,949 |
2.618 |
25,616 |
1.618 |
25,412 |
1.000 |
25,286 |
0.618 |
25,208 |
HIGH |
25,082 |
0.618 |
25,004 |
0.500 |
24,980 |
0.382 |
24,956 |
LOW |
24,878 |
0.618 |
24,752 |
1.000 |
24,674 |
1.618 |
24,548 |
2.618 |
24,344 |
4.250 |
24,011 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
25,029 |
25,002 |
PP |
25,004 |
24,950 |
S1 |
24,980 |
24,899 |
|