Trading Metrics calculated at close of trading on 24-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
6,928.27 |
6,975.38 |
47.11 |
0.7% |
6,807.85 |
High |
6,969.40 |
6,992.91 |
23.51 |
0.3% |
6,843.24 |
Low |
6,926.37 |
6,880.68 |
-45.69 |
-0.7% |
6,719.11 |
Close |
6,963.46 |
6,919.35 |
-44.11 |
-0.6% |
6,834.33 |
Range |
43.03 |
112.23 |
69.20 |
160.8% |
124.13 |
ATR |
59.08 |
62.88 |
3.80 |
6.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,267.67 |
7,205.74 |
6,981.08 |
|
R3 |
7,155.44 |
7,093.51 |
6,950.21 |
|
R2 |
7,043.21 |
7,043.21 |
6,939.93 |
|
R1 |
6,981.28 |
6,981.28 |
6,929.64 |
6,956.13 |
PP |
6,930.98 |
6,930.98 |
6,930.98 |
6,918.41 |
S1 |
6,869.05 |
6,869.05 |
6,909.06 |
6,843.90 |
S2 |
6,818.75 |
6,818.75 |
6,898.77 |
|
S3 |
6,706.52 |
6,756.82 |
6,888.49 |
|
S4 |
6,594.29 |
6,644.59 |
6,857.62 |
|
|
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 |
6,992.91 |
6,784.72 |
208.19 |
3.0% |
64.48 |
0.9% |
65% |
True |
False |
|
10 |
6,992.91 |
6,619.35 |
373.56 |
5.4% |
67.71 |
1.0% |
80% |
True |
False |
|
20 |
6,992.91 |
6,396.42 |
596.49 |
8.6% |
54.81 |
0.8% |
88% |
True |
False |
|
40 |
6,992.91 |
6,236.14 |
756.77 |
10.9% |
56.03 |
0.8% |
90% |
True |
False |
|
60 |
6,992.91 |
6,129.79 |
863.12 |
12.5% |
51.47 |
0.7% |
91% |
True |
False |
|
80 |
6,992.91 |
5,930.82 |
1,062.09 |
15.3% |
47.34 |
0.7% |
93% |
True |
False |
|
100 |
6,992.91 |
5,839.89 |
1,153.02 |
16.7% |
47.04 |
0.7% |
94% |
True |
False |
|
120 |
6,992.91 |
5,750.50 |
1,242.41 |
18.0% |
48.53 |
0.7% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,469.89 |
2.618 |
7,286.73 |
1.618 |
7,174.50 |
1.000 |
7,105.14 |
0.618 |
7,062.27 |
HIGH |
6,992.91 |
0.618 |
6,950.04 |
0.500 |
6,936.80 |
0.382 |
6,923.55 |
LOW |
6,880.68 |
0.618 |
6,811.32 |
1.000 |
6,768.45 |
1.618 |
6,699.09 |
2.618 |
6,586.86 |
4.250 |
6,403.70 |
|
|
Fisher Pivots for day following 24-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
6,936.80 |
6,915.53 |
PP |
6,930.98 |
6,911.70 |
S1 |
6,925.17 |
6,907.88 |
|