Trading Metrics calculated at close of trading on 19-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,746 |
19,728 |
-18 |
-0.1% |
19,887 |
High |
19,791 |
19,758 |
-33 |
-0.2% |
19,922 |
Low |
19,669 |
19,607 |
-62 |
-0.3% |
19,692 |
Close |
19,735 |
19,694 |
-41 |
-0.2% |
19,832 |
Range |
122 |
151 |
29 |
23.8% |
230 |
ATR |
131 |
133 |
1 |
1.1% |
0 |
Volume |
121,032 |
119,383 |
-1,649 |
-1.4% |
633,581 |
|
Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,139 |
20,068 |
19,777 |
|
R3 |
19,988 |
19,917 |
19,736 |
|
R2 |
19,837 |
19,837 |
19,722 |
|
R1 |
19,766 |
19,766 |
19,708 |
19,726 |
PP |
19,686 |
19,686 |
19,686 |
19,667 |
S1 |
19,615 |
19,615 |
19,680 |
19,575 |
S2 |
19,535 |
19,535 |
19,666 |
|
S3 |
19,384 |
19,464 |
19,653 |
|
S4 |
19,233 |
19,313 |
19,611 |
|
|
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 |
19,882 |
19,607 |
275 |
1.4% |
140 |
0.7% |
32% |
False |
True |
126,544 |
10 |
19,925 |
19,607 |
318 |
1.6% |
138 |
0.7% |
27% |
False |
True |
124,548 |
20 |
19,933 |
19,607 |
326 |
1.7% |
119 |
0.6% |
27% |
False |
True |
104,599 |
40 |
19,933 |
18,769 |
1,164 |
5.9% |
125 |
0.6% |
79% |
False |
False |
80,371 |
60 |
19,933 |
17,360 |
2,573 |
13.1% |
147 |
0.7% |
91% |
False |
False |
53,718 |
80 |
19,933 |
17,360 |
2,573 |
13.1% |
153 |
0.8% |
91% |
False |
False |
40,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,400 |
2.618 |
20,153 |
1.618 |
20,002 |
1.000 |
19,909 |
0.618 |
19,851 |
HIGH |
19,758 |
0.618 |
19,700 |
0.500 |
19,683 |
0.382 |
19,665 |
LOW |
19,607 |
0.618 |
19,514 |
1.000 |
19,456 |
1.618 |
19,363 |
2.618 |
19,212 |
4.250 |
18,965 |
|
|
Fisher Pivots for day following 19-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,690 |
19,719 |
PP |
19,686 |
19,710 |
S1 |
19,683 |
19,702 |
|