Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,289.0 |
3,256.0 |
-33.0 |
-1.0% |
3,273.0 |
High |
3,291.0 |
3,277.0 |
-14.0 |
-0.4% |
3,340.0 |
Low |
3,240.0 |
3,223.0 |
-17.0 |
-0.5% |
3,254.0 |
Close |
3,252.0 |
3,234.0 |
-18.0 |
-0.6% |
3,295.0 |
Range |
51.0 |
54.0 |
3.0 |
5.9% |
86.0 |
ATR |
40.1 |
41.1 |
1.0 |
2.5% |
0.0 |
Volume |
1,288,839 |
1,288,839 |
0 |
0.0% |
4,437,682 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,406.7 |
3,374.3 |
3,263.7 |
|
R3 |
3,352.7 |
3,320.3 |
3,248.9 |
|
R2 |
3,298.7 |
3,298.7 |
3,243.9 |
|
R1 |
3,266.3 |
3,266.3 |
3,239.0 |
3,255.5 |
PP |
3,244.7 |
3,244.7 |
3,244.7 |
3,239.3 |
S1 |
3,212.3 |
3,212.3 |
3,229.1 |
3,201.5 |
S2 |
3,190.7 |
3,190.7 |
3,224.1 |
|
S3 |
3,136.7 |
3,158.3 |
3,219.2 |
|
S4 |
3,082.7 |
3,104.3 |
3,204.3 |
|
|
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 |
3,223.0 |
117.0 |
3.6% |
42.8 |
1.3% |
9% |
False |
True |
1,049,586 |
10 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
41.5 |
1.3% |
9% |
False |
True |
992,496 |
20 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
38.2 |
1.2% |
9% |
False |
True |
912,455 |
40 |
3,340.0 |
2,962.0 |
378.0 |
11.7% |
38.9 |
1.2% |
72% |
False |
False |
809,241 |
60 |
3,340.0 |
2,868.0 |
472.0 |
14.6% |
40.8 |
1.3% |
78% |
False |
False |
546,363 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.6% |
39.0 |
1.2% |
78% |
False |
False |
412,637 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.6% |
39.2 |
1.2% |
78% |
False |
False |
330,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,506.5 |
2.618 |
3,418.4 |
1.618 |
3,364.4 |
1.000 |
3,331.0 |
0.618 |
3,310.4 |
HIGH |
3,277.0 |
0.618 |
3,256.4 |
0.500 |
3,250.0 |
0.382 |
3,243.6 |
LOW |
3,223.0 |
0.618 |
3,189.6 |
1.000 |
3,169.0 |
1.618 |
3,135.6 |
2.618 |
3,081.6 |
4.250 |
2,993.5 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,250.0 |
3,268.5 |
PP |
3,244.7 |
3,257.0 |
S1 |
3,239.3 |
3,245.5 |
|