Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,290.0 |
3,327.0 |
37.0 |
1.1% |
3,281.0 |
High |
3,328.0 |
3,340.0 |
12.0 |
0.4% |
3,303.0 |
Low |
3,288.0 |
3,300.0 |
12.0 |
0.4% |
3,250.0 |
Close |
3,324.0 |
3,308.0 |
-16.0 |
-0.5% |
3,288.0 |
Range |
40.0 |
40.0 |
0.0 |
0.0% |
53.0 |
ATR |
39.7 |
39.7 |
0.0 |
0.1% |
0.0 |
Volume |
845,703 |
809,111 |
-36,592 |
-4.3% |
3,682,340 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,436.0 |
3,412.0 |
3,330.0 |
|
R3 |
3,396.0 |
3,372.0 |
3,319.0 |
|
R2 |
3,356.0 |
3,356.0 |
3,315.3 |
|
R1 |
3,332.0 |
3,332.0 |
3,311.7 |
3,324.0 |
PP |
3,316.0 |
3,316.0 |
3,316.0 |
3,312.0 |
S1 |
3,292.0 |
3,292.0 |
3,304.3 |
3,284.0 |
S2 |
3,276.0 |
3,276.0 |
3,300.7 |
|
S3 |
3,236.0 |
3,252.0 |
3,297.0 |
|
S4 |
3,196.0 |
3,212.0 |
3,286.0 |
|
|
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 |
3,340.0 |
3,254.0 |
86.0 |
2.6% |
40.0 |
1.2% |
63% |
True |
False |
888,823 |
10 |
3,340.0 |
3,250.0 |
90.0 |
2.7% |
39.3 |
1.2% |
64% |
True |
False |
855,399 |
20 |
3,340.0 |
3,250.0 |
90.0 |
2.7% |
36.9 |
1.1% |
64% |
True |
False |
825,062 |
40 |
3,340.0 |
2,962.0 |
378.0 |
11.4% |
38.2 |
1.2% |
92% |
True |
False |
724,740 |
60 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
40.3 |
1.2% |
93% |
True |
False |
487,858 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
38.5 |
1.2% |
93% |
True |
False |
367,727 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
39.1 |
1.2% |
93% |
True |
False |
295,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,510.0 |
2.618 |
3,444.7 |
1.618 |
3,404.7 |
1.000 |
3,380.0 |
0.618 |
3,364.7 |
HIGH |
3,340.0 |
0.618 |
3,324.7 |
0.500 |
3,320.0 |
0.382 |
3,315.3 |
LOW |
3,300.0 |
0.618 |
3,275.3 |
1.000 |
3,260.0 |
1.618 |
3,235.3 |
2.618 |
3,195.3 |
4.250 |
3,130.0 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,320.0 |
3,305.3 |
PP |
3,316.0 |
3,302.7 |
S1 |
3,312.0 |
3,300.0 |
|