Trading Metrics calculated at close of trading on 19-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
6,804.59 |
6,829.04 |
24.45 |
0.4% |
6,807.85 |
High |
6,826.79 |
6,843.24 |
16.45 |
0.2% |
6,843.24 |
Low |
6,784.72 |
6,801.59 |
16.87 |
0.2% |
6,719.11 |
Close |
6,811.38 |
6,834.33 |
22.95 |
0.3% |
6,834.33 |
Range |
42.07 |
41.65 |
-0.42 |
-1.0% |
124.13 |
ATR |
58.05 |
56.88 |
-1.17 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,951.34 |
6,934.48 |
6,857.24 |
|
R3 |
6,909.69 |
6,892.83 |
6,845.78 |
|
R2 |
6,868.04 |
6,868.04 |
6,841.97 |
|
R1 |
6,851.18 |
6,851.18 |
6,838.15 |
6,859.61 |
PP |
6,826.39 |
6,826.39 |
6,826.39 |
6,830.60 |
S1 |
6,809.53 |
6,809.53 |
6,830.51 |
6,817.96 |
S2 |
6,784.74 |
6,784.74 |
6,826.69 |
|
S3 |
6,743.09 |
6,767.88 |
6,822.88 |
|
S4 |
6,701.44 |
6,726.23 |
6,811.42 |
|
|
Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,171.28 |
7,126.94 |
6,902.60 |
|
R3 |
7,047.15 |
7,002.81 |
6,868.47 |
|
R2 |
6,923.02 |
6,923.02 |
6,857.09 |
|
R1 |
6,878.68 |
6,878.68 |
6,845.71 |
6,900.85 |
PP |
6,798.89 |
6,798.89 |
6,798.89 |
6,809.98 |
S1 |
6,754.55 |
6,754.55 |
6,822.95 |
6,776.72 |
S2 |
6,674.76 |
6,674.76 |
6,811.57 |
|
S3 |
6,550.63 |
6,630.42 |
6,800.19 |
|
S4 |
6,426.50 |
6,506.29 |
6,766.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,843.24 |
6,695.52 |
147.72 |
2.2% |
70.09 |
1.0% |
94% |
True |
False |
|
10 |
6,843.24 |
6,605.03 |
238.21 |
3.5% |
55.73 |
0.8% |
96% |
True |
False |
|
20 |
6,843.24 |
6,396.42 |
446.82 |
6.5% |
48.34 |
0.7% |
98% |
True |
False |
|
40 |
6,843.24 |
6,236.14 |
607.10 |
8.9% |
52.18 |
0.8% |
99% |
True |
False |
|
60 |
6,843.24 |
6,011.24 |
832.00 |
12.2% |
49.82 |
0.7% |
99% |
True |
False |
|
80 |
6,843.24 |
5,862.99 |
980.25 |
14.3% |
46.02 |
0.7% |
99% |
True |
False |
|
100 |
6,843.24 |
5,785.22 |
1,058.02 |
15.5% |
46.58 |
0.7% |
99% |
True |
False |
|
120 |
6,843.24 |
5,750.50 |
1,092.74 |
16.0% |
47.89 |
0.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,020.25 |
2.618 |
6,952.28 |
1.618 |
6,910.63 |
1.000 |
6,884.89 |
0.618 |
6,868.98 |
HIGH |
6,843.24 |
0.618 |
6,827.33 |
0.500 |
6,822.42 |
0.382 |
6,817.50 |
LOW |
6,801.59 |
0.618 |
6,775.85 |
1.000 |
6,759.94 |
1.618 |
6,734.20 |
2.618 |
6,692.55 |
4.250 |
6,624.58 |
|
|
Fisher Pivots for day following 19-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
6,830.36 |
6,819.84 |
PP |
6,826.39 |
6,805.34 |
S1 |
6,822.42 |
6,790.85 |
|