Trading Metrics calculated at close of trading on 08-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,328.7 |
1,325.6 |
-3.1 |
-0.2% |
1,309.9 |
High |
1,329.3 |
1,327.8 |
-1.5 |
-0.1% |
1,331.9 |
Low |
1,319.6 |
1,320.7 |
1.1 |
0.1% |
1,309.3 |
Close |
1,327.1 |
1,325.2 |
-1.9 |
-0.1% |
1,327.1 |
Range |
9.7 |
7.1 |
-2.6 |
-26.8% |
22.6 |
ATR |
11.6 |
11.3 |
-0.3 |
-2.8% |
0.0 |
Volume |
14,446 |
31,680 |
17,234 |
119.3% |
82,891 |
|
Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.9 |
1,342.6 |
1,329.1 |
|
R3 |
1,338.8 |
1,335.5 |
1,327.2 |
|
R2 |
1,331.7 |
1,331.7 |
1,326.5 |
|
R1 |
1,328.4 |
1,328.4 |
1,325.9 |
1,326.5 |
PP |
1,324.6 |
1,324.6 |
1,324.6 |
1,323.6 |
S1 |
1,321.3 |
1,321.3 |
1,324.5 |
1,319.4 |
S2 |
1,317.5 |
1,317.5 |
1,323.9 |
|
S3 |
1,310.4 |
1,314.2 |
1,323.2 |
|
S4 |
1,303.3 |
1,307.1 |
1,321.3 |
|
|
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 |
1,309.3 |
22.6 |
1.7% |
13.2 |
1.0% |
70% |
False |
False |
22,914 |
10 |
1,331.9 |
1,273.4 |
58.5 |
4.4% |
11.6 |
0.9% |
89% |
False |
False |
14,919 |
20 |
1,331.9 |
1,242.7 |
89.2 |
6.7% |
10.3 |
0.8% |
92% |
False |
False |
9,496 |
40 |
1,331.9 |
1,242.7 |
89.2 |
6.7% |
11.2 |
0.8% |
92% |
False |
False |
6,457 |
60 |
1,331.9 |
1,242.7 |
89.2 |
6.7% |
11.2 |
0.8% |
92% |
False |
False |
4,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.0 |
2.618 |
1,346.4 |
1.618 |
1,339.3 |
1.000 |
1,334.9 |
0.618 |
1,332.2 |
HIGH |
1,327.8 |
0.618 |
1,325.1 |
0.500 |
1,324.3 |
0.382 |
1,323.4 |
LOW |
1,320.7 |
0.618 |
1,316.3 |
1.000 |
1,313.6 |
1.618 |
1,309.2 |
2.618 |
1,302.1 |
4.250 |
1,290.5 |
|
|
Fisher Pivots for day following 08-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,324.9 |
1,324.1 |
PP |
1,324.6 |
1,323.0 |
S1 |
1,324.3 |
1,322.0 |
|