Trading Metrics calculated at close of trading on 30-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1,353.7 |
1,344.0 |
-9.7 |
-0.7% |
1,339.4 |
High |
1,356.3 |
1,352.5 |
-3.8 |
-0.3% |
1,370.5 |
Low |
1,340.9 |
1,337.5 |
-3.4 |
-0.3% |
1,332.9 |
Close |
1,345.1 |
1,340.0 |
-5.1 |
-0.4% |
1,357.2 |
Range |
15.4 |
15.0 |
-0.4 |
-2.6% |
37.6 |
ATR |
14.4 |
14.5 |
0.0 |
0.3% |
0.0 |
Volume |
233,757 |
412,518 |
178,761 |
76.5% |
618,904 |
|
Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.3 |
1,379.2 |
1,348.3 |
|
R3 |
1,373.3 |
1,364.2 |
1,344.1 |
|
R2 |
1,358.3 |
1,358.3 |
1,342.8 |
|
R1 |
1,349.2 |
1,349.2 |
1,341.4 |
1,346.3 |
PP |
1,343.3 |
1,343.3 |
1,343.3 |
1,341.9 |
S1 |
1,334.2 |
1,334.2 |
1,338.6 |
1,331.3 |
S2 |
1,328.3 |
1,328.3 |
1,337.3 |
|
S3 |
1,313.3 |
1,319.2 |
1,335.9 |
|
S4 |
1,298.3 |
1,304.2 |
1,331.8 |
|
|
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 |
1,337.5 |
33.0 |
2.5% |
18.0 |
1.3% |
8% |
False |
True |
218,092 |
10 |
1,370.5 |
1,329.1 |
41.4 |
3.1% |
14.6 |
1.1% |
26% |
False |
False |
138,192 |
20 |
1,370.5 |
1,309.3 |
61.2 |
4.6% |
14.1 |
1.1% |
50% |
False |
False |
83,952 |
40 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
12.3 |
0.9% |
76% |
False |
False |
44,212 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
12.0 |
0.9% |
76% |
False |
False |
30,577 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
11.8 |
0.9% |
76% |
False |
False |
23,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.3 |
2.618 |
1,391.8 |
1.618 |
1,376.8 |
1.000 |
1,367.5 |
0.618 |
1,361.8 |
HIGH |
1,352.5 |
0.618 |
1,346.8 |
0.500 |
1,345.0 |
0.382 |
1,343.2 |
LOW |
1,337.5 |
0.618 |
1,328.2 |
1.000 |
1,322.5 |
1.618 |
1,313.2 |
2.618 |
1,298.2 |
4.250 |
1,273.8 |
|
|
Fisher Pivots for day following 30-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1,345.0 |
1,349.3 |
PP |
1,343.3 |
1,346.2 |
S1 |
1,341.7 |
1,343.1 |
|