Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,807 |
19,828 |
21 |
0.1% |
19,887 |
High |
19,878 |
19,830 |
-48 |
-0.2% |
19,922 |
Low |
19,772 |
19,698 |
-74 |
-0.4% |
19,692 |
Close |
19,832 |
19,743 |
-89 |
-0.4% |
19,832 |
Range |
106 |
132 |
26 |
24.5% |
230 |
ATR |
132 |
132 |
0 |
0.1% |
0 |
Volume |
99,768 |
140,716 |
40,948 |
41.0% |
633,581 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,153 |
20,080 |
19,816 |
|
R3 |
20,021 |
19,948 |
19,779 |
|
R2 |
19,889 |
19,889 |
19,767 |
|
R1 |
19,816 |
19,816 |
19,755 |
19,787 |
PP |
19,757 |
19,757 |
19,757 |
19,742 |
S1 |
19,684 |
19,684 |
19,731 |
19,655 |
S2 |
19,625 |
19,625 |
19,719 |
|
S3 |
19,493 |
19,552 |
19,707 |
|
S4 |
19,361 |
19,420 |
19,671 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,505 |
20,399 |
19,959 |
|
R3 |
20,275 |
20,169 |
19,895 |
|
R2 |
20,045 |
20,045 |
19,874 |
|
R1 |
19,939 |
19,939 |
19,853 |
19,877 |
PP |
19,815 |
19,815 |
19,815 |
19,785 |
S1 |
19,709 |
19,709 |
19,811 |
19,647 |
S2 |
19,585 |
19,585 |
19,790 |
|
S3 |
19,355 |
19,479 |
19,769 |
|
S4 |
19,125 |
19,249 |
19,706 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,904 |
19,692 |
212 |
1.1% |
139 |
0.7% |
24% |
False |
False |
137,692 |
10 |
19,925 |
19,692 |
233 |
1.2% |
138 |
0.7% |
22% |
False |
False |
126,132 |
20 |
19,933 |
19,661 |
272 |
1.4% |
114 |
0.6% |
30% |
False |
False |
103,429 |
40 |
19,933 |
18,755 |
1,178 |
6.0% |
121 |
0.6% |
84% |
False |
False |
74,376 |
60 |
19,933 |
17,360 |
2,573 |
13.0% |
146 |
0.7% |
93% |
False |
False |
49,721 |
80 |
19,933 |
17,360 |
2,573 |
13.0% |
154 |
0.8% |
93% |
False |
False |
37,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,391 |
2.618 |
20,176 |
1.618 |
20,044 |
1.000 |
19,962 |
0.618 |
19,912 |
HIGH |
19,830 |
0.618 |
19,780 |
0.500 |
19,764 |
0.382 |
19,749 |
LOW |
19,698 |
0.618 |
19,617 |
1.000 |
19,566 |
1.618 |
19,485 |
2.618 |
19,353 |
4.250 |
19,137 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,764 |
19,787 |
PP |
19,757 |
19,772 |
S1 |
19,750 |
19,758 |
|