Trading Metrics calculated at close of trading on 17-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,342.0 |
1,344.4 |
2.4 |
0.2% |
1,325.6 |
High |
1,349.7 |
1,349.2 |
-0.5 |
0.0% |
1,344.8 |
Low |
1,337.0 |
1,331.3 |
-5.7 |
-0.4% |
1,313.9 |
Close |
1,342.0 |
1,344.0 |
2.0 |
0.1% |
1,339.8 |
Range |
12.7 |
17.9 |
5.2 |
40.9% |
30.9 |
ATR |
12.2 |
12.6 |
0.4 |
3.4% |
0.0 |
Volume |
39,940 |
59,485 |
19,545 |
48.9% |
174,303 |
|
Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.2 |
1,387.5 |
1,353.8 |
|
R3 |
1,377.3 |
1,369.6 |
1,348.9 |
|
R2 |
1,359.4 |
1,359.4 |
1,347.3 |
|
R1 |
1,351.7 |
1,351.7 |
1,345.6 |
1,346.6 |
PP |
1,341.5 |
1,341.5 |
1,341.5 |
1,339.0 |
S1 |
1,333.8 |
1,333.8 |
1,342.4 |
1,328.7 |
S2 |
1,323.6 |
1,323.6 |
1,340.7 |
|
S3 |
1,305.7 |
1,315.9 |
1,339.1 |
|
S4 |
1,287.8 |
1,298.0 |
1,334.2 |
|
|
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% |
15.4 |
1.1% |
84% |
False |
False |
38,788 |
10 |
1,349.7 |
1,312.0 |
37.7 |
2.8% |
13.9 |
1.0% |
85% |
False |
False |
33,827 |
20 |
1,349.7 |
1,260.5 |
89.2 |
6.6% |
11.6 |
0.9% |
94% |
False |
False |
20,297 |
40 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
12.0 |
0.9% |
95% |
False |
False |
12,056 |
60 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.5 |
0.9% |
95% |
False |
False |
8,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.3 |
2.618 |
1,396.1 |
1.618 |
1,378.2 |
1.000 |
1,367.1 |
0.618 |
1,360.3 |
HIGH |
1,349.2 |
0.618 |
1,342.4 |
0.500 |
1,340.3 |
0.382 |
1,338.1 |
LOW |
1,331.3 |
0.618 |
1,320.2 |
1.000 |
1,313.4 |
1.618 |
1,302.3 |
2.618 |
1,284.4 |
4.250 |
1,255.2 |
|
|
Fisher Pivots for day following 17-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,342.8 |
1,342.0 |
PP |
1,341.5 |
1,339.9 |
S1 |
1,340.3 |
1,337.9 |
|