Trading Metrics calculated at close of trading on 29-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,352.7 |
1,353.7 |
1.0 |
0.1% |
1,339.4 |
High |
1,361.0 |
1,356.3 |
-4.7 |
-0.3% |
1,370.5 |
Low |
1,348.6 |
1,340.9 |
-7.7 |
-0.6% |
1,332.9 |
Close |
1,357.2 |
1,345.1 |
-12.1 |
-0.9% |
1,357.2 |
Range |
12.4 |
15.4 |
3.0 |
24.2% |
37.6 |
ATR |
14.3 |
14.4 |
0.1 |
1.0% |
0.0 |
Volume |
142,268 |
233,757 |
91,489 |
64.3% |
618,904 |
|
Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.6 |
1,384.8 |
1,353.6 |
|
R3 |
1,378.2 |
1,369.4 |
1,349.3 |
|
R2 |
1,362.8 |
1,362.8 |
1,347.9 |
|
R1 |
1,354.0 |
1,354.0 |
1,346.5 |
1,350.7 |
PP |
1,347.4 |
1,347.4 |
1,347.4 |
1,345.8 |
S1 |
1,338.6 |
1,338.6 |
1,343.7 |
1,335.3 |
S2 |
1,332.0 |
1,332.0 |
1,342.3 |
|
S3 |
1,316.6 |
1,323.2 |
1,340.9 |
|
S4 |
1,301.2 |
1,307.8 |
1,336.6 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.3 |
1,449.4 |
1,377.9 |
|
R3 |
1,428.7 |
1,411.8 |
1,367.5 |
|
R2 |
1,391.1 |
1,391.1 |
1,364.1 |
|
R1 |
1,374.2 |
1,374.2 |
1,360.6 |
1,382.7 |
PP |
1,353.5 |
1,353.5 |
1,353.5 |
1,357.8 |
S1 |
1,336.6 |
1,336.6 |
1,353.8 |
1,345.1 |
S2 |
1,315.9 |
1,315.9 |
1,350.3 |
|
S3 |
1,278.3 |
1,299.0 |
1,346.9 |
|
S4 |
1,240.7 |
1,261.4 |
1,336.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,370.5 |
1,335.8 |
34.7 |
2.6% |
17.1 |
1.3% |
27% |
False |
False |
149,668 |
10 |
1,370.5 |
1,329.1 |
41.4 |
3.1% |
14.4 |
1.1% |
39% |
False |
False |
100,934 |
20 |
1,370.5 |
1,300.9 |
69.6 |
5.2% |
14.1 |
1.0% |
64% |
False |
False |
64,035 |
40 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
12.3 |
0.9% |
80% |
False |
False |
34,022 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
12.0 |
0.9% |
80% |
False |
False |
23,726 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
11.7 |
0.9% |
80% |
False |
False |
18,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.8 |
2.618 |
1,396.6 |
1.618 |
1,381.2 |
1.000 |
1,371.7 |
0.618 |
1,365.8 |
HIGH |
1,356.3 |
0.618 |
1,350.4 |
0.500 |
1,348.6 |
0.382 |
1,346.8 |
LOW |
1,340.9 |
0.618 |
1,331.4 |
1.000 |
1,325.5 |
1.618 |
1,316.0 |
2.618 |
1,300.6 |
4.250 |
1,275.5 |
|
|
Fisher Pivots for day following 29-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,348.6 |
1,355.7 |
PP |
1,347.4 |
1,352.2 |
S1 |
1,346.3 |
1,348.6 |
|