Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,200.7 |
1,188.5 |
-12.2 |
-1.0% |
1,209.3 |
High |
1,202.3 |
1,191.0 |
-11.3 |
-0.9% |
1,220.1 |
Low |
1,183.9 |
1,179.7 |
-4.2 |
-0.4% |
1,179.7 |
Close |
1,189.8 |
1,188.4 |
-1.4 |
-0.1% |
1,188.4 |
Range |
18.4 |
11.3 |
-7.1 |
-38.6% |
40.4 |
ATR |
16.4 |
16.1 |
-0.4 |
-2.2% |
0.0 |
Volume |
244,314 |
234,352 |
-9,962 |
-4.1% |
1,231,263 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.3 |
1,215.6 |
1,194.6 |
|
R3 |
1,209.0 |
1,204.3 |
1,191.5 |
|
R2 |
1,197.7 |
1,197.7 |
1,190.5 |
|
R1 |
1,193.0 |
1,193.0 |
1,189.4 |
1,189.7 |
PP |
1,186.4 |
1,186.4 |
1,186.4 |
1,184.7 |
S1 |
1,181.7 |
1,181.7 |
1,187.4 |
1,178.4 |
S2 |
1,175.1 |
1,175.1 |
1,186.3 |
|
S3 |
1,163.8 |
1,170.4 |
1,185.3 |
|
S4 |
1,152.5 |
1,159.1 |
1,182.2 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.3 |
1,293.2 |
1,210.6 |
|
R3 |
1,276.9 |
1,252.8 |
1,199.5 |
|
R2 |
1,236.5 |
1,236.5 |
1,195.8 |
|
R1 |
1,212.4 |
1,212.4 |
1,192.1 |
1,204.3 |
PP |
1,196.1 |
1,196.1 |
1,196.1 |
1,192.0 |
S1 |
1,172.0 |
1,172.0 |
1,184.7 |
1,163.9 |
S2 |
1,155.7 |
1,155.7 |
1,181.0 |
|
S3 |
1,115.3 |
1,131.6 |
1,177.3 |
|
S4 |
1,074.9 |
1,091.2 |
1,166.2 |
|
|
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 |
1,179.7 |
40.4 |
3.4% |
14.1 |
1.2% |
22% |
False |
True |
246,252 |
10 |
1,220.1 |
1,179.7 |
40.4 |
3.4% |
14.9 |
1.3% |
22% |
False |
True |
259,669 |
20 |
1,220.1 |
1,142.6 |
77.5 |
6.5% |
15.5 |
1.3% |
59% |
False |
False |
240,401 |
40 |
1,220.1 |
1,124.3 |
95.8 |
8.1% |
15.2 |
1.3% |
67% |
False |
False |
201,467 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.2% |
17.8 |
1.5% |
30% |
False |
False |
151,642 |
80 |
1,341.0 |
1,124.3 |
216.7 |
18.2% |
16.8 |
1.4% |
30% |
False |
False |
115,794 |
100 |
1,360.7 |
1,124.3 |
236.4 |
19.9% |
16.1 |
1.4% |
27% |
False |
False |
93,528 |
120 |
1,368.0 |
1,124.3 |
243.7 |
20.5% |
15.9 |
1.3% |
26% |
False |
False |
78,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,239.0 |
2.618 |
1,220.6 |
1.618 |
1,209.3 |
1.000 |
1,202.3 |
0.618 |
1,198.0 |
HIGH |
1,191.0 |
0.618 |
1,186.7 |
0.500 |
1,185.4 |
0.382 |
1,184.0 |
LOW |
1,179.7 |
0.618 |
1,172.7 |
1.000 |
1,168.4 |
1.618 |
1,161.4 |
2.618 |
1,150.1 |
4.250 |
1,131.7 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,187.4 |
1,194.5 |
PP |
1,186.4 |
1,192.5 |
S1 |
1,185.4 |
1,190.4 |
|