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 |
1,327.9 |
1,342.0 |
14.1 |
1.1% |
1,325.6 |
High |
1,344.8 |
1,349.7 |
4.9 |
0.4% |
1,344.8 |
Low |
1,326.0 |
1,337.0 |
11.0 |
0.8% |
1,313.9 |
Close |
1,339.8 |
1,342.0 |
2.2 |
0.2% |
1,339.8 |
Range |
18.8 |
12.7 |
-6.1 |
-32.4% |
30.9 |
ATR |
12.1 |
12.2 |
0.0 |
0.3% |
0.0 |
Volume |
36,013 |
39,940 |
3,927 |
10.9% |
174,303 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.0 |
1,374.2 |
1,349.0 |
|
R3 |
1,368.3 |
1,361.5 |
1,345.5 |
|
R2 |
1,355.6 |
1,355.6 |
1,344.3 |
|
R1 |
1,348.8 |
1,348.8 |
1,343.2 |
1,348.4 |
PP |
1,342.9 |
1,342.9 |
1,342.9 |
1,342.7 |
S1 |
1,336.1 |
1,336.1 |
1,340.8 |
1,335.7 |
S2 |
1,330.2 |
1,330.2 |
1,339.7 |
|
S3 |
1,317.5 |
1,323.4 |
1,338.5 |
|
S4 |
1,304.8 |
1,310.7 |
1,335.0 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.5 |
1,413.6 |
1,356.8 |
|
R3 |
1,394.6 |
1,382.7 |
1,348.3 |
|
R2 |
1,363.7 |
1,363.7 |
1,345.5 |
|
R1 |
1,351.8 |
1,351.8 |
1,342.6 |
1,357.8 |
PP |
1,332.8 |
1,332.8 |
1,332.8 |
1,335.8 |
S1 |
1,320.9 |
1,320.9 |
1,337.0 |
1,326.9 |
S2 |
1,301.9 |
1,301.9 |
1,334.1 |
|
S3 |
1,271.0 |
1,290.0 |
1,331.3 |
|
S4 |
1,240.1 |
1,259.1 |
1,322.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.7 |
1,313.9 |
35.8 |
2.7% |
14.1 |
1.1% |
78% |
True |
False |
36,512 |
10 |
1,349.7 |
1,309.3 |
40.4 |
3.0% |
13.7 |
1.0% |
81% |
True |
False |
29,713 |
20 |
1,349.7 |
1,260.5 |
89.2 |
6.6% |
11.2 |
0.8% |
91% |
True |
False |
17,571 |
40 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.7 |
0.9% |
93% |
True |
False |
10,622 |
60 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.4 |
0.8% |
93% |
True |
False |
7,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.7 |
2.618 |
1,382.9 |
1.618 |
1,370.2 |
1.000 |
1,362.4 |
0.618 |
1,357.5 |
HIGH |
1,349.7 |
0.618 |
1,344.8 |
0.500 |
1,343.4 |
0.382 |
1,341.9 |
LOW |
1,337.0 |
0.618 |
1,329.2 |
1.000 |
1,324.3 |
1.618 |
1,316.5 |
2.618 |
1,303.8 |
4.250 |
1,283.0 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,343.4 |
1,339.8 |
PP |
1,342.9 |
1,337.6 |
S1 |
1,342.5 |
1,335.4 |
|