Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,060 |
19,120 |
60 |
0.3% |
19,325 |
High |
19,220 |
19,320 |
100 |
0.5% |
19,330 |
Low |
19,015 |
19,070 |
55 |
0.3% |
18,680 |
Close |
19,105 |
19,185 |
80 |
0.4% |
19,185 |
Range |
205 |
250 |
45 |
22.0% |
650 |
ATR |
306 |
302 |
-4 |
-1.3% |
0 |
Volume |
12,904 |
11,619 |
-1,285 |
-10.0% |
64,260 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,942 |
19,813 |
19,323 |
|
R3 |
19,692 |
19,563 |
19,254 |
|
R2 |
19,442 |
19,442 |
19,231 |
|
R1 |
19,313 |
19,313 |
19,208 |
19,378 |
PP |
19,192 |
19,192 |
19,192 |
19,224 |
S1 |
19,063 |
19,063 |
19,162 |
19,128 |
S2 |
18,942 |
18,942 |
19,139 |
|
S3 |
18,692 |
18,813 |
19,116 |
|
S4 |
18,442 |
18,563 |
19,048 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,015 |
20,750 |
19,543 |
|
R3 |
20,365 |
20,100 |
19,364 |
|
R2 |
19,715 |
19,715 |
19,304 |
|
R1 |
19,450 |
19,450 |
19,245 |
19,258 |
PP |
19,065 |
19,065 |
19,065 |
18,969 |
S1 |
18,800 |
18,800 |
19,126 |
18,608 |
S2 |
18,415 |
18,415 |
19,066 |
|
S3 |
17,765 |
18,150 |
19,006 |
|
S4 |
17,115 |
17,500 |
18,828 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,420 |
18,680 |
740 |
3.9% |
339 |
1.8% |
68% |
False |
False |
15,541 |
10 |
19,745 |
18,680 |
1,065 |
5.6% |
335 |
1.7% |
47% |
False |
False |
14,091 |
20 |
19,745 |
18,680 |
1,065 |
5.6% |
285 |
1.5% |
47% |
False |
False |
11,032 |
40 |
19,745 |
18,115 |
1,630 |
8.5% |
275 |
1.4% |
66% |
False |
False |
9,585 |
60 |
19,745 |
16,190 |
3,555 |
18.5% |
274 |
1.4% |
84% |
False |
False |
6,398 |
80 |
19,745 |
16,190 |
3,555 |
18.5% |
244 |
1.3% |
84% |
False |
False |
4,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,383 |
2.618 |
19,975 |
1.618 |
19,725 |
1.000 |
19,570 |
0.618 |
19,475 |
HIGH |
19,320 |
0.618 |
19,225 |
0.500 |
19,195 |
0.382 |
19,166 |
LOW |
19,070 |
0.618 |
18,916 |
1.000 |
18,820 |
1.618 |
18,666 |
2.618 |
18,416 |
4.250 |
18,008 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,195 |
19,123 |
PP |
19,192 |
19,062 |
S1 |
19,188 |
19,000 |
|