Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,218.0 |
1,208.6 |
-9.4 |
-0.8% |
1,199.4 |
High |
1,220.1 |
1,209.3 |
-10.8 |
-0.9% |
1,218.9 |
Low |
1,206.2 |
1,192.6 |
-13.6 |
-1.1% |
1,195.4 |
Close |
1,210.8 |
1,197.8 |
-13.0 |
-1.1% |
1,204.9 |
Range |
13.9 |
16.7 |
2.8 |
20.1% |
23.5 |
ATR |
16.1 |
16.3 |
0.1 |
0.9% |
0.0 |
Volume |
216,007 |
299,179 |
83,172 |
38.5% |
1,076,808 |
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.0 |
1,240.6 |
1,207.0 |
|
R3 |
1,233.3 |
1,223.9 |
1,202.4 |
|
R2 |
1,216.6 |
1,216.6 |
1,200.9 |
|
R1 |
1,207.2 |
1,207.2 |
1,199.3 |
1,203.6 |
PP |
1,199.9 |
1,199.9 |
1,199.9 |
1,198.1 |
S1 |
1,190.5 |
1,190.5 |
1,196.3 |
1,186.9 |
S2 |
1,183.2 |
1,183.2 |
1,194.7 |
|
S3 |
1,166.5 |
1,173.8 |
1,193.2 |
|
S4 |
1,149.8 |
1,157.1 |
1,188.6 |
|
|
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 |
1,192.6 |
27.5 |
2.3% |
13.7 |
1.1% |
19% |
False |
True |
248,868 |
10 |
1,220.1 |
1,177.0 |
43.1 |
3.6% |
15.8 |
1.3% |
48% |
False |
False |
271,602 |
20 |
1,220.1 |
1,132.8 |
87.3 |
7.3% |
15.4 |
1.3% |
74% |
False |
False |
227,516 |
40 |
1,220.1 |
1,124.3 |
95.8 |
8.0% |
15.2 |
1.3% |
77% |
False |
False |
198,269 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.1% |
17.8 |
1.5% |
34% |
False |
False |
143,867 |
80 |
1,341.0 |
1,124.3 |
216.7 |
18.1% |
16.7 |
1.4% |
34% |
False |
False |
109,928 |
100 |
1,360.7 |
1,124.3 |
236.4 |
19.7% |
16.2 |
1.4% |
31% |
False |
False |
88,814 |
120 |
1,375.6 |
1,124.3 |
251.3 |
21.0% |
16.0 |
1.3% |
29% |
False |
False |
74,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.3 |
2.618 |
1,253.0 |
1.618 |
1,236.3 |
1.000 |
1,226.0 |
0.618 |
1,219.6 |
HIGH |
1,209.3 |
0.618 |
1,202.9 |
0.500 |
1,201.0 |
0.382 |
1,199.0 |
LOW |
1,192.6 |
0.618 |
1,182.3 |
1.000 |
1,175.9 |
1.618 |
1,165.6 |
2.618 |
1,148.9 |
4.250 |
1,121.6 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,201.0 |
1,206.4 |
PP |
1,199.9 |
1,203.5 |
S1 |
1,198.9 |
1,200.7 |
|