Trading Metrics calculated at close of trading on 05-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
24,964.86 |
25,114.92 |
150.06 |
0.6% |
24,809.35 |
High |
25,105.96 |
25,299.79 |
193.83 |
0.8% |
25,299.79 |
Low |
24,963.27 |
25,112.01 |
148.74 |
0.6% |
24,741.70 |
Close |
25,075.13 |
25,295.87 |
220.74 |
0.9% |
25,295.87 |
Range |
142.69 |
187.78 |
45.09 |
31.6% |
558.09 |
ATR |
140.14 |
146.17 |
6.04 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,799.23 |
25,735.33 |
25,399.15 |
|
R3 |
25,611.45 |
25,547.55 |
25,347.51 |
|
R2 |
25,423.67 |
25,423.67 |
25,330.30 |
|
R1 |
25,359.77 |
25,359.77 |
25,313.08 |
25,391.72 |
PP |
25,235.89 |
25,235.89 |
25,235.89 |
25,251.87 |
S1 |
25,171.99 |
25,171.99 |
25,278.66 |
25,203.94 |
S2 |
25,048.11 |
25,048.11 |
25,261.44 |
|
S3 |
24,860.33 |
24,984.21 |
25,244.23 |
|
S4 |
24,672.55 |
24,796.43 |
25,192.59 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,786.72 |
26,599.39 |
25,602.82 |
|
R3 |
26,228.63 |
26,041.30 |
25,449.34 |
|
R2 |
25,670.54 |
25,670.54 |
25,398.19 |
|
R1 |
25,483.21 |
25,483.21 |
25,347.03 |
25,576.88 |
PP |
25,112.45 |
25,112.45 |
25,112.45 |
25,159.29 |
S1 |
24,925.12 |
24,925.12 |
25,244.71 |
25,018.79 |
S2 |
24,554.36 |
24,554.36 |
25,193.55 |
|
S3 |
23,996.27 |
24,367.03 |
25,142.40 |
|
S4 |
23,438.18 |
23,808.94 |
24,988.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,299.79 |
24,719.22 |
580.57 |
2.3% |
144.35 |
0.6% |
99% |
True |
False |
|
10 |
25,299.79 |
24,708.42 |
591.37 |
2.3% |
104.27 |
0.4% |
99% |
True |
False |
|
20 |
25,299.79 |
24,101.24 |
1,198.55 |
4.7% |
116.76 |
0.5% |
100% |
True |
False |
|
40 |
25,299.79 |
23,242.75 |
2,057.04 |
8.1% |
131.40 |
0.5% |
100% |
True |
False |
|
60 |
25,299.79 |
22,821.13 |
2,478.66 |
9.8% |
120.28 |
0.5% |
100% |
True |
False |
|
80 |
25,299.79 |
22,095.79 |
3,204.00 |
12.7% |
110.97 |
0.4% |
100% |
True |
False |
|
100 |
25,299.79 |
21,600.34 |
3,699.45 |
14.6% |
111.51 |
0.4% |
100% |
True |
False |
|
120 |
25,299.79 |
21,471.14 |
3,828.65 |
15.1% |
106.37 |
0.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,097.86 |
2.618 |
25,791.40 |
1.618 |
25,603.62 |
1.000 |
25,487.57 |
0.618 |
25,415.84 |
HIGH |
25,299.79 |
0.618 |
25,228.06 |
0.500 |
25,205.90 |
0.382 |
25,183.74 |
LOW |
25,112.01 |
0.618 |
24,995.96 |
1.000 |
24,924.23 |
1.618 |
24,808.18 |
2.618 |
24,620.40 |
4.250 |
24,313.95 |
|
|
Fisher Pivots for day following 05-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
25,265.88 |
25,218.14 |
PP |
25,235.89 |
25,140.40 |
S1 |
25,205.90 |
25,062.67 |
|