Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,327.0 |
3,311.0 |
-16.0 |
-0.5% |
3,273.0 |
High |
3,340.0 |
3,314.0 |
-26.0 |
-0.8% |
3,340.0 |
Low |
3,300.0 |
3,285.0 |
-15.0 |
-0.5% |
3,254.0 |
Close |
3,308.0 |
3,295.0 |
-13.0 |
-0.4% |
3,295.0 |
Range |
40.0 |
29.0 |
-11.0 |
-27.5% |
86.0 |
ATR |
39.7 |
39.0 |
-0.8 |
-1.9% |
0.0 |
Volume |
809,111 |
1,015,441 |
206,330 |
25.5% |
4,437,682 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,385.0 |
3,369.0 |
3,311.0 |
|
R3 |
3,356.0 |
3,340.0 |
3,303.0 |
|
R2 |
3,327.0 |
3,327.0 |
3,300.3 |
|
R1 |
3,311.0 |
3,311.0 |
3,297.7 |
3,304.5 |
PP |
3,298.0 |
3,298.0 |
3,298.0 |
3,294.8 |
S1 |
3,282.0 |
3,282.0 |
3,292.3 |
3,275.5 |
S2 |
3,269.0 |
3,269.0 |
3,289.7 |
|
S3 |
3,240.0 |
3,253.0 |
3,287.0 |
|
S4 |
3,211.0 |
3,224.0 |
3,279.1 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,554.3 |
3,510.7 |
3,342.3 |
|
R3 |
3,468.3 |
3,424.7 |
3,318.7 |
|
R2 |
3,382.3 |
3,382.3 |
3,310.8 |
|
R1 |
3,338.7 |
3,338.7 |
3,302.9 |
3,360.5 |
PP |
3,296.3 |
3,296.3 |
3,296.3 |
3,307.3 |
S1 |
3,252.7 |
3,252.7 |
3,287.1 |
3,274.5 |
S2 |
3,210.3 |
3,210.3 |
3,279.2 |
|
S3 |
3,124.3 |
3,166.7 |
3,271.4 |
|
S4 |
3,038.3 |
3,080.7 |
3,247.7 |
|
|
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% |
39.0 |
1.2% |
48% |
False |
False |
887,536 |
10 |
3,340.0 |
3,250.0 |
90.0 |
2.7% |
39.3 |
1.2% |
50% |
False |
False |
869,196 |
20 |
3,340.0 |
3,250.0 |
90.0 |
2.7% |
36.9 |
1.1% |
50% |
False |
False |
846,500 |
40 |
3,340.0 |
2,962.0 |
378.0 |
11.5% |
38.1 |
1.2% |
88% |
False |
False |
747,708 |
60 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
40.2 |
1.2% |
90% |
False |
False |
503,610 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
38.4 |
1.2% |
90% |
False |
False |
380,419 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
39.1 |
1.2% |
90% |
False |
False |
305,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,437.3 |
2.618 |
3,389.9 |
1.618 |
3,360.9 |
1.000 |
3,343.0 |
0.618 |
3,331.9 |
HIGH |
3,314.0 |
0.618 |
3,302.9 |
0.500 |
3,299.5 |
0.382 |
3,296.1 |
LOW |
3,285.0 |
0.618 |
3,267.1 |
1.000 |
3,256.0 |
1.618 |
3,238.1 |
2.618 |
3,209.1 |
4.250 |
3,161.8 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,299.5 |
3,312.5 |
PP |
3,298.0 |
3,306.7 |
S1 |
3,296.5 |
3,300.8 |
|