Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,455 |
19,200 |
-255 |
-1.3% |
19,160 |
High |
19,475 |
19,220 |
-255 |
-1.3% |
19,600 |
Low |
19,095 |
18,850 |
-245 |
-1.3% |
18,810 |
Close |
19,210 |
19,020 |
-190 |
-1.0% |
19,505 |
Range |
380 |
370 |
-10 |
-2.6% |
790 |
ATR |
306 |
311 |
5 |
1.5% |
0 |
Volume |
16,137 |
20,913 |
4,776 |
29.6% |
69,462 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,140 |
19,950 |
19,224 |
|
R3 |
19,770 |
19,580 |
19,122 |
|
R2 |
19,400 |
19,400 |
19,088 |
|
R1 |
19,210 |
19,210 |
19,054 |
19,120 |
PP |
19,030 |
19,030 |
19,030 |
18,985 |
S1 |
18,840 |
18,840 |
18,986 |
18,750 |
S2 |
18,660 |
18,660 |
18,952 |
|
S3 |
18,290 |
18,470 |
18,918 |
|
S4 |
17,920 |
18,100 |
18,817 |
|
|
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 |
18,850 |
750 |
3.9% |
313 |
1.6% |
23% |
False |
True |
15,724 |
10 |
19,600 |
18,680 |
920 |
4.8% |
307 |
1.6% |
37% |
False |
False |
14,398 |
20 |
19,745 |
18,680 |
1,065 |
5.6% |
329 |
1.7% |
32% |
False |
False |
14,221 |
40 |
19,745 |
18,275 |
1,470 |
7.7% |
288 |
1.5% |
51% |
False |
False |
12,205 |
60 |
19,745 |
16,190 |
3,555 |
18.7% |
291 |
1.5% |
80% |
False |
False |
8,173 |
80 |
19,745 |
16,190 |
3,555 |
18.7% |
256 |
1.3% |
80% |
False |
False |
6,130 |
100 |
19,745 |
16,190 |
3,555 |
18.7% |
237 |
1.2% |
80% |
False |
False |
4,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,793 |
2.618 |
20,189 |
1.618 |
19,819 |
1.000 |
19,590 |
0.618 |
19,449 |
HIGH |
19,220 |
0.618 |
19,079 |
0.500 |
19,035 |
0.382 |
18,991 |
LOW |
18,850 |
0.618 |
18,621 |
1.000 |
18,480 |
1.618 |
18,251 |
2.618 |
17,881 |
4.250 |
17,278 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,035 |
19,218 |
PP |
19,030 |
19,152 |
S1 |
19,025 |
19,086 |
|