Trading Metrics calculated at close of trading on 13-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,425 |
19,225 |
-200 |
-1.0% |
19,645 |
High |
19,430 |
19,420 |
-10 |
-0.1% |
19,745 |
Low |
19,000 |
19,195 |
195 |
1.0% |
19,000 |
Close |
19,225 |
19,345 |
120 |
0.6% |
19,345 |
Range |
430 |
225 |
-205 |
-47.7% |
745 |
ATR |
286 |
282 |
-4 |
-1.5% |
0 |
Volume |
18,063 |
13,448 |
-4,615 |
-25.5% |
67,333 |
|
Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,995 |
19,895 |
19,469 |
|
R3 |
19,770 |
19,670 |
19,407 |
|
R2 |
19,545 |
19,545 |
19,386 |
|
R1 |
19,445 |
19,445 |
19,366 |
19,495 |
PP |
19,320 |
19,320 |
19,320 |
19,345 |
S1 |
19,220 |
19,220 |
19,325 |
19,270 |
S2 |
19,095 |
19,095 |
19,304 |
|
S3 |
18,870 |
18,995 |
19,283 |
|
S4 |
18,645 |
18,770 |
19,221 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,598 |
21,217 |
19,755 |
|
R3 |
20,853 |
20,472 |
19,550 |
|
R2 |
20,108 |
20,108 |
19,482 |
|
R1 |
19,727 |
19,727 |
19,413 |
19,545 |
PP |
19,363 |
19,363 |
19,363 |
19,273 |
S1 |
18,982 |
18,982 |
19,277 |
18,800 |
S2 |
18,618 |
18,618 |
19,209 |
|
S3 |
17,873 |
18,237 |
19,140 |
|
S4 |
17,128 |
17,492 |
18,935 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,745 |
19,000 |
745 |
3.9% |
316 |
1.6% |
46% |
False |
False |
13,466 |
10 |
19,745 |
19,000 |
745 |
3.9% |
309 |
1.6% |
46% |
False |
False |
12,047 |
20 |
19,745 |
18,990 |
755 |
3.9% |
264 |
1.4% |
47% |
False |
False |
10,045 |
40 |
19,745 |
17,810 |
1,935 |
10.0% |
260 |
1.3% |
79% |
False |
False |
7,984 |
60 |
19,745 |
16,190 |
3,555 |
18.4% |
262 |
1.4% |
89% |
False |
False |
5,327 |
80 |
19,745 |
16,190 |
3,555 |
18.4% |
235 |
1.2% |
89% |
False |
False |
3,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,376 |
2.618 |
20,009 |
1.618 |
19,784 |
1.000 |
19,645 |
0.618 |
19,559 |
HIGH |
19,420 |
0.618 |
19,334 |
0.500 |
19,308 |
0.382 |
19,281 |
LOW |
19,195 |
0.618 |
19,056 |
1.000 |
18,970 |
1.618 |
18,831 |
2.618 |
18,606 |
4.250 |
18,239 |
|
|
Fisher Pivots for day following 13-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,333 |
19,323 |
PP |
19,320 |
19,300 |
S1 |
19,308 |
19,278 |
|