Trading Metrics calculated at close of trading on 03-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
24,809.35 |
24,850.45 |
41.10 |
0.2% |
24,715.84 |
High |
24,864.19 |
24,941.92 |
77.73 |
0.3% |
24,871.66 |
Low |
24,741.70 |
24,825.55 |
83.85 |
0.3% |
24,708.42 |
Close |
24,824.01 |
24,922.68 |
98.67 |
0.4% |
24,719.22 |
Range |
122.49 |
116.37 |
-6.12 |
-5.0% |
163.24 |
ATR |
138.27 |
136.82 |
-1.45 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,245.83 |
25,200.62 |
24,986.68 |
|
R3 |
25,129.46 |
25,084.25 |
24,954.68 |
|
R2 |
25,013.09 |
25,013.09 |
24,944.01 |
|
R1 |
24,967.88 |
24,967.88 |
24,933.35 |
24,990.49 |
PP |
24,896.72 |
24,896.72 |
24,896.72 |
24,908.02 |
S1 |
24,851.51 |
24,851.51 |
24,912.01 |
24,874.12 |
S2 |
24,780.35 |
24,780.35 |
24,901.35 |
|
S3 |
24,663.98 |
24,735.14 |
24,890.68 |
|
S4 |
24,547.61 |
24,618.77 |
24,858.68 |
|
|
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 |
24,941.92 |
24,719.22 |
222.70 |
0.9% |
98.25 |
0.4% |
91% |
True |
False |
|
10 |
24,941.92 |
24,697.11 |
244.81 |
1.0% |
100.21 |
0.4% |
92% |
True |
False |
|
20 |
24,941.92 |
24,101.24 |
840.68 |
3.4% |
114.70 |
0.5% |
98% |
True |
False |
|
40 |
24,941.92 |
23,242.75 |
1,699.17 |
6.8% |
127.44 |
0.5% |
99% |
True |
False |
|
60 |
24,941.92 |
22,739.38 |
2,202.54 |
8.8% |
117.16 |
0.5% |
99% |
True |
False |
|
80 |
24,941.92 |
21,927.79 |
3,014.13 |
12.1% |
109.18 |
0.4% |
99% |
True |
False |
|
100 |
24,941.92 |
21,600.34 |
3,341.58 |
13.4% |
109.62 |
0.4% |
99% |
True |
False |
|
120 |
24,941.92 |
21,471.14 |
3,470.78 |
13.9% |
105.32 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,436.49 |
2.618 |
25,246.58 |
1.618 |
25,130.21 |
1.000 |
25,058.29 |
0.618 |
25,013.84 |
HIGH |
24,941.92 |
0.618 |
24,897.47 |
0.500 |
24,883.74 |
0.382 |
24,870.00 |
LOW |
24,825.55 |
0.618 |
24,753.63 |
1.000 |
24,709.18 |
1.618 |
24,637.26 |
2.618 |
24,520.89 |
4.250 |
24,330.98 |
|
|
Fisher Pivots for day following 03-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
24,909.70 |
24,891.98 |
PP |
24,896.72 |
24,861.27 |
S1 |
24,883.74 |
24,830.57 |
|