Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
268.96 |
271.20 |
2.24 |
0.8% |
267.05 |
High |
270.64 |
272.16 |
1.52 |
0.6% |
268.55 |
Low |
268.96 |
270.55 |
1.59 |
0.6% |
266.64 |
Close |
270.47 |
271.61 |
1.14 |
0.4% |
266.86 |
Range |
1.68 |
1.62 |
-0.07 |
-3.9% |
1.91 |
ATR |
1.46 |
1.48 |
0.02 |
1.1% |
0.00 |
Volume |
90,070,400 |
80,636,400 |
-9,434,000 |
-10.5% |
244,118,800 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
276.28 |
275.56 |
272.50 |
|
R3 |
274.67 |
273.95 |
272.05 |
|
R2 |
273.05 |
273.05 |
271.91 |
|
R1 |
272.33 |
272.33 |
271.76 |
272.69 |
PP |
271.44 |
271.44 |
271.44 |
271.62 |
S1 |
270.72 |
270.72 |
271.46 |
271.08 |
S2 |
269.82 |
269.82 |
271.31 |
|
S3 |
268.21 |
269.10 |
271.17 |
|
S4 |
266.59 |
267.49 |
270.72 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
273.08 |
271.88 |
267.91 |
|
R3 |
271.17 |
269.97 |
267.39 |
|
R2 |
269.26 |
269.26 |
267.21 |
|
R1 |
268.06 |
268.06 |
267.04 |
267.71 |
PP |
267.35 |
267.35 |
267.35 |
267.17 |
S1 |
266.15 |
266.15 |
266.68 |
265.80 |
S2 |
265.44 |
265.44 |
266.51 |
|
S3 |
263.53 |
264.24 |
266.33 |
|
S4 |
261.62 |
262.33 |
265.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
272.16 |
266.64 |
5.52 |
2.0% |
1.42 |
0.5% |
90% |
True |
False |
79,697,199 |
10 |
272.16 |
266.64 |
5.52 |
2.0% |
1.18 |
0.4% |
90% |
True |
False |
72,398,590 |
20 |
272.16 |
262.71 |
9.45 |
3.5% |
1.20 |
0.4% |
94% |
True |
False |
81,807,920 |
40 |
272.16 |
255.63 |
16.53 |
6.1% |
1.39 |
0.5% |
97% |
True |
False |
77,957,752 |
60 |
272.16 |
253.98 |
18.18 |
6.7% |
1.29 |
0.5% |
97% |
True |
False |
71,617,825 |
80 |
272.16 |
248.08 |
24.08 |
8.9% |
1.20 |
0.4% |
98% |
True |
False |
69,258,467 |
100 |
272.16 |
241.83 |
30.33 |
11.2% |
1.26 |
0.5% |
98% |
True |
False |
69,472,249 |
120 |
272.16 |
241.83 |
30.33 |
11.2% |
1.23 |
0.5% |
98% |
True |
False |
67,509,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
279.02 |
2.618 |
276.39 |
1.618 |
274.77 |
1.000 |
273.78 |
0.618 |
273.16 |
HIGH |
272.16 |
0.618 |
271.54 |
0.500 |
271.35 |
0.382 |
271.16 |
LOW |
270.55 |
0.618 |
269.55 |
1.000 |
268.93 |
1.618 |
267.93 |
2.618 |
266.32 |
4.250 |
263.68 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
271.52 |
271.00 |
PP |
271.44 |
270.39 |
S1 |
271.35 |
269.78 |
|