Trading Metrics calculated at close of trading on 30-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
7,000.68 |
6,910.39 |
-90.29 |
-1.3% |
6,829.55 |
High |
7,020.64 |
6,958.79 |
-61.85 |
-0.9% |
7,022.97 |
Low |
6,974.70 |
6,894.63 |
-80.07 |
-1.1% |
6,822.85 |
Close |
6,988.32 |
6,930.73 |
-57.59 |
-0.8% |
7,022.97 |
Range |
45.94 |
64.16 |
18.22 |
39.7% |
200.12 |
ATR |
65.35 |
67.37 |
2.02 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,120.53 |
7,089.79 |
6,966.02 |
|
R3 |
7,056.37 |
7,025.63 |
6,948.37 |
|
R2 |
6,992.21 |
6,992.21 |
6,942.49 |
|
R1 |
6,961.47 |
6,961.47 |
6,936.61 |
6,976.84 |
PP |
6,928.05 |
6,928.05 |
6,928.05 |
6,935.74 |
S1 |
6,897.31 |
6,897.31 |
6,924.85 |
6,912.68 |
S2 |
6,863.89 |
6,863.89 |
6,918.97 |
|
S3 |
6,799.73 |
6,833.15 |
6,913.09 |
|
S4 |
6,735.57 |
6,768.99 |
6,895.44 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,556.62 |
7,489.92 |
7,133.04 |
|
R3 |
7,356.50 |
7,289.80 |
7,078.00 |
|
R2 |
7,156.38 |
7,156.38 |
7,059.66 |
|
R1 |
7,089.68 |
7,089.68 |
7,041.31 |
7,123.03 |
PP |
6,956.26 |
6,956.26 |
6,956.26 |
6,972.94 |
S1 |
6,889.56 |
6,889.56 |
7,004.63 |
6,922.91 |
S2 |
6,756.14 |
6,756.14 |
6,986.28 |
|
S3 |
6,556.02 |
6,689.44 |
6,967.94 |
|
S4 |
6,355.90 |
6,489.32 |
6,912.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,022.97 |
6,880.68 |
142.29 |
2.1% |
75.32 |
1.1% |
35% |
False |
False |
|
10 |
7,022.97 |
6,738.45 |
284.52 |
4.1% |
66.84 |
1.0% |
68% |
False |
False |
|
20 |
7,022.97 |
6,417.75 |
605.22 |
8.7% |
62.09 |
0.9% |
85% |
False |
False |
|
40 |
7,022.97 |
6,236.14 |
786.83 |
11.4% |
56.26 |
0.8% |
88% |
False |
False |
|
60 |
7,022.97 |
6,194.58 |
828.39 |
12.0% |
52.16 |
0.8% |
89% |
False |
False |
|
80 |
7,022.97 |
6,011.24 |
1,011.73 |
14.6% |
48.70 |
0.7% |
91% |
False |
False |
|
100 |
7,022.97 |
5,839.89 |
1,183.08 |
17.1% |
47.37 |
0.7% |
92% |
False |
False |
|
120 |
7,022.97 |
5,750.50 |
1,272.47 |
18.4% |
49.33 |
0.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,231.47 |
2.618 |
7,126.76 |
1.618 |
7,062.60 |
1.000 |
7,022.95 |
0.618 |
6,998.44 |
HIGH |
6,958.79 |
0.618 |
6,934.28 |
0.500 |
6,926.71 |
0.382 |
6,919.14 |
LOW |
6,894.63 |
0.618 |
6,854.98 |
1.000 |
6,830.47 |
1.618 |
6,790.82 |
2.618 |
6,726.66 |
4.250 |
6,621.95 |
|
|
Fisher Pivots for day following 30-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
6,929.39 |
6,958.80 |
PP |
6,928.05 |
6,949.44 |
S1 |
6,926.71 |
6,940.09 |
|