Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
25,539 |
25,813 |
274 |
1.1% |
25,272 |
High |
25,813 |
26,061 |
248 |
1.0% |
25,813 |
Low |
25,531 |
25,682 |
151 |
0.6% |
25,210 |
Close |
25,801 |
25,819 |
18 |
0.1% |
25,801 |
Range |
282 |
379 |
97 |
34.4% |
603 |
ATR |
177 |
191 |
14 |
8.2% |
0 |
Volume |
152,582 |
309,926 |
157,344 |
103.1% |
645,699 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,991 |
26,784 |
26,028 |
|
R3 |
26,612 |
26,405 |
25,923 |
|
R2 |
26,233 |
26,233 |
25,889 |
|
R1 |
26,026 |
26,026 |
25,854 |
26,130 |
PP |
25,854 |
25,854 |
25,854 |
25,906 |
S1 |
25,647 |
25,647 |
25,784 |
25,751 |
S2 |
25,475 |
25,475 |
25,750 |
|
S3 |
25,096 |
25,268 |
25,715 |
|
S4 |
24,717 |
24,889 |
25,611 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,417 |
27,212 |
26,133 |
|
R3 |
26,814 |
26,609 |
25,967 |
|
R2 |
26,211 |
26,211 |
25,912 |
|
R1 |
26,006 |
26,006 |
25,856 |
26,109 |
PP |
25,608 |
25,608 |
25,608 |
25,659 |
S1 |
25,403 |
25,403 |
25,746 |
25,506 |
S2 |
25,005 |
25,005 |
25,691 |
|
S3 |
24,402 |
24,800 |
25,635 |
|
S4 |
23,799 |
24,197 |
25,469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,061 |
25,222 |
839 |
3.2% |
246 |
1.0% |
71% |
True |
False |
169,385 |
10 |
26,061 |
24,716 |
1,345 |
5.2% |
209 |
0.8% |
82% |
True |
False |
137,695 |
20 |
26,061 |
24,536 |
1,525 |
5.9% |
174 |
0.7% |
84% |
True |
False |
112,130 |
40 |
26,061 |
23,236 |
2,825 |
10.9% |
187 |
0.7% |
91% |
True |
False |
73,662 |
60 |
26,061 |
22,941 |
3,120 |
12.1% |
171 |
0.7% |
92% |
True |
False |
49,162 |
80 |
26,061 |
22,148 |
3,913 |
15.2% |
150 |
0.6% |
94% |
True |
False |
36,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,672 |
2.618 |
27,053 |
1.618 |
26,674 |
1.000 |
26,440 |
0.618 |
26,295 |
HIGH |
26,061 |
0.618 |
25,916 |
0.500 |
25,872 |
0.382 |
25,827 |
LOW |
25,682 |
0.618 |
25,448 |
1.000 |
25,303 |
1.618 |
25,069 |
2.618 |
24,690 |
4.250 |
24,071 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
25,872 |
25,778 |
PP |
25,854 |
25,737 |
S1 |
25,837 |
25,696 |
|