Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,160 |
18,875 |
-285 |
-1.5% |
19,325 |
High |
19,175 |
19,120 |
-55 |
-0.3% |
19,330 |
Low |
18,835 |
18,810 |
-25 |
-0.1% |
18,680 |
Close |
18,940 |
19,080 |
140 |
0.7% |
19,185 |
Range |
340 |
310 |
-30 |
-8.8% |
650 |
ATR |
305 |
306 |
0 |
0.1% |
0 |
Volume |
15,785 |
12,104 |
-3,681 |
-23.3% |
64,260 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,933 |
19,817 |
19,251 |
|
R3 |
19,623 |
19,507 |
19,165 |
|
R2 |
19,313 |
19,313 |
19,137 |
|
R1 |
19,197 |
19,197 |
19,109 |
19,255 |
PP |
19,003 |
19,003 |
19,003 |
19,033 |
S1 |
18,887 |
18,887 |
19,052 |
18,945 |
S2 |
18,693 |
18,693 |
19,023 |
|
S3 |
18,383 |
18,577 |
18,995 |
|
S4 |
18,073 |
18,267 |
18,910 |
|
|
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 |
19,320 |
18,680 |
640 |
3.4% |
300 |
1.6% |
63% |
False |
False |
13,072 |
10 |
19,555 |
18,680 |
875 |
4.6% |
341 |
1.8% |
46% |
False |
False |
15,176 |
20 |
19,745 |
18,680 |
1,065 |
5.6% |
300 |
1.6% |
38% |
False |
False |
11,743 |
40 |
19,745 |
18,260 |
1,485 |
7.8% |
280 |
1.5% |
55% |
False |
False |
10,277 |
60 |
19,745 |
16,190 |
3,555 |
18.6% |
282 |
1.5% |
81% |
False |
False |
6,863 |
80 |
19,745 |
16,190 |
3,555 |
18.6% |
246 |
1.3% |
81% |
False |
False |
5,147 |
100 |
19,745 |
16,190 |
3,555 |
18.6% |
223 |
1.2% |
81% |
False |
False |
4,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,438 |
2.618 |
19,932 |
1.618 |
19,622 |
1.000 |
19,430 |
0.618 |
19,312 |
HIGH |
19,120 |
0.618 |
19,002 |
0.500 |
18,965 |
0.382 |
18,929 |
LOW |
18,810 |
0.618 |
18,619 |
1.000 |
18,500 |
1.618 |
18,309 |
2.618 |
17,999 |
4.250 |
17,493 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,042 |
19,075 |
PP |
19,003 |
19,070 |
S1 |
18,965 |
19,065 |
|