Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,281.0 |
3,273.0 |
-8.0 |
-0.2% |
3,281.0 |
High |
3,303.0 |
3,300.0 |
-3.0 |
-0.1% |
3,303.0 |
Low |
3,269.0 |
3,254.0 |
-15.0 |
-0.5% |
3,250.0 |
Close |
3,288.0 |
3,263.0 |
-25.0 |
-0.8% |
3,288.0 |
Range |
34.0 |
46.0 |
12.0 |
35.3% |
53.0 |
ATR |
37.8 |
38.4 |
0.6 |
1.5% |
0.0 |
Volume |
1,021,875 |
706,545 |
-315,330 |
-30.9% |
3,682,340 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,410.3 |
3,382.7 |
3,288.3 |
|
R3 |
3,364.3 |
3,336.7 |
3,275.7 |
|
R2 |
3,318.3 |
3,318.3 |
3,271.4 |
|
R1 |
3,290.7 |
3,290.7 |
3,267.2 |
3,281.5 |
PP |
3,272.3 |
3,272.3 |
3,272.3 |
3,267.8 |
S1 |
3,244.7 |
3,244.7 |
3,258.8 |
3,235.5 |
S2 |
3,226.3 |
3,226.3 |
3,254.6 |
|
S3 |
3,180.3 |
3,198.7 |
3,250.4 |
|
S4 |
3,134.3 |
3,152.7 |
3,237.7 |
|
|
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 |
3,303.0 |
3,250.0 |
53.0 |
1.6% |
42.2 |
1.3% |
25% |
False |
False |
877,777 |
10 |
3,324.0 |
3,250.0 |
74.0 |
2.3% |
39.3 |
1.2% |
18% |
False |
False |
871,879 |
20 |
3,326.0 |
3,250.0 |
76.0 |
2.3% |
34.6 |
1.1% |
17% |
False |
False |
737,171 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.2% |
38.1 |
1.2% |
83% |
False |
False |
658,055 |
60 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
40.5 |
1.2% |
86% |
False |
False |
444,106 |
80 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
38.9 |
1.2% |
86% |
False |
False |
333,785 |
100 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
38.7 |
1.2% |
86% |
False |
False |
267,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,495.5 |
2.618 |
3,420.4 |
1.618 |
3,374.4 |
1.000 |
3,346.0 |
0.618 |
3,328.4 |
HIGH |
3,300.0 |
0.618 |
3,282.4 |
0.500 |
3,277.0 |
0.382 |
3,271.6 |
LOW |
3,254.0 |
0.618 |
3,225.6 |
1.000 |
3,208.0 |
1.618 |
3,179.6 |
2.618 |
3,133.6 |
4.250 |
3,058.5 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,277.0 |
3,278.5 |
PP |
3,272.3 |
3,273.3 |
S1 |
3,267.7 |
3,268.2 |
|