Trading Metrics calculated at close of trading on 10-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
274.40 |
273.68 |
-0.72 |
-0.3% |
267.84 |
High |
275.25 |
274.42 |
-0.83 |
-0.3% |
273.56 |
Low |
274.08 |
272.92 |
-1.16 |
-0.4% |
267.40 |
Close |
274.54 |
274.12 |
-0.42 |
-0.2% |
273.42 |
Range |
1.17 |
1.50 |
0.33 |
28.2% |
6.16 |
ATR |
1.47 |
1.48 |
0.01 |
0.7% |
0.00 |
Volume |
57,253,900 |
69,574,304 |
12,320,404 |
21.5% |
340,886,400 |
|
Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
278.32 |
277.72 |
274.95 |
|
R3 |
276.82 |
276.22 |
274.53 |
|
R2 |
275.32 |
275.32 |
274.40 |
|
R1 |
274.72 |
274.72 |
274.26 |
275.02 |
PP |
273.82 |
273.82 |
273.82 |
273.97 |
S1 |
273.22 |
273.22 |
273.98 |
273.52 |
S2 |
272.32 |
272.32 |
273.85 |
|
S3 |
270.82 |
271.72 |
273.71 |
|
S4 |
269.32 |
270.22 |
273.30 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
289.94 |
287.84 |
276.81 |
|
R3 |
283.78 |
281.68 |
275.11 |
|
R2 |
277.62 |
277.62 |
274.55 |
|
R1 |
275.52 |
275.52 |
273.98 |
276.57 |
PP |
271.46 |
271.46 |
271.46 |
271.99 |
S1 |
269.36 |
269.36 |
272.86 |
270.41 |
S2 |
265.30 |
265.30 |
272.29 |
|
S3 |
259.14 |
263.20 |
271.73 |
|
S4 |
252.98 |
257.04 |
270.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
275.25 |
270.55 |
4.71 |
1.7% |
1.40 |
0.5% |
76% |
False |
False |
69,661,521 |
10 |
275.25 |
266.64 |
8.61 |
3.1% |
1.32 |
0.5% |
87% |
False |
False |
72,390,810 |
20 |
275.25 |
265.39 |
9.86 |
3.6% |
1.22 |
0.4% |
89% |
False |
False |
79,553,565 |
40 |
275.25 |
255.63 |
19.62 |
7.2% |
1.39 |
0.5% |
94% |
False |
False |
78,073,490 |
60 |
275.25 |
254.00 |
21.25 |
7.8% |
1.33 |
0.5% |
95% |
False |
False |
72,869,060 |
80 |
275.25 |
248.08 |
27.17 |
9.9% |
1.23 |
0.5% |
96% |
False |
False |
68,766,825 |
100 |
275.25 |
241.83 |
33.42 |
12.2% |
1.24 |
0.5% |
97% |
False |
False |
69,011,556 |
120 |
275.25 |
241.83 |
33.42 |
12.2% |
1.24 |
0.5% |
97% |
False |
False |
68,286,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
280.80 |
2.618 |
278.35 |
1.618 |
276.85 |
1.000 |
275.92 |
0.618 |
275.35 |
HIGH |
274.42 |
0.618 |
273.85 |
0.500 |
273.67 |
0.382 |
273.49 |
LOW |
272.92 |
0.618 |
271.99 |
1.000 |
271.42 |
1.618 |
270.49 |
2.618 |
268.99 |
4.250 |
266.55 |
|
|
Fisher Pivots for day following 10-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
273.97 |
274.11 |
PP |
273.82 |
274.10 |
S1 |
273.67 |
274.09 |
|