Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,255 |
19,520 |
265 |
1.4% |
19,160 |
High |
19,600 |
19,585 |
-15 |
-0.1% |
19,600 |
Low |
19,245 |
19,435 |
190 |
1.0% |
18,810 |
Close |
19,540 |
19,505 |
-35 |
-0.2% |
19,505 |
Range |
355 |
150 |
-205 |
-57.7% |
790 |
ATR |
309 |
298 |
-11 |
-3.7% |
0 |
Volume |
14,072 |
11,803 |
-2,269 |
-16.1% |
69,462 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,958 |
19,882 |
19,588 |
|
R3 |
19,808 |
19,732 |
19,546 |
|
R2 |
19,658 |
19,658 |
19,533 |
|
R1 |
19,582 |
19,582 |
19,519 |
19,545 |
PP |
19,508 |
19,508 |
19,508 |
19,490 |
S1 |
19,432 |
19,432 |
19,491 |
19,395 |
S2 |
19,358 |
19,358 |
19,478 |
|
S3 |
19,208 |
19,282 |
19,464 |
|
S4 |
19,058 |
19,132 |
19,423 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,675 |
21,380 |
19,940 |
|
R3 |
20,885 |
20,590 |
19,722 |
|
R2 |
20,095 |
20,095 |
19,650 |
|
R1 |
19,800 |
19,800 |
19,578 |
19,948 |
PP |
19,305 |
19,305 |
19,305 |
19,379 |
S1 |
19,010 |
19,010 |
19,433 |
19,158 |
S2 |
18,515 |
18,515 |
19,360 |
|
S3 |
17,725 |
18,220 |
19,288 |
|
S4 |
16,935 |
17,430 |
19,071 |
|
|
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 |
4.1% |
293 |
1.5% |
88% |
False |
False |
13,892 |
10 |
19,600 |
18,680 |
920 |
4.7% |
316 |
1.6% |
90% |
False |
False |
14,717 |
20 |
19,745 |
18,680 |
1,065 |
5.5% |
321 |
1.6% |
77% |
False |
False |
13,336 |
40 |
19,745 |
18,275 |
1,470 |
7.5% |
287 |
1.5% |
84% |
False |
False |
11,301 |
60 |
19,745 |
16,190 |
3,555 |
18.2% |
288 |
1.5% |
93% |
False |
False |
7,555 |
80 |
19,745 |
16,190 |
3,555 |
18.2% |
250 |
1.3% |
93% |
False |
False |
5,667 |
100 |
19,745 |
16,190 |
3,555 |
18.2% |
230 |
1.2% |
93% |
False |
False |
4,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,223 |
2.618 |
19,978 |
1.618 |
19,828 |
1.000 |
19,735 |
0.618 |
19,678 |
HIGH |
19,585 |
0.618 |
19,528 |
0.500 |
19,510 |
0.382 |
19,492 |
LOW |
19,435 |
0.618 |
19,342 |
1.000 |
19,285 |
1.618 |
19,192 |
2.618 |
19,042 |
4.250 |
18,798 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,510 |
19,439 |
PP |
19,508 |
19,373 |
S1 |
19,507 |
19,308 |
|