Trading Metrics calculated at close of trading on 11-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,318.2 |
1,322.0 |
3.8 |
0.3% |
1,309.9 |
High |
1,333.0 |
1,329.3 |
-3.7 |
-0.3% |
1,331.9 |
Low |
1,313.9 |
1,321.0 |
7.1 |
0.5% |
1,309.3 |
Close |
1,324.1 |
1,327.3 |
3.2 |
0.2% |
1,327.1 |
Range |
19.1 |
8.3 |
-10.8 |
-56.5% |
22.6 |
ATR |
11.9 |
11.6 |
-0.3 |
-2.2% |
0.0 |
Volume |
38,905 |
19,597 |
-19,308 |
-49.6% |
82,891 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.8 |
1,347.3 |
1,331.9 |
|
R3 |
1,342.5 |
1,339.0 |
1,329.6 |
|
R2 |
1,334.2 |
1,334.2 |
1,328.8 |
|
R1 |
1,330.7 |
1,330.7 |
1,328.1 |
1,332.5 |
PP |
1,325.9 |
1,325.9 |
1,325.9 |
1,326.7 |
S1 |
1,322.4 |
1,322.4 |
1,326.5 |
1,324.2 |
S2 |
1,317.6 |
1,317.6 |
1,325.8 |
|
S3 |
1,309.3 |
1,314.1 |
1,325.0 |
|
S4 |
1,301.0 |
1,305.8 |
1,322.7 |
|
|
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 |
1,333.0 |
1,313.9 |
19.1 |
1.4% |
11.2 |
0.8% |
70% |
False |
False |
30,547 |
10 |
1,333.0 |
1,295.2 |
37.8 |
2.8% |
12.6 |
0.9% |
85% |
False |
False |
24,197 |
20 |
1,333.0 |
1,246.7 |
86.3 |
6.5% |
10.9 |
0.8% |
93% |
False |
False |
14,298 |
40 |
1,333.0 |
1,242.7 |
90.3 |
6.8% |
11.5 |
0.9% |
94% |
False |
False |
8,817 |
60 |
1,333.0 |
1,242.7 |
90.3 |
6.8% |
11.3 |
0.8% |
94% |
False |
False |
6,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.6 |
2.618 |
1,351.0 |
1.618 |
1,342.7 |
1.000 |
1,337.6 |
0.618 |
1,334.4 |
HIGH |
1,329.3 |
0.618 |
1,326.1 |
0.500 |
1,325.2 |
0.382 |
1,324.2 |
LOW |
1,321.0 |
0.618 |
1,315.9 |
1.000 |
1,312.7 |
1.618 |
1,307.6 |
2.618 |
1,299.3 |
4.250 |
1,285.7 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,326.6 |
1,326.0 |
PP |
1,325.9 |
1,324.7 |
S1 |
1,325.2 |
1,323.5 |
|