Trading Metrics calculated at close of trading on 02-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
268.53 |
267.84 |
-0.69 |
-0.3% |
267.05 |
High |
268.55 |
268.81 |
0.26 |
0.1% |
268.55 |
Low |
266.64 |
267.40 |
0.76 |
0.3% |
266.64 |
Close |
266.86 |
268.77 |
1.91 |
0.7% |
266.86 |
Range |
1.91 |
1.41 |
-0.50 |
-26.2% |
1.91 |
ATR |
1.39 |
1.43 |
0.04 |
2.9% |
0.00 |
Volume |
96,007,400 |
86,655,696 |
-9,351,704 |
-9.7% |
244,118,800 |
|
Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
272.56 |
272.07 |
269.55 |
|
R3 |
271.15 |
270.66 |
269.16 |
|
R2 |
269.74 |
269.74 |
269.03 |
|
R1 |
269.25 |
269.25 |
268.90 |
269.50 |
PP |
268.33 |
268.33 |
268.33 |
268.45 |
S1 |
267.84 |
267.84 |
268.64 |
268.09 |
S2 |
266.92 |
266.92 |
268.51 |
|
S3 |
265.51 |
266.43 |
268.38 |
|
S4 |
264.10 |
265.02 |
267.99 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
273.08 |
271.88 |
267.91 |
|
R3 |
271.17 |
269.97 |
267.39 |
|
R2 |
269.26 |
269.26 |
267.21 |
|
R1 |
268.06 |
268.06 |
267.04 |
267.71 |
PP |
267.35 |
267.35 |
267.35 |
267.17 |
S1 |
266.15 |
266.15 |
266.68 |
265.80 |
S2 |
265.44 |
265.44 |
266.51 |
|
S3 |
263.53 |
264.24 |
266.33 |
|
S4 |
261.62 |
262.33 |
265.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
268.81 |
266.64 |
2.17 |
0.8% |
1.01 |
0.4% |
98% |
True |
False |
66,154,899 |
10 |
268.81 |
266.64 |
2.17 |
0.8% |
1.06 |
0.4% |
98% |
True |
False |
71,931,540 |
20 |
268.81 |
262.71 |
6.10 |
2.3% |
1.27 |
0.5% |
99% |
True |
False |
81,874,329 |
40 |
268.81 |
255.63 |
13.18 |
4.9% |
1.36 |
0.5% |
100% |
True |
False |
76,421,137 |
60 |
268.81 |
253.65 |
15.16 |
5.6% |
1.27 |
0.5% |
100% |
True |
False |
70,713,528 |
80 |
268.81 |
246.30 |
22.51 |
8.4% |
1.19 |
0.4% |
100% |
True |
False |
68,814,602 |
100 |
268.81 |
241.83 |
26.98 |
10.0% |
1.26 |
0.5% |
100% |
True |
False |
69,718,674 |
120 |
268.81 |
241.83 |
26.98 |
10.0% |
1.22 |
0.5% |
100% |
True |
False |
66,918,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
274.80 |
2.618 |
272.50 |
1.618 |
271.09 |
1.000 |
270.22 |
0.618 |
269.68 |
HIGH |
268.81 |
0.618 |
268.27 |
0.500 |
268.11 |
0.382 |
267.94 |
LOW |
267.40 |
0.618 |
266.53 |
1.000 |
265.99 |
1.618 |
265.12 |
2.618 |
263.71 |
4.250 |
261.41 |
|
|
Fisher Pivots for day following 02-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
268.55 |
268.42 |
PP |
268.33 |
268.07 |
S1 |
268.11 |
267.73 |
|