Trading Metrics calculated at close of trading on 05-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,319.5 |
1,328.7 |
9.2 |
0.7% |
1,309.9 |
High |
1,331.9 |
1,329.3 |
-2.6 |
-0.2% |
1,331.9 |
Low |
1,312.0 |
1,319.6 |
7.6 |
0.6% |
1,309.3 |
Close |
1,326.4 |
1,327.1 |
0.7 |
0.1% |
1,327.1 |
Range |
19.9 |
9.7 |
-10.2 |
-51.3% |
22.6 |
ATR |
11.8 |
11.6 |
-0.1 |
-1.3% |
0.0 |
Volume |
29,629 |
14,446 |
-15,183 |
-51.2% |
82,891 |
|
Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.4 |
1,350.5 |
1,332.4 |
|
R3 |
1,344.7 |
1,340.8 |
1,329.8 |
|
R2 |
1,335.0 |
1,335.0 |
1,328.9 |
|
R1 |
1,331.1 |
1,331.1 |
1,328.0 |
1,328.2 |
PP |
1,325.3 |
1,325.3 |
1,325.3 |
1,323.9 |
S1 |
1,321.4 |
1,321.4 |
1,326.2 |
1,318.5 |
S2 |
1,315.6 |
1,315.6 |
1,325.3 |
|
S3 |
1,305.9 |
1,311.7 |
1,324.4 |
|
S4 |
1,296.2 |
1,302.0 |
1,321.8 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.6 |
1,381.4 |
1,339.5 |
|
R3 |
1,368.0 |
1,358.8 |
1,333.3 |
|
R2 |
1,345.4 |
1,345.4 |
1,331.2 |
|
R1 |
1,336.2 |
1,336.2 |
1,329.2 |
1,340.8 |
PP |
1,322.8 |
1,322.8 |
1,322.8 |
1,325.1 |
S1 |
1,313.6 |
1,313.6 |
1,325.0 |
1,318.2 |
S2 |
1,300.2 |
1,300.2 |
1,323.0 |
|
S3 |
1,277.6 |
1,291.0 |
1,320.9 |
|
S4 |
1,255.0 |
1,268.4 |
1,314.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,331.9 |
1,300.9 |
31.0 |
2.3% |
14.5 |
1.1% |
85% |
False |
False |
19,411 |
10 |
1,331.9 |
1,271.5 |
60.4 |
4.6% |
11.4 |
0.9% |
92% |
False |
False |
12,367 |
20 |
1,331.9 |
1,242.7 |
89.2 |
6.7% |
11.0 |
0.8% |
95% |
False |
False |
8,137 |
40 |
1,331.9 |
1,242.7 |
89.2 |
6.7% |
11.3 |
0.9% |
95% |
False |
False |
5,764 |
60 |
1,331.9 |
1,242.7 |
89.2 |
6.7% |
11.2 |
0.8% |
95% |
False |
False |
4,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.5 |
2.618 |
1,354.7 |
1.618 |
1,345.0 |
1.000 |
1,339.0 |
0.618 |
1,335.3 |
HIGH |
1,329.3 |
0.618 |
1,325.6 |
0.500 |
1,324.5 |
0.382 |
1,323.3 |
LOW |
1,319.6 |
0.618 |
1,313.6 |
1.000 |
1,309.9 |
1.618 |
1,303.9 |
2.618 |
1,294.2 |
4.250 |
1,278.4 |
|
|
Fisher Pivots for day following 05-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,326.2 |
1,325.4 |
PP |
1,325.3 |
1,323.7 |
S1 |
1,324.5 |
1,322.0 |
|