Trading Metrics calculated at close of trading on 11-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
25,348.13 |
25,398.60 |
50.47 |
0.2% |
24,809.35 |
High |
25,404.92 |
25,575.42 |
170.50 |
0.7% |
25,299.79 |
Low |
25,256.99 |
25,396.19 |
139.20 |
0.6% |
24,741.70 |
Close |
25,369.13 |
25,574.73 |
205.60 |
0.8% |
25,295.87 |
Range |
147.93 |
179.23 |
31.30 |
21.2% |
558.09 |
ATR |
142.72 |
147.26 |
4.54 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,053.14 |
25,993.16 |
25,673.31 |
|
R3 |
25,873.91 |
25,813.93 |
25,624.02 |
|
R2 |
25,694.68 |
25,694.68 |
25,607.59 |
|
R1 |
25,634.70 |
25,634.70 |
25,591.16 |
25,664.69 |
PP |
25,515.45 |
25,515.45 |
25,515.45 |
25,530.44 |
S1 |
25,455.47 |
25,455.47 |
25,558.30 |
25,485.46 |
S2 |
25,336.22 |
25,336.22 |
25,541.87 |
|
S3 |
25,156.99 |
25,276.24 |
25,525.44 |
|
S4 |
24,977.76 |
25,097.01 |
25,476.15 |
|
|
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 |
25,575.42 |
25,112.01 |
463.41 |
1.8% |
144.58 |
0.6% |
100% |
True |
False |
|
10 |
25,575.42 |
24,719.22 |
856.20 |
3.3% |
129.90 |
0.5% |
100% |
True |
False |
|
20 |
25,575.42 |
24,508.66 |
1,066.76 |
4.2% |
120.99 |
0.5% |
100% |
True |
False |
|
40 |
25,575.42 |
23,242.75 |
2,332.67 |
9.1% |
133.56 |
0.5% |
100% |
True |
False |
|
60 |
25,575.42 |
22,948.23 |
2,627.19 |
10.3% |
125.24 |
0.5% |
100% |
True |
False |
|
80 |
25,575.42 |
22,219.11 |
3,356.31 |
13.1% |
114.21 |
0.4% |
100% |
True |
False |
|
100 |
25,575.42 |
21,600.34 |
3,975.08 |
15.5% |
111.49 |
0.4% |
100% |
True |
False |
|
120 |
25,575.42 |
21,496.13 |
4,079.29 |
16.0% |
107.77 |
0.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,337.15 |
2.618 |
26,044.64 |
1.618 |
25,865.41 |
1.000 |
25,754.65 |
0.618 |
25,686.18 |
HIGH |
25,575.42 |
0.618 |
25,506.95 |
0.500 |
25,485.81 |
0.382 |
25,464.66 |
LOW |
25,396.19 |
0.618 |
25,285.43 |
1.000 |
25,216.96 |
1.618 |
25,106.20 |
2.618 |
24,926.97 |
4.250 |
24,634.46 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
25,545.09 |
25,521.89 |
PP |
25,515.45 |
25,469.05 |
S1 |
25,485.81 |
25,416.21 |
|