Trading Metrics calculated at close of trading on 17-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
6,807.85 |
6,767.85 |
-40.00 |
-0.6% |
6,651.68 |
High |
6,835.79 |
6,820.04 |
-15.75 |
-0.2% |
6,763.98 |
Low |
6,719.11 |
6,738.45 |
19.34 |
0.3% |
6,619.35 |
Close |
6,737.14 |
6,810.28 |
73.14 |
1.1% |
6,758.54 |
Range |
116.68 |
81.59 |
-35.09 |
-30.1% |
144.63 |
ATR |
57.46 |
59.28 |
1.82 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,034.36 |
7,003.91 |
6,855.15 |
|
R3 |
6,952.77 |
6,922.32 |
6,832.72 |
|
R2 |
6,871.18 |
6,871.18 |
6,825.24 |
|
R1 |
6,840.73 |
6,840.73 |
6,817.76 |
6,855.96 |
PP |
6,789.59 |
6,789.59 |
6,789.59 |
6,797.20 |
S1 |
6,759.14 |
6,759.14 |
6,802.80 |
6,774.37 |
S2 |
6,708.00 |
6,708.00 |
6,795.32 |
|
S3 |
6,626.41 |
6,677.55 |
6,787.84 |
|
S4 |
6,544.82 |
6,595.96 |
6,765.41 |
|
|
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% |
70.93 |
1.0% |
88% |
False |
False |
|
10 |
6,835.79 |
6,519.26 |
316.53 |
4.6% |
55.98 |
0.8% |
92% |
False |
False |
|
20 |
6,835.79 |
6,396.42 |
439.37 |
6.5% |
47.93 |
0.7% |
94% |
False |
False |
|
40 |
6,835.79 |
6,236.14 |
599.65 |
8.8% |
51.53 |
0.8% |
96% |
False |
False |
|
60 |
6,835.79 |
6,011.24 |
824.55 |
12.1% |
49.79 |
0.7% |
97% |
False |
False |
|
80 |
6,835.79 |
5,839.89 |
995.90 |
14.6% |
46.16 |
0.7% |
97% |
False |
False |
|
100 |
6,835.79 |
5,785.22 |
1,050.57 |
15.4% |
46.97 |
0.7% |
98% |
False |
False |
|
120 |
6,835.79 |
5,750.50 |
1,085.29 |
15.9% |
48.84 |
0.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,166.80 |
2.618 |
7,033.64 |
1.618 |
6,952.05 |
1.000 |
6,901.63 |
0.618 |
6,870.46 |
HIGH |
6,820.04 |
0.618 |
6,788.87 |
0.500 |
6,779.25 |
0.382 |
6,769.62 |
LOW |
6,738.45 |
0.618 |
6,688.03 |
1.000 |
6,656.86 |
1.618 |
6,606.44 |
2.618 |
6,524.85 |
4.250 |
6,391.69 |
|
|
Fisher Pivots for day following 17-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
6,799.94 |
6,795.41 |
PP |
6,789.59 |
6,780.53 |
S1 |
6,779.25 |
6,765.66 |
|