| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
25,114.92 |
25,308.40 |
193.48 |
0.8% |
24,809.35 |
| High |
25,299.79 |
25,311.99 |
12.20 |
0.0% |
25,299.79 |
| Low |
25,112.01 |
25,235.41 |
123.40 |
0.5% |
24,741.70 |
| Close |
25,295.87 |
25,283.00 |
-12.87 |
-0.1% |
25,295.87 |
| Range |
187.78 |
76.58 |
-111.20 |
-59.2% |
558.09 |
| ATR |
146.17 |
141.20 |
-4.97 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,506.54 |
25,471.35 |
25,325.12 |
|
| R3 |
25,429.96 |
25,394.77 |
25,304.06 |
|
| R2 |
25,353.38 |
25,353.38 |
25,297.04 |
|
| R1 |
25,318.19 |
25,318.19 |
25,290.02 |
25,297.50 |
| PP |
25,276.80 |
25,276.80 |
25,276.80 |
25,266.45 |
| S1 |
25,241.61 |
25,241.61 |
25,275.98 |
25,220.92 |
| S2 |
25,200.22 |
25,200.22 |
25,268.96 |
|
| S3 |
25,123.64 |
25,165.03 |
25,261.94 |
|
| S4 |
25,047.06 |
25,088.45 |
25,240.88 |
|
|
| 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 |
25,311.99 |
24,741.70 |
570.29 |
2.3% |
129.18 |
0.5% |
95% |
True |
False |
|
| 10 |
25,311.99 |
24,708.42 |
603.57 |
2.4% |
103.46 |
0.4% |
95% |
True |
False |
|
| 20 |
25,311.99 |
24,225.50 |
1,086.49 |
4.3% |
112.50 |
0.4% |
97% |
True |
False |
|
| 40 |
25,311.99 |
23,242.75 |
2,069.24 |
8.2% |
131.70 |
0.5% |
99% |
True |
False |
|
| 60 |
25,311.99 |
22,821.13 |
2,490.86 |
9.9% |
120.70 |
0.5% |
99% |
True |
False |
|
| 80 |
25,311.99 |
22,135.26 |
3,176.73 |
12.6% |
111.15 |
0.4% |
99% |
True |
False |
|
| 100 |
25,311.99 |
21,600.34 |
3,711.65 |
14.7% |
111.60 |
0.4% |
99% |
True |
False |
|
| 120 |
25,311.99 |
21,496.13 |
3,815.86 |
15.1% |
106.02 |
0.4% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,637.46 |
|
2.618 |
25,512.48 |
|
1.618 |
25,435.90 |
|
1.000 |
25,388.57 |
|
0.618 |
25,359.32 |
|
HIGH |
25,311.99 |
|
0.618 |
25,282.74 |
|
0.500 |
25,273.70 |
|
0.382 |
25,264.66 |
|
LOW |
25,235.41 |
|
0.618 |
25,188.08 |
|
1.000 |
25,158.83 |
|
1.618 |
25,111.50 |
|
2.618 |
25,034.92 |
|
4.250 |
24,909.95 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
25,279.90 |
25,234.54 |
| PP |
25,276.80 |
25,186.09 |
| S1 |
25,273.70 |
25,137.63 |
|