Trading Metrics calculated at close of trading on 18-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
6,767.85 |
6,804.59 |
36.74 |
0.5% |
6,651.68 |
High |
6,820.04 |
6,826.79 |
6.75 |
0.1% |
6,763.98 |
Low |
6,738.45 |
6,784.72 |
46.27 |
0.7% |
6,619.35 |
Close |
6,810.28 |
6,811.38 |
1.10 |
0.0% |
6,758.54 |
Range |
81.59 |
42.07 |
-39.52 |
-48.4% |
144.63 |
ATR |
59.28 |
58.05 |
-1.23 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,933.84 |
6,914.68 |
6,834.52 |
|
R3 |
6,891.77 |
6,872.61 |
6,822.95 |
|
R2 |
6,849.70 |
6,849.70 |
6,819.09 |
|
R1 |
6,830.54 |
6,830.54 |
6,815.24 |
6,840.12 |
PP |
6,807.63 |
6,807.63 |
6,807.63 |
6,812.42 |
S1 |
6,788.47 |
6,788.47 |
6,807.52 |
6,798.05 |
S2 |
6,765.56 |
6,765.56 |
6,803.67 |
|
S3 |
6,723.49 |
6,746.40 |
6,799.81 |
|
S4 |
6,681.42 |
6,704.33 |
6,788.24 |
|
|
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 |
6,664.74 |
171.05 |
2.5% |
70.51 |
1.0% |
86% |
False |
False |
|
10 |
6,835.79 |
6,576.92 |
258.87 |
3.8% |
54.19 |
0.8% |
91% |
False |
False |
|
20 |
6,835.79 |
6,396.42 |
439.37 |
6.5% |
48.66 |
0.7% |
94% |
False |
False |
|
40 |
6,835.79 |
6,236.14 |
599.65 |
8.8% |
51.70 |
0.8% |
96% |
False |
False |
|
60 |
6,835.79 |
6,011.24 |
824.55 |
12.1% |
50.15 |
0.7% |
97% |
False |
False |
|
80 |
6,835.79 |
5,839.89 |
995.90 |
14.6% |
46.36 |
0.7% |
98% |
False |
False |
|
100 |
6,835.79 |
5,785.22 |
1,050.57 |
15.4% |
46.71 |
0.7% |
98% |
False |
False |
|
120 |
6,835.79 |
5,750.50 |
1,085.29 |
15.9% |
47.96 |
0.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,005.59 |
2.618 |
6,936.93 |
1.618 |
6,894.86 |
1.000 |
6,868.86 |
0.618 |
6,852.79 |
HIGH |
6,826.79 |
0.618 |
6,810.72 |
0.500 |
6,805.76 |
0.382 |
6,800.79 |
LOW |
6,784.72 |
0.618 |
6,758.72 |
1.000 |
6,742.65 |
1.618 |
6,716.65 |
2.618 |
6,674.58 |
4.250 |
6,605.92 |
|
|
Fisher Pivots for day following 18-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
6,809.51 |
6,800.07 |
PP |
6,807.63 |
6,788.76 |
S1 |
6,805.76 |
6,777.45 |
|