Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
25,638.39 |
25,987.62 |
349.23 |
1.4% |
25,308.40 |
High |
25,810.43 |
26,086.12 |
275.69 |
1.1% |
25,810.43 |
Low |
25,633.08 |
25,702.99 |
69.91 |
0.3% |
25,235.41 |
Close |
25,803.19 |
25,792.86 |
-10.33 |
0.0% |
25,803.19 |
Range |
177.35 |
383.13 |
205.78 |
116.0% |
575.02 |
ATR |
153.57 |
169.97 |
16.40 |
10.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,010.05 |
26,784.58 |
26,003.58 |
|
R3 |
26,626.92 |
26,401.45 |
25,898.22 |
|
R2 |
26,243.79 |
26,243.79 |
25,863.10 |
|
R1 |
26,018.32 |
26,018.32 |
25,827.98 |
25,939.49 |
PP |
25,860.66 |
25,860.66 |
25,860.66 |
25,821.24 |
S1 |
25,635.19 |
25,635.19 |
25,757.74 |
25,556.36 |
S2 |
25,477.53 |
25,477.53 |
25,722.62 |
|
S3 |
25,094.40 |
25,252.06 |
25,687.50 |
|
S4 |
24,711.27 |
24,868.93 |
25,582.14 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,341.40 |
27,147.32 |
26,119.45 |
|
R3 |
26,766.38 |
26,572.30 |
25,961.32 |
|
R2 |
26,191.36 |
26,191.36 |
25,908.61 |
|
R1 |
25,997.28 |
25,997.28 |
25,855.90 |
26,094.32 |
PP |
25,616.34 |
25,616.34 |
25,616.34 |
25,664.87 |
S1 |
25,422.26 |
25,422.26 |
25,750.48 |
25,519.30 |
S2 |
25,041.32 |
25,041.32 |
25,697.77 |
|
S3 |
24,466.30 |
24,847.24 |
25,645.06 |
|
S4 |
23,891.28 |
24,272.22 |
25,486.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,086.12 |
25,256.99 |
829.13 |
3.2% |
203.80 |
0.8% |
65% |
True |
False |
|
10 |
26,086.12 |
24,741.70 |
1,344.42 |
5.2% |
166.49 |
0.6% |
78% |
True |
False |
|
20 |
26,086.12 |
24,584.44 |
1,501.68 |
5.8% |
133.44 |
0.5% |
80% |
True |
False |
|
40 |
26,086.12 |
23,356.01 |
2,730.11 |
10.6% |
141.45 |
0.5% |
89% |
True |
False |
|
60 |
26,086.12 |
23,052.67 |
3,033.45 |
11.8% |
132.24 |
0.5% |
90% |
True |
False |
|
80 |
26,086.12 |
22,219.11 |
3,867.01 |
15.0% |
119.42 |
0.5% |
92% |
True |
False |
|
100 |
26,086.12 |
21,673.58 |
4,412.54 |
17.1% |
114.17 |
0.4% |
93% |
True |
False |
|
120 |
26,086.12 |
21,600.34 |
4,485.78 |
17.4% |
110.98 |
0.4% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,714.42 |
2.618 |
27,089.15 |
1.618 |
26,706.02 |
1.000 |
26,469.25 |
0.618 |
26,322.89 |
HIGH |
26,086.12 |
0.618 |
25,939.76 |
0.500 |
25,894.56 |
0.382 |
25,849.35 |
LOW |
25,702.99 |
0.618 |
25,466.22 |
1.000 |
25,319.86 |
1.618 |
25,083.09 |
2.618 |
24,699.96 |
4.250 |
24,074.69 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
25,894.56 |
25,775.63 |
PP |
25,860.66 |
25,758.39 |
S1 |
25,826.76 |
25,741.16 |
|