Trading Metrics calculated at close of trading on 02-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
24,849.63 |
24,809.35 |
-40.28 |
-0.2% |
24,715.84 |
High |
24,871.66 |
24,864.19 |
-7.47 |
0.0% |
24,871.66 |
Low |
24,719.22 |
24,741.70 |
22.48 |
0.1% |
24,708.42 |
Close |
24,719.22 |
24,824.01 |
104.79 |
0.4% |
24,719.22 |
Range |
152.44 |
122.49 |
-29.95 |
-19.6% |
163.24 |
ATR |
137.76 |
138.27 |
0.52 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,177.44 |
25,123.21 |
24,891.38 |
|
R3 |
25,054.95 |
25,000.72 |
24,857.69 |
|
R2 |
24,932.46 |
24,932.46 |
24,846.47 |
|
R1 |
24,878.23 |
24,878.23 |
24,835.24 |
24,905.35 |
PP |
24,809.97 |
24,809.97 |
24,809.97 |
24,823.52 |
S1 |
24,755.74 |
24,755.74 |
24,812.78 |
24,782.86 |
S2 |
24,687.48 |
24,687.48 |
24,801.55 |
|
S3 |
24,564.99 |
24,633.25 |
24,790.33 |
|
S4 |
24,442.50 |
24,510.76 |
24,756.64 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,256.15 |
25,150.93 |
24,809.00 |
|
R3 |
25,092.91 |
24,987.69 |
24,764.11 |
|
R2 |
24,929.67 |
24,929.67 |
24,749.15 |
|
R1 |
24,824.45 |
24,824.45 |
24,734.18 |
24,877.06 |
PP |
24,766.43 |
24,766.43 |
24,766.43 |
24,792.74 |
S1 |
24,661.21 |
24,661.21 |
24,704.26 |
24,713.82 |
S2 |
24,603.19 |
24,603.19 |
24,689.29 |
|
S3 |
24,439.95 |
24,497.97 |
24,674.33 |
|
S4 |
24,276.71 |
24,334.73 |
24,629.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,871.66 |
24,708.42 |
163.24 |
0.7% |
88.92 |
0.4% |
71% |
False |
False |
|
10 |
24,876.07 |
24,697.11 |
178.96 |
0.7% |
102.22 |
0.4% |
71% |
False |
False |
|
20 |
24,876.07 |
24,101.24 |
774.83 |
3.1% |
121.17 |
0.5% |
93% |
False |
False |
|
40 |
24,876.07 |
23,242.75 |
1,633.32 |
6.6% |
126.41 |
0.5% |
97% |
False |
False |
|
60 |
24,876.07 |
22,730.85 |
2,145.22 |
8.6% |
115.93 |
0.5% |
98% |
False |
False |
|
80 |
24,876.07 |
21,731.12 |
3,144.95 |
12.7% |
109.17 |
0.4% |
98% |
False |
False |
|
100 |
24,876.07 |
21,600.34 |
3,275.73 |
13.2% |
109.90 |
0.4% |
98% |
False |
False |
|
120 |
24,876.07 |
21,471.14 |
3,404.93 |
13.7% |
104.82 |
0.4% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,384.77 |
2.618 |
25,184.87 |
1.618 |
25,062.38 |
1.000 |
24,986.68 |
0.618 |
24,939.89 |
HIGH |
24,864.19 |
0.618 |
24,817.40 |
0.500 |
24,802.95 |
0.382 |
24,788.49 |
LOW |
24,741.70 |
0.618 |
24,666.00 |
1.000 |
24,619.21 |
1.618 |
24,543.51 |
2.618 |
24,421.02 |
4.250 |
24,221.12 |
|
|
Fisher Pivots for day following 02-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
24,816.99 |
24,814.49 |
PP |
24,809.97 |
24,804.96 |
S1 |
24,802.95 |
24,795.44 |
|