Trading Metrics calculated at close of trading on 13-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,191.1 |
1,194.8 |
3.7 |
0.3% |
1,172.9 |
High |
1,207.2 |
1,201.8 |
-5.4 |
-0.4% |
1,207.2 |
Low |
1,190.7 |
1,187.5 |
-3.2 |
-0.3% |
1,172.2 |
Close |
1,199.8 |
1,196.2 |
-3.6 |
-0.3% |
1,196.2 |
Range |
16.5 |
14.3 |
-2.2 |
-13.3% |
35.0 |
ATR |
16.1 |
16.0 |
-0.1 |
-0.8% |
0.0 |
Volume |
269,319 |
288,619 |
19,300 |
7.2% |
1,290,471 |
|
Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.1 |
1,231.4 |
1,204.1 |
|
R3 |
1,223.8 |
1,217.1 |
1,200.1 |
|
R2 |
1,209.5 |
1,209.5 |
1,198.8 |
|
R1 |
1,202.8 |
1,202.8 |
1,197.5 |
1,206.2 |
PP |
1,195.2 |
1,195.2 |
1,195.2 |
1,196.8 |
S1 |
1,188.5 |
1,188.5 |
1,194.9 |
1,191.9 |
S2 |
1,180.9 |
1,180.9 |
1,193.6 |
|
S3 |
1,166.6 |
1,174.2 |
1,192.3 |
|
S4 |
1,152.3 |
1,159.9 |
1,188.3 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.9 |
1,281.5 |
1,215.5 |
|
R3 |
1,261.9 |
1,246.5 |
1,205.8 |
|
R2 |
1,226.9 |
1,226.9 |
1,202.6 |
|
R1 |
1,211.5 |
1,211.5 |
1,199.4 |
1,219.2 |
PP |
1,191.9 |
1,191.9 |
1,191.9 |
1,195.7 |
S1 |
1,176.5 |
1,176.5 |
1,193.0 |
1,184.2 |
S2 |
1,156.9 |
1,156.9 |
1,189.8 |
|
S3 |
1,121.9 |
1,141.5 |
1,186.6 |
|
S4 |
1,086.9 |
1,106.5 |
1,177.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,207.2 |
1,172.2 |
35.0 |
2.9% |
15.4 |
1.3% |
69% |
False |
False |
258,094 |
10 |
1,207.2 |
1,146.5 |
60.7 |
5.1% |
15.7 |
1.3% |
82% |
False |
False |
234,193 |
20 |
1,207.2 |
1,124.3 |
82.9 |
6.9% |
14.2 |
1.2% |
87% |
False |
False |
187,778 |
40 |
1,236.1 |
1,124.3 |
111.8 |
9.3% |
15.9 |
1.3% |
64% |
False |
False |
161,568 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.1% |
17.3 |
1.4% |
33% |
False |
False |
114,329 |
80 |
1,351.2 |
1,124.3 |
226.9 |
19.0% |
16.5 |
1.4% |
32% |
False |
False |
87,456 |
100 |
1,360.7 |
1,124.3 |
236.4 |
19.8% |
16.1 |
1.3% |
30% |
False |
False |
70,919 |
120 |
1,378.1 |
1,124.3 |
253.8 |
21.2% |
16.1 |
1.3% |
28% |
False |
False |
59,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,262.6 |
2.618 |
1,239.2 |
1.618 |
1,224.9 |
1.000 |
1,216.1 |
0.618 |
1,210.6 |
HIGH |
1,201.8 |
0.618 |
1,196.3 |
0.500 |
1,194.7 |
0.382 |
1,193.0 |
LOW |
1,187.5 |
0.618 |
1,178.7 |
1.000 |
1,173.2 |
1.618 |
1,164.4 |
2.618 |
1,150.1 |
4.250 |
1,126.7 |
|
|
Fisher Pivots for day following 13-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,195.7 |
1,194.8 |
PP |
1,195.2 |
1,193.5 |
S1 |
1,194.7 |
1,192.1 |
|