Trading Metrics calculated at close of trading on 09-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,325.6 |
1,326.1 |
0.5 |
0.0% |
1,309.9 |
High |
1,327.8 |
1,326.2 |
-1.6 |
-0.1% |
1,331.9 |
Low |
1,320.7 |
1,314.4 |
-6.3 |
-0.5% |
1,309.3 |
Close |
1,325.2 |
1,318.5 |
-6.7 |
-0.5% |
1,327.1 |
Range |
7.1 |
11.8 |
4.7 |
66.2% |
22.6 |
ATR |
11.3 |
11.3 |
0.0 |
0.3% |
0.0 |
Volume |
31,680 |
48,108 |
16,428 |
51.9% |
82,891 |
|
Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.1 |
1,348.6 |
1,325.0 |
|
R3 |
1,343.3 |
1,336.8 |
1,321.7 |
|
R2 |
1,331.5 |
1,331.5 |
1,320.7 |
|
R1 |
1,325.0 |
1,325.0 |
1,319.6 |
1,322.4 |
PP |
1,319.7 |
1,319.7 |
1,319.7 |
1,318.4 |
S1 |
1,313.2 |
1,313.2 |
1,317.4 |
1,310.6 |
S2 |
1,307.9 |
1,307.9 |
1,316.3 |
|
S3 |
1,296.1 |
1,301.4 |
1,315.3 |
|
S4 |
1,284.3 |
1,289.6 |
1,312.0 |
|
|
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 |
1,312.0 |
19.9 |
1.5% |
12.4 |
0.9% |
33% |
False |
False |
28,867 |
10 |
1,331.9 |
1,282.5 |
49.4 |
3.7% |
11.6 |
0.9% |
73% |
False |
False |
19,019 |
20 |
1,331.9 |
1,242.7 |
89.2 |
6.8% |
10.4 |
0.8% |
85% |
False |
False |
11,720 |
40 |
1,331.9 |
1,242.7 |
89.2 |
6.8% |
11.3 |
0.9% |
85% |
False |
False |
7,544 |
60 |
1,331.9 |
1,242.7 |
89.2 |
6.8% |
11.3 |
0.9% |
85% |
False |
False |
5,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.4 |
2.618 |
1,357.1 |
1.618 |
1,345.3 |
1.000 |
1,338.0 |
0.618 |
1,333.5 |
HIGH |
1,326.2 |
0.618 |
1,321.7 |
0.500 |
1,320.3 |
0.382 |
1,318.9 |
LOW |
1,314.4 |
0.618 |
1,307.1 |
1.000 |
1,302.6 |
1.618 |
1,295.3 |
2.618 |
1,283.5 |
4.250 |
1,264.3 |
|
|
Fisher Pivots for day following 09-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,320.3 |
1,321.9 |
PP |
1,319.7 |
1,320.7 |
S1 |
1,319.1 |
1,319.6 |
|