Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,203.1 |
1,204.8 |
1.7 |
0.1% |
1,199.4 |
High |
1,206.4 |
1,214.8 |
8.4 |
0.7% |
1,218.9 |
Low |
1,195.4 |
1,198.2 |
2.8 |
0.2% |
1,195.4 |
Close |
1,201.5 |
1,204.9 |
3.4 |
0.3% |
1,204.9 |
Range |
11.0 |
16.6 |
5.6 |
50.9% |
23.5 |
ATR |
16.4 |
16.4 |
0.0 |
0.1% |
0.0 |
Volume |
247,403 |
244,343 |
-3,060 |
-1.2% |
1,076,808 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.8 |
1,246.9 |
1,214.0 |
|
R3 |
1,239.2 |
1,230.3 |
1,209.5 |
|
R2 |
1,222.6 |
1,222.6 |
1,207.9 |
|
R1 |
1,213.7 |
1,213.7 |
1,206.4 |
1,218.2 |
PP |
1,206.0 |
1,206.0 |
1,206.0 |
1,208.2 |
S1 |
1,197.1 |
1,197.1 |
1,203.4 |
1,201.6 |
S2 |
1,189.4 |
1,189.4 |
1,201.9 |
|
S3 |
1,172.8 |
1,180.5 |
1,200.3 |
|
S4 |
1,156.2 |
1,163.9 |
1,195.8 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.9 |
1,264.4 |
1,217.8 |
|
R3 |
1,253.4 |
1,240.9 |
1,211.4 |
|
R2 |
1,229.9 |
1,229.9 |
1,209.2 |
|
R1 |
1,217.4 |
1,217.4 |
1,207.1 |
1,223.7 |
PP |
1,206.4 |
1,206.4 |
1,206.4 |
1,209.5 |
S1 |
1,193.9 |
1,193.9 |
1,202.7 |
1,200.2 |
S2 |
1,182.9 |
1,182.9 |
1,200.6 |
|
S3 |
1,159.4 |
1,170.4 |
1,198.4 |
|
S4 |
1,135.9 |
1,146.9 |
1,192.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,218.9 |
1,187.5 |
31.4 |
2.6% |
15.7 |
1.3% |
55% |
False |
False |
273,085 |
10 |
1,218.9 |
1,171.1 |
47.8 |
4.0% |
15.4 |
1.3% |
71% |
False |
False |
259,371 |
20 |
1,218.9 |
1,128.6 |
90.3 |
7.5% |
14.5 |
1.2% |
84% |
False |
False |
205,345 |
40 |
1,223.6 |
1,124.3 |
99.3 |
8.2% |
16.0 |
1.3% |
81% |
False |
False |
185,851 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.0% |
17.7 |
1.5% |
37% |
False |
False |
131,725 |
80 |
1,346.6 |
1,124.3 |
222.3 |
18.4% |
16.6 |
1.4% |
36% |
False |
False |
100,724 |
100 |
1,360.7 |
1,124.3 |
236.4 |
19.6% |
16.2 |
1.3% |
34% |
False |
False |
81,367 |
120 |
1,378.1 |
1,124.3 |
253.8 |
21.1% |
16.0 |
1.3% |
32% |
False |
False |
68,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.4 |
2.618 |
1,258.3 |
1.618 |
1,241.7 |
1.000 |
1,231.4 |
0.618 |
1,225.1 |
HIGH |
1,214.8 |
0.618 |
1,208.5 |
0.500 |
1,206.5 |
0.382 |
1,204.5 |
LOW |
1,198.2 |
0.618 |
1,187.9 |
1.000 |
1,181.6 |
1.618 |
1,171.3 |
2.618 |
1,154.7 |
4.250 |
1,127.7 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,206.5 |
1,206.6 |
PP |
1,206.0 |
1,206.0 |
S1 |
1,205.4 |
1,205.5 |
|