| 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 |
23,830 |
23,640 |
-190 |
-0.8% |
22,750 |
| High |
23,880 |
23,835 |
-45 |
-0.2% |
23,850 |
| Low |
23,580 |
23,620 |
40 |
0.2% |
22,655 |
| Close |
23,640 |
23,810 |
170 |
0.7% |
23,810 |
| Range |
300 |
215 |
-85 |
-28.3% |
1,195 |
| ATR |
285 |
280 |
-5 |
-1.8% |
0 |
| Volume |
17,008 |
12,529 |
-4,479 |
-26.3% |
41,311 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,400 |
24,320 |
23,928 |
|
| R3 |
24,185 |
24,105 |
23,869 |
|
| R2 |
23,970 |
23,970 |
23,850 |
|
| R1 |
23,890 |
23,890 |
23,830 |
23,930 |
| PP |
23,755 |
23,755 |
23,755 |
23,775 |
| S1 |
23,675 |
23,675 |
23,790 |
23,715 |
| S2 |
23,540 |
23,540 |
23,771 |
|
| S3 |
23,325 |
23,460 |
23,751 |
|
| S4 |
23,110 |
23,245 |
23,692 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,023 |
26,612 |
24,467 |
|
| R3 |
25,828 |
25,417 |
24,139 |
|
| R2 |
24,633 |
24,633 |
24,029 |
|
| R1 |
24,222 |
24,222 |
23,920 |
24,428 |
| PP |
23,438 |
23,438 |
23,438 |
23,541 |
| S1 |
23,027 |
23,027 |
23,701 |
23,233 |
| S2 |
22,243 |
22,243 |
23,591 |
|
| S3 |
21,048 |
21,832 |
23,482 |
|
| S4 |
19,853 |
20,637 |
23,153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,025 |
23,545 |
480 |
2.0% |
244 |
1.0% |
55% |
False |
False |
14,051 |
| 10 |
24,025 |
22,605 |
1,420 |
6.0% |
307 |
1.3% |
85% |
False |
False |
11,268 |
| 20 |
24,025 |
22,480 |
1,545 |
6.5% |
251 |
1.1% |
86% |
False |
False |
9,707 |
| 40 |
24,025 |
21,870 |
2,155 |
9.1% |
304 |
1.3% |
90% |
False |
False |
7,691 |
| 60 |
24,025 |
21,250 |
2,775 |
11.7% |
305 |
1.3% |
92% |
False |
False |
5,141 |
| 80 |
24,025 |
20,150 |
3,875 |
16.3% |
258 |
1.1% |
94% |
False |
False |
3,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,749 |
|
2.618 |
24,398 |
|
1.618 |
24,183 |
|
1.000 |
24,050 |
|
0.618 |
23,968 |
|
HIGH |
23,835 |
|
0.618 |
23,753 |
|
0.500 |
23,728 |
|
0.382 |
23,702 |
|
LOW |
23,620 |
|
0.618 |
23,487 |
|
1.000 |
23,405 |
|
1.618 |
23,272 |
|
2.618 |
23,057 |
|
4.250 |
22,706 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
23,783 |
23,808 |
| PP |
23,755 |
23,805 |
| S1 |
23,728 |
23,803 |
|