Trading Metrics calculated at close of trading on 22-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,332.3 |
1,339.4 |
7.1 |
0.5% |
1,342.0 |
High |
1,342.8 |
1,340.3 |
-2.5 |
-0.2% |
1,349.7 |
Low |
1,331.6 |
1,332.9 |
1.3 |
0.1% |
1,329.1 |
Close |
1,338.0 |
1,336.9 |
-1.1 |
-0.1% |
1,338.0 |
Range |
11.2 |
7.4 |
-3.8 |
-33.9% |
20.6 |
ATR |
12.6 |
12.3 |
-0.4 |
-3.0% |
0.0 |
Volume |
35,635 |
104,317 |
68,682 |
192.7% |
156,686 |
|
Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.9 |
1,355.3 |
1,341.0 |
|
R3 |
1,351.5 |
1,347.9 |
1,338.9 |
|
R2 |
1,344.1 |
1,344.1 |
1,338.3 |
|
R1 |
1,340.5 |
1,340.5 |
1,337.6 |
1,338.6 |
PP |
1,336.7 |
1,336.7 |
1,336.7 |
1,335.8 |
S1 |
1,333.1 |
1,333.1 |
1,336.2 |
1,331.2 |
S2 |
1,329.3 |
1,329.3 |
1,335.5 |
|
S3 |
1,321.9 |
1,325.7 |
1,334.9 |
|
S4 |
1,314.5 |
1,318.3 |
1,332.8 |
|
|
Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.7 |
1,390.0 |
1,349.3 |
|
R3 |
1,380.1 |
1,369.4 |
1,343.7 |
|
R2 |
1,359.5 |
1,359.5 |
1,341.8 |
|
R1 |
1,348.8 |
1,348.8 |
1,339.9 |
1,343.9 |
PP |
1,338.9 |
1,338.9 |
1,338.9 |
1,336.5 |
S1 |
1,328.2 |
1,328.2 |
1,336.1 |
1,323.3 |
S2 |
1,318.3 |
1,318.3 |
1,334.2 |
|
S3 |
1,297.7 |
1,307.6 |
1,332.3 |
|
S4 |
1,277.1 |
1,287.0 |
1,326.7 |
|
|
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 |
1,329.1 |
20.6 |
1.5% |
11.6 |
0.9% |
38% |
False |
False |
52,200 |
10 |
1,349.7 |
1,313.9 |
35.8 |
2.7% |
12.3 |
0.9% |
64% |
False |
False |
43,530 |
20 |
1,349.7 |
1,271.5 |
78.2 |
5.8% |
11.9 |
0.9% |
84% |
False |
False |
27,949 |
40 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.6 |
0.9% |
88% |
False |
False |
15,874 |
60 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.4 |
0.9% |
88% |
False |
False |
11,369 |
80 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.2 |
0.8% |
88% |
False |
False |
8,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.8 |
2.618 |
1,359.7 |
1.618 |
1,352.3 |
1.000 |
1,347.7 |
0.618 |
1,344.9 |
HIGH |
1,340.3 |
0.618 |
1,337.5 |
0.500 |
1,336.6 |
0.382 |
1,335.7 |
LOW |
1,332.9 |
0.618 |
1,328.3 |
1.000 |
1,325.5 |
1.618 |
1,320.9 |
2.618 |
1,313.5 |
4.250 |
1,301.5 |
|
|
Fisher Pivots for day following 22-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,336.8 |
1,336.6 |
PP |
1,336.7 |
1,336.3 |
S1 |
1,336.6 |
1,336.0 |
|