Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,520 |
19,455 |
-65 |
-0.3% |
19,160 |
High |
19,585 |
19,475 |
-110 |
-0.6% |
19,600 |
Low |
19,435 |
19,095 |
-340 |
-1.7% |
18,810 |
Close |
19,505 |
19,210 |
-295 |
-1.5% |
19,505 |
Range |
150 |
380 |
230 |
153.3% |
790 |
ATR |
298 |
306 |
8 |
2.7% |
0 |
Volume |
11,803 |
16,137 |
4,334 |
36.7% |
69,462 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,400 |
20,185 |
19,419 |
|
R3 |
20,020 |
19,805 |
19,315 |
|
R2 |
19,640 |
19,640 |
19,280 |
|
R1 |
19,425 |
19,425 |
19,245 |
19,343 |
PP |
19,260 |
19,260 |
19,260 |
19,219 |
S1 |
19,045 |
19,045 |
19,175 |
18,963 |
S2 |
18,880 |
18,880 |
19,140 |
|
S3 |
18,500 |
18,665 |
19,106 |
|
S4 |
18,120 |
18,285 |
19,001 |
|
|
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% |
301 |
1.6% |
51% |
False |
False |
13,962 |
10 |
19,600 |
18,680 |
920 |
4.8% |
332 |
1.7% |
58% |
False |
False |
14,985 |
20 |
19,745 |
18,680 |
1,065 |
5.5% |
320 |
1.7% |
50% |
False |
False |
13,516 |
40 |
19,745 |
18,275 |
1,470 |
7.7% |
287 |
1.5% |
64% |
False |
False |
11,697 |
60 |
19,745 |
16,190 |
3,555 |
18.5% |
289 |
1.5% |
85% |
False |
False |
7,824 |
80 |
19,745 |
16,190 |
3,555 |
18.5% |
253 |
1.3% |
85% |
False |
False |
5,869 |
100 |
19,745 |
16,190 |
3,555 |
18.5% |
234 |
1.2% |
85% |
False |
False |
4,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,090 |
2.618 |
20,470 |
1.618 |
20,090 |
1.000 |
19,855 |
0.618 |
19,710 |
HIGH |
19,475 |
0.618 |
19,330 |
0.500 |
19,285 |
0.382 |
19,240 |
LOW |
19,095 |
0.618 |
18,860 |
1.000 |
18,715 |
1.618 |
18,480 |
2.618 |
18,100 |
4.250 |
17,480 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,285 |
19,348 |
PP |
19,260 |
19,302 |
S1 |
19,235 |
19,256 |
|