Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,225 |
19,325 |
100 |
0.5% |
19,645 |
High |
19,420 |
19,330 |
-90 |
-0.5% |
19,745 |
Low |
19,195 |
18,710 |
-485 |
-2.5% |
19,000 |
Close |
19,345 |
18,775 |
-570 |
-2.9% |
19,345 |
Range |
225 |
620 |
395 |
175.6% |
745 |
ATR |
282 |
307 |
25 |
8.9% |
0 |
Volume |
13,448 |
26,786 |
13,338 |
99.2% |
67,333 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,798 |
20,407 |
19,116 |
|
R3 |
20,178 |
19,787 |
18,946 |
|
R2 |
19,558 |
19,558 |
18,889 |
|
R1 |
19,167 |
19,167 |
18,832 |
19,053 |
PP |
18,938 |
18,938 |
18,938 |
18,881 |
S1 |
18,547 |
18,547 |
18,718 |
18,433 |
S2 |
18,318 |
18,318 |
18,661 |
|
S3 |
17,698 |
17,927 |
18,605 |
|
S4 |
17,078 |
17,307 |
18,434 |
|
|
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 |
19,555 |
18,710 |
845 |
4.5% |
381 |
2.0% |
8% |
False |
True |
17,280 |
10 |
19,745 |
18,710 |
1,035 |
5.5% |
351 |
1.9% |
6% |
False |
True |
14,045 |
20 |
19,745 |
18,710 |
1,035 |
5.5% |
276 |
1.5% |
6% |
False |
True |
10,507 |
40 |
19,745 |
17,810 |
1,935 |
10.3% |
272 |
1.4% |
50% |
False |
False |
8,653 |
60 |
19,745 |
16,190 |
3,555 |
18.9% |
271 |
1.4% |
73% |
False |
False |
5,774 |
80 |
19,745 |
16,190 |
3,555 |
18.9% |
237 |
1.3% |
73% |
False |
False |
4,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,965 |
2.618 |
20,953 |
1.618 |
20,333 |
1.000 |
19,950 |
0.618 |
19,713 |
HIGH |
19,330 |
0.618 |
19,093 |
0.500 |
19,020 |
0.382 |
18,947 |
LOW |
18,710 |
0.618 |
18,327 |
1.000 |
18,090 |
1.618 |
17,707 |
2.618 |
17,087 |
4.250 |
16,075 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,020 |
19,070 |
PP |
18,938 |
18,972 |
S1 |
18,857 |
18,873 |
|