Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,188.5 |
1,191.7 |
3.2 |
0.3% |
1,209.3 |
High |
1,191.0 |
1,198.5 |
7.5 |
0.6% |
1,220.1 |
Low |
1,179.7 |
1,187.1 |
7.4 |
0.6% |
1,179.7 |
Close |
1,188.4 |
1,193.2 |
4.8 |
0.4% |
1,188.4 |
Range |
11.3 |
11.4 |
0.1 |
0.9% |
40.4 |
ATR |
16.1 |
15.7 |
-0.3 |
-2.1% |
0.0 |
Volume |
234,352 |
50,503 |
-183,849 |
-78.4% |
1,231,263 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.1 |
1,221.6 |
1,199.5 |
|
R3 |
1,215.7 |
1,210.2 |
1,196.3 |
|
R2 |
1,204.3 |
1,204.3 |
1,195.3 |
|
R1 |
1,198.8 |
1,198.8 |
1,194.2 |
1,201.6 |
PP |
1,192.9 |
1,192.9 |
1,192.9 |
1,194.3 |
S1 |
1,187.4 |
1,187.4 |
1,192.2 |
1,190.2 |
S2 |
1,181.5 |
1,181.5 |
1,191.1 |
|
S3 |
1,170.1 |
1,176.0 |
1,190.1 |
|
S4 |
1,158.7 |
1,164.6 |
1,186.9 |
|
|
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% |
14.3 |
1.2% |
33% |
False |
False |
208,871 |
10 |
1,220.1 |
1,179.7 |
40.4 |
3.4% |
14.7 |
1.2% |
33% |
False |
False |
235,857 |
20 |
1,220.1 |
1,146.5 |
73.6 |
6.2% |
15.2 |
1.3% |
63% |
False |
False |
235,025 |
40 |
1,220.1 |
1,124.3 |
95.8 |
8.0% |
14.9 |
1.2% |
72% |
False |
False |
196,497 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.2% |
17.7 |
1.5% |
32% |
False |
False |
152,260 |
80 |
1,341.0 |
1,124.3 |
216.7 |
18.2% |
16.3 |
1.4% |
32% |
False |
False |
116,212 |
100 |
1,360.7 |
1,124.3 |
236.4 |
19.8% |
15.9 |
1.3% |
29% |
False |
False |
93,951 |
120 |
1,368.0 |
1,124.3 |
243.7 |
20.4% |
15.9 |
1.3% |
28% |
False |
False |
79,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,247.0 |
2.618 |
1,228.3 |
1.618 |
1,216.9 |
1.000 |
1,209.9 |
0.618 |
1,205.5 |
HIGH |
1,198.5 |
0.618 |
1,194.1 |
0.500 |
1,192.8 |
0.382 |
1,191.5 |
LOW |
1,187.1 |
0.618 |
1,180.1 |
1.000 |
1,175.7 |
1.618 |
1,168.7 |
2.618 |
1,157.3 |
4.250 |
1,138.7 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,193.1 |
1,192.5 |
PP |
1,192.9 |
1,191.7 |
S1 |
1,192.8 |
1,191.0 |
|