Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,276.0 |
3,290.0 |
14.0 |
0.4% |
3,281.0 |
High |
3,300.0 |
3,328.0 |
28.0 |
0.8% |
3,303.0 |
Low |
3,260.0 |
3,288.0 |
28.0 |
0.9% |
3,250.0 |
Close |
3,273.0 |
3,324.0 |
51.0 |
1.6% |
3,288.0 |
Range |
40.0 |
40.0 |
0.0 |
0.0% |
53.0 |
ATR |
38.5 |
39.7 |
1.2 |
3.1% |
0.0 |
Volume |
1,060,882 |
845,703 |
-215,179 |
-20.3% |
3,682,340 |
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,433.3 |
3,418.7 |
3,346.0 |
|
R3 |
3,393.3 |
3,378.7 |
3,335.0 |
|
R2 |
3,353.3 |
3,353.3 |
3,331.3 |
|
R1 |
3,338.7 |
3,338.7 |
3,327.7 |
3,346.0 |
PP |
3,313.3 |
3,313.3 |
3,313.3 |
3,317.0 |
S1 |
3,298.7 |
3,298.7 |
3,320.3 |
3,306.0 |
S2 |
3,273.3 |
3,273.3 |
3,316.7 |
|
S3 |
3,233.3 |
3,258.7 |
3,313.0 |
|
S4 |
3,193.3 |
3,218.7 |
3,302.0 |
|
|
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 |
3,328.0 |
3,254.0 |
74.0 |
2.2% |
38.2 |
1.1% |
95% |
True |
False |
926,297 |
10 |
3,328.0 |
3,250.0 |
78.0 |
2.3% |
39.7 |
1.2% |
95% |
True |
False |
876,368 |
20 |
3,328.0 |
3,250.0 |
78.0 |
2.3% |
36.2 |
1.1% |
95% |
True |
False |
807,255 |
40 |
3,328.0 |
2,962.0 |
366.0 |
11.0% |
38.2 |
1.1% |
99% |
True |
False |
705,456 |
60 |
3,328.0 |
2,868.0 |
460.0 |
13.8% |
41.0 |
1.2% |
99% |
True |
False |
474,760 |
80 |
3,328.0 |
2,868.0 |
460.0 |
13.8% |
38.5 |
1.2% |
99% |
True |
False |
357,616 |
100 |
3,328.0 |
2,868.0 |
460.0 |
13.8% |
38.9 |
1.2% |
99% |
True |
False |
286,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,498.0 |
2.618 |
3,432.7 |
1.618 |
3,392.7 |
1.000 |
3,368.0 |
0.618 |
3,352.7 |
HIGH |
3,328.0 |
0.618 |
3,312.7 |
0.500 |
3,308.0 |
0.382 |
3,303.3 |
LOW |
3,288.0 |
0.618 |
3,263.3 |
1.000 |
3,248.0 |
1.618 |
3,223.3 |
2.618 |
3,183.3 |
4.250 |
3,118.0 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,318.7 |
3,313.0 |
PP |
3,313.3 |
3,302.0 |
S1 |
3,308.0 |
3,291.0 |
|