Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
6,699.32 |
6,807.85 |
108.53 |
1.6% |
6,651.68 |
High |
6,763.98 |
6,835.79 |
71.81 |
1.1% |
6,763.98 |
Low |
6,695.52 |
6,719.11 |
23.59 |
0.4% |
6,619.35 |
Close |
6,758.54 |
6,737.14 |
-21.40 |
-0.3% |
6,758.54 |
Range |
68.46 |
116.68 |
48.22 |
70.4% |
144.63 |
ATR |
52.91 |
57.46 |
4.56 |
8.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,114.05 |
7,042.28 |
6,801.31 |
|
R3 |
6,997.37 |
6,925.60 |
6,769.23 |
|
R2 |
6,880.69 |
6,880.69 |
6,758.53 |
|
R1 |
6,808.92 |
6,808.92 |
6,747.84 |
6,786.47 |
PP |
6,764.01 |
6,764.01 |
6,764.01 |
6,752.79 |
S1 |
6,692.24 |
6,692.24 |
6,726.44 |
6,669.79 |
S2 |
6,647.33 |
6,647.33 |
6,715.75 |
|
S3 |
6,530.65 |
6,575.56 |
6,705.05 |
|
S4 |
6,413.97 |
6,458.88 |
6,672.97 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,147.85 |
7,097.82 |
6,838.09 |
|
R3 |
7,003.22 |
6,953.19 |
6,798.31 |
|
R2 |
6,858.59 |
6,858.59 |
6,785.06 |
|
R1 |
6,808.56 |
6,808.56 |
6,771.80 |
6,833.58 |
PP |
6,713.96 |
6,713.96 |
6,713.96 |
6,726.46 |
S1 |
6,663.93 |
6,663.93 |
6,745.28 |
6,688.95 |
S2 |
6,569.33 |
6,569.33 |
6,732.02 |
|
S3 |
6,424.70 |
6,519.30 |
6,718.77 |
|
S4 |
6,280.07 |
6,374.67 |
6,678.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,835.79 |
6,619.35 |
216.44 |
3.2% |
62.18 |
0.9% |
54% |
True |
False |
|
10 |
6,835.79 |
6,417.75 |
418.04 |
6.2% |
57.35 |
0.9% |
76% |
True |
False |
|
20 |
6,835.79 |
6,396.42 |
439.37 |
6.5% |
47.15 |
0.7% |
78% |
True |
False |
|
40 |
6,835.79 |
6,236.14 |
599.65 |
8.9% |
50.97 |
0.8% |
84% |
True |
False |
|
60 |
6,835.79 |
6,011.24 |
824.55 |
12.2% |
49.12 |
0.7% |
88% |
True |
False |
|
80 |
6,835.79 |
5,839.89 |
995.90 |
14.8% |
45.76 |
0.7% |
90% |
True |
False |
|
100 |
6,835.79 |
5,785.22 |
1,050.57 |
15.6% |
46.40 |
0.7% |
91% |
True |
False |
|
120 |
6,835.79 |
5,750.50 |
1,085.29 |
16.1% |
48.29 |
0.7% |
91% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,331.68 |
2.618 |
7,141.26 |
1.618 |
7,024.58 |
1.000 |
6,952.47 |
0.618 |
6,907.90 |
HIGH |
6,835.79 |
0.618 |
6,791.22 |
0.500 |
6,777.45 |
0.382 |
6,763.68 |
LOW |
6,719.11 |
0.618 |
6,647.00 |
1.000 |
6,602.43 |
1.618 |
6,530.32 |
2.618 |
6,413.64 |
4.250 |
6,223.22 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
6,777.45 |
6,750.27 |
PP |
6,764.01 |
6,745.89 |
S1 |
6,750.58 |
6,741.52 |
|