Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,325 |
18,785 |
-540 |
-2.8% |
19,645 |
High |
19,330 |
19,075 |
-255 |
-1.3% |
19,745 |
Low |
18,710 |
18,680 |
-30 |
-0.2% |
19,000 |
Close |
18,775 |
19,060 |
285 |
1.5% |
19,345 |
Range |
620 |
395 |
-225 |
-36.3% |
745 |
ATR |
307 |
313 |
6 |
2.0% |
0 |
Volume |
26,786 |
12,951 |
-13,835 |
-51.7% |
67,333 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,123 |
19,987 |
19,277 |
|
R3 |
19,728 |
19,592 |
19,169 |
|
R2 |
19,333 |
19,333 |
19,133 |
|
R1 |
19,197 |
19,197 |
19,096 |
19,265 |
PP |
18,938 |
18,938 |
18,938 |
18,973 |
S1 |
18,802 |
18,802 |
19,024 |
18,870 |
S2 |
18,543 |
18,543 |
18,988 |
|
S3 |
18,148 |
18,407 |
18,952 |
|
S4 |
17,753 |
18,012 |
18,843 |
|
|
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 |
18,680 |
875 |
4.6% |
412 |
2.2% |
43% |
False |
True |
17,584 |
10 |
19,745 |
18,680 |
1,065 |
5.6% |
358 |
1.9% |
36% |
False |
True |
14,299 |
20 |
19,745 |
18,680 |
1,065 |
5.6% |
285 |
1.5% |
36% |
False |
True |
10,704 |
40 |
19,745 |
17,980 |
1,765 |
9.3% |
273 |
1.4% |
61% |
False |
False |
8,976 |
60 |
19,745 |
16,190 |
3,555 |
18.7% |
272 |
1.4% |
81% |
False |
False |
5,989 |
80 |
19,745 |
16,190 |
3,555 |
18.7% |
242 |
1.3% |
81% |
False |
False |
4,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,754 |
2.618 |
20,109 |
1.618 |
19,714 |
1.000 |
19,470 |
0.618 |
19,319 |
HIGH |
19,075 |
0.618 |
18,924 |
0.500 |
18,878 |
0.382 |
18,831 |
LOW |
18,680 |
0.618 |
18,436 |
1.000 |
18,285 |
1.618 |
18,041 |
2.618 |
17,646 |
4.250 |
17,001 |
|
|
Fisher Pivots for day following 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
18,999 |
19,057 |
PP |
18,938 |
19,053 |
S1 |
18,878 |
19,050 |
|