Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,204.8 |
1,209.3 |
4.5 |
0.4% |
1,199.4 |
High |
1,214.8 |
1,219.4 |
4.6 |
0.4% |
1,218.9 |
Low |
1,198.2 |
1,209.0 |
10.8 |
0.9% |
1,195.4 |
Close |
1,204.9 |
1,215.6 |
10.7 |
0.9% |
1,204.9 |
Range |
16.6 |
10.4 |
-6.2 |
-37.3% |
23.5 |
ATR |
16.4 |
16.3 |
-0.1 |
-0.8% |
0.0 |
Volume |
244,343 |
237,411 |
-6,932 |
-2.8% |
1,076,808 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.9 |
1,241.1 |
1,221.3 |
|
R3 |
1,235.5 |
1,230.7 |
1,218.5 |
|
R2 |
1,225.1 |
1,225.1 |
1,217.5 |
|
R1 |
1,220.3 |
1,220.3 |
1,216.6 |
1,222.7 |
PP |
1,214.7 |
1,214.7 |
1,214.7 |
1,215.9 |
S1 |
1,209.9 |
1,209.9 |
1,214.6 |
1,212.3 |
S2 |
1,204.3 |
1,204.3 |
1,213.7 |
|
S3 |
1,193.9 |
1,199.5 |
1,212.7 |
|
S4 |
1,183.5 |
1,189.1 |
1,209.9 |
|
|
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 |
1,219.4 |
1,195.4 |
24.0 |
2.0% |
15.0 |
1.2% |
84% |
True |
False |
262,843 |
10 |
1,219.4 |
1,172.2 |
47.2 |
3.9% |
15.2 |
1.2% |
92% |
True |
False |
260,469 |
20 |
1,219.4 |
1,128.6 |
90.8 |
7.5% |
14.6 |
1.2% |
96% |
True |
False |
211,512 |
40 |
1,219.4 |
1,124.3 |
95.1 |
7.8% |
15.9 |
1.3% |
96% |
True |
False |
190,821 |
60 |
1,341.0 |
1,124.3 |
216.7 |
17.8% |
17.6 |
1.4% |
42% |
False |
False |
135,590 |
80 |
1,341.0 |
1,124.3 |
216.7 |
17.8% |
16.6 |
1.4% |
42% |
False |
False |
103,599 |
100 |
1,360.7 |
1,124.3 |
236.4 |
19.4% |
16.2 |
1.3% |
39% |
False |
False |
83,732 |
120 |
1,378.1 |
1,124.3 |
253.8 |
20.9% |
16.0 |
1.3% |
36% |
False |
False |
70,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,263.6 |
2.618 |
1,246.6 |
1.618 |
1,236.2 |
1.000 |
1,229.8 |
0.618 |
1,225.8 |
HIGH |
1,219.4 |
0.618 |
1,215.4 |
0.500 |
1,214.2 |
0.382 |
1,213.0 |
LOW |
1,209.0 |
0.618 |
1,202.6 |
1.000 |
1,198.6 |
1.618 |
1,192.2 |
2.618 |
1,181.8 |
4.250 |
1,164.8 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,215.1 |
1,212.9 |
PP |
1,214.7 |
1,210.1 |
S1 |
1,214.2 |
1,207.4 |
|