Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,273.0 |
3,276.0 |
3.0 |
0.1% |
3,281.0 |
High |
3,300.0 |
3,300.0 |
0.0 |
0.0% |
3,303.0 |
Low |
3,254.0 |
3,260.0 |
6.0 |
0.2% |
3,250.0 |
Close |
3,263.0 |
3,273.0 |
10.0 |
0.3% |
3,288.0 |
Range |
46.0 |
40.0 |
-6.0 |
-13.0% |
53.0 |
ATR |
38.4 |
38.5 |
0.1 |
0.3% |
0.0 |
Volume |
706,545 |
1,060,882 |
354,337 |
50.2% |
3,682,340 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,397.7 |
3,375.3 |
3,295.0 |
|
R3 |
3,357.7 |
3,335.3 |
3,284.0 |
|
R2 |
3,317.7 |
3,317.7 |
3,280.3 |
|
R1 |
3,295.3 |
3,295.3 |
3,276.7 |
3,286.5 |
PP |
3,277.7 |
3,277.7 |
3,277.7 |
3,273.3 |
S1 |
3,255.3 |
3,255.3 |
3,269.3 |
3,246.5 |
S2 |
3,237.7 |
3,237.7 |
3,265.7 |
|
S3 |
3,197.7 |
3,215.3 |
3,262.0 |
|
S4 |
3,157.7 |
3,175.3 |
3,251.0 |
|
|
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% |
40.2 |
1.2% |
43% |
False |
False |
935,406 |
10 |
3,320.0 |
3,250.0 |
70.0 |
2.1% |
38.1 |
1.2% |
33% |
False |
False |
898,276 |
20 |
3,326.0 |
3,250.0 |
76.0 |
2.3% |
35.4 |
1.1% |
30% |
False |
False |
780,950 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.1% |
38.3 |
1.2% |
85% |
False |
False |
684,373 |
60 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
40.6 |
1.2% |
88% |
False |
False |
461,787 |
80 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
38.3 |
1.2% |
88% |
False |
False |
347,046 |
100 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
38.6 |
1.2% |
88% |
False |
False |
278,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,470.0 |
2.618 |
3,404.7 |
1.618 |
3,364.7 |
1.000 |
3,340.0 |
0.618 |
3,324.7 |
HIGH |
3,300.0 |
0.618 |
3,284.7 |
0.500 |
3,280.0 |
0.382 |
3,275.3 |
LOW |
3,260.0 |
0.618 |
3,235.3 |
1.000 |
3,220.0 |
1.618 |
3,195.3 |
2.618 |
3,155.3 |
4.250 |
3,090.0 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,280.0 |
3,278.5 |
PP |
3,277.7 |
3,276.7 |
S1 |
3,275.3 |
3,274.8 |
|