Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,311.0 |
3,289.0 |
-22.0 |
-0.7% |
3,273.0 |
High |
3,314.0 |
3,291.0 |
-23.0 |
-0.7% |
3,340.0 |
Low |
3,285.0 |
3,240.0 |
-45.0 |
-1.4% |
3,254.0 |
Close |
3,295.0 |
3,252.0 |
-43.0 |
-1.3% |
3,295.0 |
Range |
29.0 |
51.0 |
22.0 |
75.9% |
86.0 |
ATR |
39.0 |
40.1 |
1.1 |
2.9% |
0.0 |
Volume |
1,015,441 |
1,288,839 |
273,398 |
26.9% |
4,437,682 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,414.0 |
3,384.0 |
3,280.1 |
|
R3 |
3,363.0 |
3,333.0 |
3,266.0 |
|
R2 |
3,312.0 |
3,312.0 |
3,261.4 |
|
R1 |
3,282.0 |
3,282.0 |
3,256.7 |
3,271.5 |
PP |
3,261.0 |
3,261.0 |
3,261.0 |
3,255.8 |
S1 |
3,231.0 |
3,231.0 |
3,247.3 |
3,220.5 |
S2 |
3,210.0 |
3,210.0 |
3,242.7 |
|
S3 |
3,159.0 |
3,180.0 |
3,238.0 |
|
S4 |
3,108.0 |
3,129.0 |
3,224.0 |
|
|
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 |
3,240.0 |
100.0 |
3.1% |
40.0 |
1.2% |
12% |
False |
True |
1,003,995 |
10 |
3,340.0 |
3,240.0 |
100.0 |
3.1% |
41.1 |
1.3% |
12% |
False |
True |
940,886 |
20 |
3,340.0 |
3,240.0 |
100.0 |
3.1% |
37.6 |
1.2% |
12% |
False |
True |
898,419 |
40 |
3,340.0 |
2,962.0 |
378.0 |
11.6% |
38.6 |
1.2% |
77% |
False |
False |
778,448 |
60 |
3,340.0 |
2,868.0 |
472.0 |
14.5% |
40.5 |
1.2% |
81% |
False |
False |
525,082 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.5% |
38.8 |
1.2% |
81% |
False |
False |
396,528 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.5% |
39.2 |
1.2% |
81% |
False |
False |
318,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,507.8 |
2.618 |
3,424.5 |
1.618 |
3,373.5 |
1.000 |
3,342.0 |
0.618 |
3,322.5 |
HIGH |
3,291.0 |
0.618 |
3,271.5 |
0.500 |
3,265.5 |
0.382 |
3,259.5 |
LOW |
3,240.0 |
0.618 |
3,208.5 |
1.000 |
3,189.0 |
1.618 |
3,157.5 |
2.618 |
3,106.5 |
4.250 |
3,023.3 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,265.5 |
3,290.0 |
PP |
3,261.0 |
3,277.3 |
S1 |
3,256.5 |
3,264.7 |
|