Trading Metrics calculated at close of trading on 19-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,289.0 |
3,296.0 |
7.0 |
0.2% |
3,321.0 |
High |
3,300.0 |
3,300.0 |
0.0 |
0.0% |
3,324.0 |
Low |
3,250.0 |
3,269.0 |
19.0 |
0.6% |
3,271.0 |
Close |
3,286.0 |
3,279.0 |
-7.0 |
-0.2% |
3,314.0 |
Range |
50.0 |
31.0 |
-19.0 |
-38.0% |
53.0 |
ATR |
38.7 |
38.1 |
-0.5 |
-1.4% |
0.0 |
Volume |
891,246 |
996,482 |
105,236 |
11.8% |
4,329,907 |
|
Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,375.7 |
3,358.3 |
3,296.1 |
|
R3 |
3,344.7 |
3,327.3 |
3,287.5 |
|
R2 |
3,313.7 |
3,313.7 |
3,284.7 |
|
R1 |
3,296.3 |
3,296.3 |
3,281.8 |
3,289.5 |
PP |
3,282.7 |
3,282.7 |
3,282.7 |
3,279.3 |
S1 |
3,265.3 |
3,265.3 |
3,276.2 |
3,258.5 |
S2 |
3,251.7 |
3,251.7 |
3,273.3 |
|
S3 |
3,220.7 |
3,234.3 |
3,270.5 |
|
S4 |
3,189.7 |
3,203.3 |
3,262.0 |
|
|
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% |
38.6 |
1.2% |
41% |
False |
False |
821,975 |
10 |
3,325.0 |
3,250.0 |
75.0 |
2.3% |
37.3 |
1.1% |
39% |
False |
False |
854,084 |
20 |
3,326.0 |
3,249.0 |
77.0 |
2.3% |
32.7 |
1.0% |
39% |
False |
False |
698,719 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.1% |
37.3 |
1.1% |
87% |
False |
False |
615,546 |
60 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
40.1 |
1.2% |
90% |
False |
False |
415,386 |
80 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
39.2 |
1.2% |
90% |
False |
False |
312,216 |
100 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
38.5 |
1.2% |
90% |
False |
False |
250,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,431.8 |
2.618 |
3,381.2 |
1.618 |
3,350.2 |
1.000 |
3,331.0 |
0.618 |
3,319.2 |
HIGH |
3,300.0 |
0.618 |
3,288.2 |
0.500 |
3,284.5 |
0.382 |
3,280.8 |
LOW |
3,269.0 |
0.618 |
3,249.8 |
1.000 |
3,238.0 |
1.618 |
3,218.8 |
2.618 |
3,187.8 |
4.250 |
3,137.3 |
|
|
Fisher Pivots for day following 19-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,284.5 |
3,277.7 |
PP |
3,282.7 |
3,276.3 |
S1 |
3,280.8 |
3,275.0 |
|