Trading Metrics calculated at close of trading on 09-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
25,308.40 |
25,312.05 |
3.65 |
0.0% |
24,809.35 |
High |
25,311.99 |
25,439.78 |
127.79 |
0.5% |
25,299.79 |
Low |
25,235.41 |
25,308.41 |
73.00 |
0.3% |
24,741.70 |
Close |
25,283.00 |
25,385.80 |
102.80 |
0.4% |
25,295.87 |
Range |
76.58 |
131.37 |
54.79 |
71.5% |
558.09 |
ATR |
141.20 |
142.31 |
1.11 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,772.11 |
25,710.32 |
25,458.05 |
|
R3 |
25,640.74 |
25,578.95 |
25,421.93 |
|
R2 |
25,509.37 |
25,509.37 |
25,409.88 |
|
R1 |
25,447.58 |
25,447.58 |
25,397.84 |
25,478.48 |
PP |
25,378.00 |
25,378.00 |
25,378.00 |
25,393.44 |
S1 |
25,316.21 |
25,316.21 |
25,373.76 |
25,347.11 |
S2 |
25,246.63 |
25,246.63 |
25,361.72 |
|
S3 |
25,115.26 |
25,184.84 |
25,349.67 |
|
S4 |
24,983.89 |
25,053.47 |
25,313.55 |
|
|
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 |
24,825.55 |
614.23 |
2.4% |
130.96 |
0.5% |
91% |
True |
False |
|
10 |
25,439.78 |
24,708.42 |
731.36 |
2.9% |
109.94 |
0.4% |
93% |
True |
False |
|
20 |
25,439.78 |
24,314.74 |
1,125.04 |
4.4% |
113.84 |
0.4% |
95% |
True |
False |
|
40 |
25,439.78 |
23,242.75 |
2,197.03 |
8.7% |
129.82 |
0.5% |
98% |
True |
False |
|
60 |
25,439.78 |
22,855.93 |
2,583.85 |
10.2% |
121.83 |
0.5% |
98% |
True |
False |
|
80 |
25,439.78 |
22,214.52 |
3,225.26 |
12.7% |
111.78 |
0.4% |
98% |
True |
False |
|
100 |
25,439.78 |
21,600.34 |
3,839.44 |
15.1% |
112.08 |
0.4% |
99% |
True |
False |
|
120 |
25,439.78 |
21,496.13 |
3,943.65 |
15.5% |
106.49 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,998.10 |
2.618 |
25,783.71 |
1.618 |
25,652.34 |
1.000 |
25,571.15 |
0.618 |
25,520.97 |
HIGH |
25,439.78 |
0.618 |
25,389.60 |
0.500 |
25,374.10 |
0.382 |
25,358.59 |
LOW |
25,308.41 |
0.618 |
25,227.22 |
1.000 |
25,177.04 |
1.618 |
25,095.85 |
2.618 |
24,964.48 |
4.250 |
24,750.09 |
|
|
Fisher Pivots for day following 09-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
25,381.90 |
25,349.17 |
PP |
25,378.00 |
25,312.53 |
S1 |
25,374.10 |
25,275.90 |
|