Trading Metrics calculated at close of trading on 23-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,339.4 |
1,338.4 |
-1.0 |
-0.1% |
1,342.0 |
High |
1,340.3 |
1,346.6 |
6.3 |
0.5% |
1,349.7 |
Low |
1,332.9 |
1,335.8 |
2.9 |
0.2% |
1,329.1 |
Close |
1,336.9 |
1,341.7 |
4.8 |
0.4% |
1,338.0 |
Range |
7.4 |
10.8 |
3.4 |
45.9% |
20.6 |
ATR |
12.3 |
12.2 |
-0.1 |
-0.9% |
0.0 |
Volume |
104,317 |
70,400 |
-33,917 |
-32.5% |
156,686 |
|
Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.8 |
1,368.5 |
1,347.6 |
|
R3 |
1,363.0 |
1,357.7 |
1,344.7 |
|
R2 |
1,352.2 |
1,352.2 |
1,343.7 |
|
R1 |
1,346.9 |
1,346.9 |
1,342.7 |
1,349.6 |
PP |
1,341.4 |
1,341.4 |
1,341.4 |
1,342.7 |
S1 |
1,336.1 |
1,336.1 |
1,340.7 |
1,338.8 |
S2 |
1,330.6 |
1,330.6 |
1,339.7 |
|
S3 |
1,319.8 |
1,325.3 |
1,338.7 |
|
S4 |
1,309.0 |
1,314.5 |
1,335.8 |
|
|
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 |
1,349.2 |
1,329.1 |
20.1 |
1.5% |
11.2 |
0.8% |
63% |
False |
False |
58,292 |
10 |
1,349.7 |
1,313.9 |
35.8 |
2.7% |
12.7 |
0.9% |
78% |
False |
False |
47,402 |
20 |
1,349.7 |
1,273.4 |
76.3 |
5.7% |
12.1 |
0.9% |
90% |
False |
False |
31,161 |
40 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.5 |
0.9% |
93% |
False |
False |
17,488 |
60 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.5 |
0.9% |
93% |
False |
False |
12,519 |
80 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.1 |
0.8% |
93% |
False |
False |
9,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.5 |
2.618 |
1,374.9 |
1.618 |
1,364.1 |
1.000 |
1,357.4 |
0.618 |
1,353.3 |
HIGH |
1,346.6 |
0.618 |
1,342.5 |
0.500 |
1,341.2 |
0.382 |
1,339.9 |
LOW |
1,335.8 |
0.618 |
1,329.1 |
1.000 |
1,325.0 |
1.618 |
1,318.3 |
2.618 |
1,307.5 |
4.250 |
1,289.9 |
|
|
Fisher Pivots for day following 23-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,341.5 |
1,340.8 |
PP |
1,341.4 |
1,340.0 |
S1 |
1,341.2 |
1,339.1 |
|