Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,209.3 |
1,218.0 |
8.7 |
0.7% |
1,199.4 |
High |
1,219.4 |
1,220.1 |
0.7 |
0.1% |
1,218.9 |
Low |
1,209.0 |
1,206.2 |
-2.8 |
-0.2% |
1,195.4 |
Close |
1,215.6 |
1,210.8 |
-4.8 |
-0.4% |
1,204.9 |
Range |
10.4 |
13.9 |
3.5 |
33.7% |
23.5 |
ATR |
16.3 |
16.1 |
-0.2 |
-1.1% |
0.0 |
Volume |
237,411 |
216,007 |
-21,404 |
-9.0% |
1,076,808 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.1 |
1,246.3 |
1,218.4 |
|
R3 |
1,240.2 |
1,232.4 |
1,214.6 |
|
R2 |
1,226.3 |
1,226.3 |
1,213.3 |
|
R1 |
1,218.5 |
1,218.5 |
1,212.1 |
1,215.5 |
PP |
1,212.4 |
1,212.4 |
1,212.4 |
1,210.8 |
S1 |
1,204.6 |
1,204.6 |
1,209.5 |
1,201.6 |
S2 |
1,198.5 |
1,198.5 |
1,208.3 |
|
S3 |
1,184.6 |
1,190.7 |
1,207.0 |
|
S4 |
1,170.7 |
1,176.8 |
1,203.2 |
|
|
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 |
1,220.1 |
1,195.4 |
24.7 |
2.0% |
13.6 |
1.1% |
62% |
True |
False |
229,761 |
10 |
1,220.1 |
1,177.0 |
43.1 |
3.6% |
15.1 |
1.3% |
78% |
True |
False |
264,166 |
20 |
1,220.1 |
1,129.5 |
90.6 |
7.5% |
14.9 |
1.2% |
90% |
True |
False |
216,297 |
40 |
1,220.1 |
1,124.3 |
95.8 |
7.9% |
15.4 |
1.3% |
90% |
True |
False |
193,061 |
60 |
1,341.0 |
1,124.3 |
216.7 |
17.9% |
17.6 |
1.5% |
40% |
False |
False |
138,987 |
80 |
1,341.0 |
1,124.3 |
216.7 |
17.9% |
16.6 |
1.4% |
40% |
False |
False |
106,212 |
100 |
1,360.7 |
1,124.3 |
236.4 |
19.5% |
16.2 |
1.3% |
37% |
False |
False |
85,861 |
120 |
1,377.4 |
1,124.3 |
253.1 |
20.9% |
16.0 |
1.3% |
34% |
False |
False |
72,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.2 |
2.618 |
1,256.5 |
1.618 |
1,242.6 |
1.000 |
1,234.0 |
0.618 |
1,228.7 |
HIGH |
1,220.1 |
0.618 |
1,214.8 |
0.500 |
1,213.2 |
0.382 |
1,211.5 |
LOW |
1,206.2 |
0.618 |
1,197.6 |
1.000 |
1,192.3 |
1.618 |
1,183.7 |
2.618 |
1,169.8 |
4.250 |
1,147.1 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,213.2 |
1,210.3 |
PP |
1,212.4 |
1,209.7 |
S1 |
1,211.6 |
1,209.2 |
|