Trading Metrics calculated at close of trading on 18-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,344.4 |
1,332.2 |
-12.2 |
-0.9% |
1,325.6 |
High |
1,349.2 |
1,338.0 |
-11.2 |
-0.8% |
1,344.8 |
Low |
1,331.3 |
1,329.1 |
-2.2 |
-0.2% |
1,313.9 |
Close |
1,344.0 |
1,332.0 |
-12.0 |
-0.9% |
1,339.8 |
Range |
17.9 |
8.9 |
-9.0 |
-50.3% |
30.9 |
ATR |
12.6 |
12.8 |
0.2 |
1.3% |
0.0 |
Volume |
59,485 |
21,626 |
-37,859 |
-63.6% |
174,303 |
|
Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.7 |
1,354.8 |
1,336.9 |
|
R3 |
1,350.8 |
1,345.9 |
1,334.4 |
|
R2 |
1,341.9 |
1,341.9 |
1,333.6 |
|
R1 |
1,337.0 |
1,337.0 |
1,332.8 |
1,335.0 |
PP |
1,333.0 |
1,333.0 |
1,333.0 |
1,332.1 |
S1 |
1,328.1 |
1,328.1 |
1,331.2 |
1,326.1 |
S2 |
1,324.1 |
1,324.1 |
1,330.4 |
|
S3 |
1,315.2 |
1,319.2 |
1,329.6 |
|
S4 |
1,306.3 |
1,310.3 |
1,327.1 |
|
|
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 |
1,321.0 |
28.7 |
2.2% |
13.3 |
1.0% |
38% |
False |
False |
35,332 |
10 |
1,349.7 |
1,312.0 |
37.7 |
2.8% |
13.4 |
1.0% |
53% |
False |
False |
33,942 |
20 |
1,349.7 |
1,266.9 |
82.8 |
6.2% |
11.5 |
0.9% |
79% |
False |
False |
21,269 |
40 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.8 |
0.9% |
83% |
False |
False |
12,493 |
60 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.4 |
0.9% |
83% |
False |
False |
9,126 |
80 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.5 |
0.9% |
83% |
False |
False |
7,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.8 |
2.618 |
1,361.3 |
1.618 |
1,352.4 |
1.000 |
1,346.9 |
0.618 |
1,343.5 |
HIGH |
1,338.0 |
0.618 |
1,334.6 |
0.500 |
1,333.6 |
0.382 |
1,332.5 |
LOW |
1,329.1 |
0.618 |
1,323.6 |
1.000 |
1,320.2 |
1.618 |
1,314.7 |
2.618 |
1,305.8 |
4.250 |
1,291.3 |
|
|
Fisher Pivots for day following 18-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,333.6 |
1,339.4 |
PP |
1,333.0 |
1,336.9 |
S1 |
1,332.5 |
1,334.5 |
|