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 |
25,312.05 |
25,348.13 |
36.08 |
0.1% |
24,809.35 |
High |
25,439.78 |
25,404.92 |
-34.86 |
-0.1% |
25,299.79 |
Low |
25,308.41 |
25,256.99 |
-51.42 |
-0.2% |
24,741.70 |
Close |
25,385.80 |
25,369.13 |
-16.67 |
-0.1% |
25,295.87 |
Range |
131.37 |
147.93 |
16.56 |
12.6% |
558.09 |
ATR |
142.31 |
142.72 |
0.40 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,787.47 |
25,726.23 |
25,450.49 |
|
R3 |
25,639.54 |
25,578.30 |
25,409.81 |
|
R2 |
25,491.61 |
25,491.61 |
25,396.25 |
|
R1 |
25,430.37 |
25,430.37 |
25,382.69 |
25,460.99 |
PP |
25,343.68 |
25,343.68 |
25,343.68 |
25,358.99 |
S1 |
25,282.44 |
25,282.44 |
25,355.57 |
25,313.06 |
S2 |
25,195.75 |
25,195.75 |
25,342.01 |
|
S3 |
25,047.82 |
25,134.51 |
25,328.45 |
|
S4 |
24,899.89 |
24,986.58 |
25,287.77 |
|
|
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 |
25,439.78 |
24,963.27 |
476.51 |
1.9% |
137.27 |
0.5% |
85% |
False |
False |
|
10 |
25,439.78 |
24,719.22 |
720.56 |
2.8% |
117.76 |
0.5% |
90% |
False |
False |
|
20 |
25,439.78 |
24,443.83 |
995.95 |
3.9% |
117.49 |
0.5% |
93% |
False |
False |
|
40 |
25,439.78 |
23,242.75 |
2,197.03 |
8.7% |
132.03 |
0.5% |
97% |
False |
False |
|
60 |
25,439.78 |
22,887.12 |
2,552.66 |
10.1% |
123.47 |
0.5% |
97% |
False |
False |
|
80 |
25,439.78 |
22,219.11 |
3,220.67 |
12.7% |
112.87 |
0.4% |
98% |
False |
False |
|
100 |
25,439.78 |
21,600.34 |
3,839.44 |
15.1% |
111.22 |
0.4% |
98% |
False |
False |
|
120 |
25,439.78 |
21,496.13 |
3,943.65 |
15.5% |
107.02 |
0.4% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,033.62 |
2.618 |
25,792.20 |
1.618 |
25,644.27 |
1.000 |
25,552.85 |
0.618 |
25,496.34 |
HIGH |
25,404.92 |
0.618 |
25,348.41 |
0.500 |
25,330.96 |
0.382 |
25,313.50 |
LOW |
25,256.99 |
0.618 |
25,165.57 |
1.000 |
25,109.06 |
1.618 |
25,017.64 |
2.618 |
24,869.71 |
4.250 |
24,628.29 |
|
|
Fisher Pivots for day following 10-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
25,356.41 |
25,358.62 |
PP |
25,343.68 |
25,348.11 |
S1 |
25,330.96 |
25,337.60 |
|