Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,120 |
19,160 |
40 |
0.2% |
19,325 |
High |
19,320 |
19,175 |
-145 |
-0.8% |
19,330 |
Low |
19,070 |
18,835 |
-235 |
-1.2% |
18,680 |
Close |
19,185 |
18,940 |
-245 |
-1.3% |
19,185 |
Range |
250 |
340 |
90 |
36.0% |
650 |
ATR |
302 |
305 |
3 |
1.1% |
0 |
Volume |
11,619 |
15,785 |
4,166 |
35.9% |
64,260 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,003 |
19,812 |
19,127 |
|
R3 |
19,663 |
19,472 |
19,034 |
|
R2 |
19,323 |
19,323 |
19,002 |
|
R1 |
19,132 |
19,132 |
18,971 |
19,058 |
PP |
18,983 |
18,983 |
18,983 |
18,946 |
S1 |
18,792 |
18,792 |
18,909 |
18,718 |
S2 |
18,643 |
18,643 |
18,878 |
|
S3 |
18,303 |
18,452 |
18,847 |
|
S4 |
17,963 |
18,112 |
18,753 |
|
|
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 |
19,330 |
18,680 |
650 |
3.4% |
362 |
1.9% |
40% |
False |
False |
16,009 |
10 |
19,745 |
18,680 |
1,065 |
5.6% |
339 |
1.8% |
24% |
False |
False |
14,737 |
20 |
19,745 |
18,680 |
1,065 |
5.6% |
291 |
1.5% |
24% |
False |
False |
11,409 |
40 |
19,745 |
18,210 |
1,535 |
8.1% |
280 |
1.5% |
48% |
False |
False |
9,976 |
60 |
19,745 |
16,190 |
3,555 |
18.8% |
278 |
1.5% |
77% |
False |
False |
6,661 |
80 |
19,745 |
16,190 |
3,555 |
18.8% |
244 |
1.3% |
77% |
False |
False |
4,996 |
100 |
19,745 |
16,190 |
3,555 |
18.8% |
220 |
1.2% |
77% |
False |
False |
3,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,620 |
2.618 |
20,065 |
1.618 |
19,725 |
1.000 |
19,515 |
0.618 |
19,385 |
HIGH |
19,175 |
0.618 |
19,045 |
0.500 |
19,005 |
0.382 |
18,965 |
LOW |
18,835 |
0.618 |
18,625 |
1.000 |
18,495 |
1.618 |
18,285 |
2.618 |
17,945 |
4.250 |
17,390 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,005 |
19,078 |
PP |
18,983 |
19,032 |
S1 |
18,962 |
18,986 |
|