Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,080 |
19,255 |
175 |
0.9% |
19,325 |
High |
19,325 |
19,600 |
275 |
1.4% |
19,330 |
Low |
19,015 |
19,245 |
230 |
1.2% |
18,680 |
Close |
19,250 |
19,540 |
290 |
1.5% |
19,185 |
Range |
310 |
355 |
45 |
14.5% |
650 |
ATR |
306 |
309 |
4 |
1.1% |
0 |
Volume |
15,698 |
14,072 |
-1,626 |
-10.4% |
64,260 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,527 |
20,388 |
19,735 |
|
R3 |
20,172 |
20,033 |
19,638 |
|
R2 |
19,817 |
19,817 |
19,605 |
|
R1 |
19,678 |
19,678 |
19,573 |
19,748 |
PP |
19,462 |
19,462 |
19,462 |
19,496 |
S1 |
19,323 |
19,323 |
19,508 |
19,393 |
S2 |
19,107 |
19,107 |
19,475 |
|
S3 |
18,752 |
18,968 |
19,443 |
|
S4 |
18,397 |
18,613 |
19,345 |
|
|
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 |
19,600 |
18,810 |
790 |
4.0% |
313 |
1.6% |
92% |
True |
False |
13,855 |
10 |
19,600 |
18,680 |
920 |
4.7% |
344 |
1.8% |
93% |
True |
False |
15,343 |
20 |
19,745 |
18,680 |
1,065 |
5.5% |
323 |
1.7% |
81% |
False |
False |
12,941 |
40 |
19,745 |
18,275 |
1,470 |
7.5% |
288 |
1.5% |
86% |
False |
False |
11,011 |
60 |
19,745 |
16,190 |
3,555 |
18.2% |
288 |
1.5% |
94% |
False |
False |
7,359 |
80 |
19,745 |
16,190 |
3,555 |
18.2% |
248 |
1.3% |
94% |
False |
False |
5,520 |
100 |
19,745 |
16,190 |
3,555 |
18.2% |
228 |
1.2% |
94% |
False |
False |
4,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,109 |
2.618 |
20,530 |
1.618 |
20,175 |
1.000 |
19,955 |
0.618 |
19,820 |
HIGH |
19,600 |
0.618 |
19,465 |
0.500 |
19,423 |
0.382 |
19,381 |
LOW |
19,245 |
0.618 |
19,026 |
1.000 |
18,890 |
1.618 |
18,671 |
2.618 |
18,316 |
4.250 |
17,736 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,501 |
19,428 |
PP |
19,462 |
19,317 |
S1 |
19,423 |
19,205 |
|