Trading Metrics calculated at close of trading on 22-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
6,829.04 |
6,829.55 |
0.51 |
0.0% |
6,807.85 |
High |
6,843.24 |
6,906.28 |
63.04 |
0.9% |
6,843.24 |
Low |
6,801.59 |
6,822.85 |
21.26 |
0.3% |
6,719.11 |
Close |
6,834.33 |
6,906.28 |
71.95 |
1.1% |
6,834.33 |
Range |
41.65 |
83.43 |
41.78 |
100.3% |
124.13 |
ATR |
56.88 |
58.77 |
1.90 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,128.76 |
7,100.95 |
6,952.17 |
|
R3 |
7,045.33 |
7,017.52 |
6,929.22 |
|
R2 |
6,961.90 |
6,961.90 |
6,921.58 |
|
R1 |
6,934.09 |
6,934.09 |
6,913.93 |
6,948.00 |
PP |
6,878.47 |
6,878.47 |
6,878.47 |
6,885.42 |
S1 |
6,850.66 |
6,850.66 |
6,898.63 |
6,864.57 |
S2 |
6,795.04 |
6,795.04 |
6,890.98 |
|
S3 |
6,711.61 |
6,767.23 |
6,883.34 |
|
S4 |
6,628.18 |
6,683.80 |
6,860.39 |
|
|
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 |
6,906.28 |
6,719.11 |
187.17 |
2.7% |
73.08 |
1.1% |
100% |
True |
False |
|
10 |
6,906.28 |
6,619.35 |
286.93 |
4.2% |
59.08 |
0.9% |
100% |
True |
False |
|
20 |
6,906.28 |
6,396.42 |
509.86 |
7.4% |
49.68 |
0.7% |
100% |
True |
False |
|
40 |
6,906.28 |
6,236.14 |
670.14 |
9.7% |
53.17 |
0.8% |
100% |
True |
False |
|
60 |
6,906.28 |
6,011.24 |
895.04 |
13.0% |
50.67 |
0.7% |
100% |
True |
False |
|
80 |
6,906.28 |
5,900.35 |
1,005.93 |
14.6% |
46.49 |
0.7% |
100% |
True |
False |
|
100 |
6,906.28 |
5,785.22 |
1,121.06 |
16.2% |
47.10 |
0.7% |
100% |
True |
False |
|
120 |
6,906.28 |
5,750.50 |
1,155.78 |
16.7% |
48.08 |
0.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,260.86 |
2.618 |
7,124.70 |
1.618 |
7,041.27 |
1.000 |
6,989.71 |
0.618 |
6,957.84 |
HIGH |
6,906.28 |
0.618 |
6,874.41 |
0.500 |
6,864.57 |
0.382 |
6,854.72 |
LOW |
6,822.85 |
0.618 |
6,771.29 |
1.000 |
6,739.42 |
1.618 |
6,687.86 |
2.618 |
6,604.43 |
4.250 |
6,468.27 |
|
|
Fisher Pivots for day following 22-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
6,892.38 |
6,886.02 |
PP |
6,878.47 |
6,865.76 |
S1 |
6,864.57 |
6,845.50 |
|