Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,281.0 |
3,289.0 |
8.0 |
0.2% |
3,321.0 |
High |
3,300.0 |
3,300.0 |
0.0 |
0.0% |
3,324.0 |
Low |
3,250.0 |
3,250.0 |
0.0 |
0.0% |
3,271.0 |
Close |
3,281.0 |
3,286.0 |
5.0 |
0.2% |
3,314.0 |
Range |
50.0 |
50.0 |
0.0 |
0.0% |
53.0 |
ATR |
37.8 |
38.7 |
0.9 |
2.3% |
0.0 |
Volume |
772,737 |
891,246 |
118,509 |
15.3% |
4,329,907 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,428.7 |
3,407.3 |
3,313.5 |
|
R3 |
3,378.7 |
3,357.3 |
3,299.8 |
|
R2 |
3,328.7 |
3,328.7 |
3,295.2 |
|
R1 |
3,307.3 |
3,307.3 |
3,290.6 |
3,293.0 |
PP |
3,278.7 |
3,278.7 |
3,278.7 |
3,271.5 |
S1 |
3,257.3 |
3,257.3 |
3,281.4 |
3,243.0 |
S2 |
3,228.7 |
3,228.7 |
3,276.8 |
|
S3 |
3,178.7 |
3,207.3 |
3,272.3 |
|
S4 |
3,128.7 |
3,157.3 |
3,258.5 |
|
|
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% |
41.2 |
1.3% |
51% |
False |
True |
826,439 |
10 |
3,325.0 |
3,250.0 |
75.0 |
2.3% |
37.0 |
1.1% |
48% |
False |
True |
842,300 |
20 |
3,326.0 |
3,239.0 |
87.0 |
2.6% |
32.7 |
1.0% |
54% |
False |
False |
679,349 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.1% |
37.1 |
1.1% |
89% |
False |
False |
591,109 |
60 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
40.0 |
1.2% |
91% |
False |
False |
398,783 |
80 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
39.5 |
1.2% |
91% |
False |
False |
299,762 |
100 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
38.2 |
1.2% |
91% |
False |
False |
241,847 |
|
|
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 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,282.3 |
3,285.7 |
PP |
3,278.7 |
3,285.3 |
S1 |
3,275.0 |
3,285.0 |
|