Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,298.0 |
3,281.0 |
-17.0 |
-0.5% |
3,321.0 |
High |
3,320.0 |
3,300.0 |
-20.0 |
-0.6% |
3,324.0 |
Low |
3,287.0 |
3,250.0 |
-37.0 |
-1.1% |
3,271.0 |
Close |
3,314.0 |
3,281.0 |
-33.0 |
-1.0% |
3,314.0 |
Range |
33.0 |
50.0 |
17.0 |
51.5% |
53.0 |
ATR |
35.8 |
37.8 |
2.0 |
5.6% |
0.0 |
Volume |
571,941 |
772,737 |
200,796 |
35.1% |
4,329,907 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,427.0 |
3,404.0 |
3,308.5 |
|
R3 |
3,377.0 |
3,354.0 |
3,294.8 |
|
R2 |
3,327.0 |
3,327.0 |
3,290.2 |
|
R1 |
3,304.0 |
3,304.0 |
3,285.6 |
3,306.0 |
PP |
3,277.0 |
3,277.0 |
3,277.0 |
3,278.0 |
S1 |
3,254.0 |
3,254.0 |
3,276.4 |
3,256.0 |
S2 |
3,227.0 |
3,227.0 |
3,271.8 |
|
S3 |
3,177.0 |
3,204.0 |
3,267.3 |
|
S4 |
3,127.0 |
3,154.0 |
3,253.5 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,462.0 |
3,441.0 |
3,343.2 |
|
R3 |
3,409.0 |
3,388.0 |
3,328.6 |
|
R2 |
3,356.0 |
3,356.0 |
3,323.7 |
|
R1 |
3,335.0 |
3,335.0 |
3,318.9 |
3,319.0 |
PP |
3,303.0 |
3,303.0 |
3,303.0 |
3,295.0 |
S1 |
3,282.0 |
3,282.0 |
3,309.1 |
3,266.0 |
S2 |
3,250.0 |
3,250.0 |
3,304.3 |
|
S3 |
3,197.0 |
3,229.0 |
3,299.4 |
|
S4 |
3,144.0 |
3,176.0 |
3,284.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,320.0 |
3,250.0 |
70.0 |
2.1% |
36.0 |
1.1% |
44% |
False |
True |
861,147 |
10 |
3,326.0 |
3,250.0 |
76.0 |
2.3% |
34.9 |
1.1% |
41% |
False |
True |
832,414 |
20 |
3,326.0 |
3,236.0 |
90.0 |
2.7% |
30.9 |
0.9% |
50% |
False |
False |
672,268 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.1% |
36.8 |
1.1% |
88% |
False |
False |
568,935 |
60 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
39.5 |
1.2% |
90% |
False |
False |
383,932 |
80 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
39.4 |
1.2% |
90% |
False |
False |
288,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,512.5 |
2.618 |
3,430.9 |
1.618 |
3,380.9 |
1.000 |
3,350.0 |
0.618 |
3,330.9 |
HIGH |
3,300.0 |
0.618 |
3,280.9 |
0.500 |
3,275.0 |
0.382 |
3,269.1 |
LOW |
3,250.0 |
0.618 |
3,219.1 |
1.000 |
3,200.0 |
1.618 |
3,169.1 |
2.618 |
3,119.1 |
4.250 |
3,037.5 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,279.0 |
3,285.0 |
PP |
3,277.0 |
3,283.7 |
S1 |
3,275.0 |
3,282.3 |
|