Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,296.0 |
3,281.0 |
-15.0 |
-0.5% |
3,281.0 |
High |
3,300.0 |
3,303.0 |
3.0 |
0.1% |
3,303.0 |
Low |
3,269.0 |
3,269.0 |
0.0 |
0.0% |
3,250.0 |
Close |
3,279.0 |
3,288.0 |
9.0 |
0.3% |
3,288.0 |
Range |
31.0 |
34.0 |
3.0 |
9.7% |
53.0 |
ATR |
38.1 |
37.8 |
-0.3 |
-0.8% |
0.0 |
Volume |
996,482 |
1,021,875 |
25,393 |
2.5% |
3,682,340 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,388.7 |
3,372.3 |
3,306.7 |
|
R3 |
3,354.7 |
3,338.3 |
3,297.4 |
|
R2 |
3,320.7 |
3,320.7 |
3,294.2 |
|
R1 |
3,304.3 |
3,304.3 |
3,291.1 |
3,312.5 |
PP |
3,286.7 |
3,286.7 |
3,286.7 |
3,290.8 |
S1 |
3,270.3 |
3,270.3 |
3,284.9 |
3,278.5 |
S2 |
3,252.7 |
3,252.7 |
3,281.8 |
|
S3 |
3,218.7 |
3,236.3 |
3,278.7 |
|
S4 |
3,184.7 |
3,202.3 |
3,269.3 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,439.3 |
3,416.7 |
3,317.2 |
|
R3 |
3,386.3 |
3,363.7 |
3,302.6 |
|
R2 |
3,333.3 |
3,333.3 |
3,297.7 |
|
R1 |
3,310.7 |
3,310.7 |
3,292.9 |
3,322.0 |
PP |
3,280.3 |
3,280.3 |
3,280.3 |
3,286.0 |
S1 |
3,257.7 |
3,257.7 |
3,283.1 |
3,269.0 |
S2 |
3,227.3 |
3,227.3 |
3,278.3 |
|
S3 |
3,174.3 |
3,204.7 |
3,273.4 |
|
S4 |
3,121.3 |
3,151.7 |
3,258.9 |
|
|
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% |
39.6 |
1.2% |
54% |
False |
False |
850,856 |
10 |
3,325.0 |
3,250.0 |
75.0 |
2.3% |
38.2 |
1.2% |
51% |
False |
False |
875,665 |
20 |
3,326.0 |
3,249.0 |
77.0 |
2.3% |
33.4 |
1.0% |
51% |
False |
False |
719,661 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.1% |
37.4 |
1.1% |
90% |
False |
False |
640,972 |
60 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
40.3 |
1.2% |
92% |
False |
False |
432,375 |
80 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
39.3 |
1.2% |
92% |
False |
False |
324,957 |
100 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
38.6 |
1.2% |
92% |
False |
False |
260,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,447.5 |
2.618 |
3,392.0 |
1.618 |
3,358.0 |
1.000 |
3,337.0 |
0.618 |
3,324.0 |
HIGH |
3,303.0 |
0.618 |
3,290.0 |
0.500 |
3,286.0 |
0.382 |
3,282.0 |
LOW |
3,269.0 |
0.618 |
3,248.0 |
1.000 |
3,235.0 |
1.618 |
3,214.0 |
2.618 |
3,180.0 |
4.250 |
3,124.5 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,287.3 |
3,284.2 |
PP |
3,286.7 |
3,280.3 |
S1 |
3,286.0 |
3,276.5 |
|