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 |
24,850.45 |
24,964.86 |
114.41 |
0.5% |
24,715.84 |
High |
24,941.92 |
25,105.96 |
164.04 |
0.7% |
24,871.66 |
Low |
24,825.55 |
24,963.27 |
137.72 |
0.6% |
24,708.42 |
Close |
24,922.68 |
25,075.13 |
152.45 |
0.6% |
24,719.22 |
Range |
116.37 |
142.69 |
26.32 |
22.6% |
163.24 |
ATR |
136.82 |
140.14 |
3.32 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,476.19 |
25,418.35 |
25,153.61 |
|
R3 |
25,333.50 |
25,275.66 |
25,114.37 |
|
R2 |
25,190.81 |
25,190.81 |
25,101.29 |
|
R1 |
25,132.97 |
25,132.97 |
25,088.21 |
25,161.89 |
PP |
25,048.12 |
25,048.12 |
25,048.12 |
25,062.58 |
S1 |
24,990.28 |
24,990.28 |
25,062.05 |
25,019.20 |
S2 |
24,905.43 |
24,905.43 |
25,048.97 |
|
S3 |
24,762.74 |
24,847.59 |
25,035.89 |
|
S4 |
24,620.05 |
24,704.90 |
24,996.65 |
|
|
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 |
25,105.96 |
24,719.22 |
386.74 |
1.5% |
115.22 |
0.5% |
92% |
True |
False |
|
10 |
25,105.96 |
24,697.11 |
408.85 |
1.6% |
101.03 |
0.4% |
92% |
True |
False |
|
20 |
25,105.96 |
24,101.24 |
1,004.72 |
4.0% |
112.11 |
0.4% |
97% |
True |
False |
|
40 |
25,105.96 |
23,242.75 |
1,863.21 |
7.4% |
129.65 |
0.5% |
98% |
True |
False |
|
60 |
25,105.96 |
22,770.99 |
2,334.97 |
9.3% |
118.47 |
0.5% |
99% |
True |
False |
|
80 |
25,105.96 |
22,087.09 |
3,018.87 |
12.0% |
109.22 |
0.4% |
99% |
True |
False |
|
100 |
25,105.96 |
21,600.34 |
3,505.62 |
14.0% |
110.37 |
0.4% |
99% |
True |
False |
|
120 |
25,105.96 |
21,471.14 |
3,634.82 |
14.5% |
105.18 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,712.39 |
2.618 |
25,479.52 |
1.618 |
25,336.83 |
1.000 |
25,248.65 |
0.618 |
25,194.14 |
HIGH |
25,105.96 |
0.618 |
25,051.45 |
0.500 |
25,034.62 |
0.382 |
25,017.78 |
LOW |
24,963.27 |
0.618 |
24,875.09 |
1.000 |
24,820.58 |
1.618 |
24,732.40 |
2.618 |
24,589.71 |
4.250 |
24,356.84 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
25,061.63 |
25,024.70 |
PP |
25,048.12 |
24,974.26 |
S1 |
25,034.62 |
24,923.83 |
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