Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,728 |
19,652 |
-76 |
-0.4% |
19,828 |
High |
19,758 |
19,779 |
21 |
0.1% |
19,830 |
Low |
19,607 |
19,652 |
45 |
0.2% |
19,607 |
Close |
19,694 |
19,745 |
51 |
0.3% |
19,745 |
Range |
151 |
127 |
-24 |
-15.9% |
223 |
ATR |
133 |
132 |
0 |
-0.3% |
0 |
Volume |
119,383 |
150,968 |
31,585 |
26.5% |
532,099 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,106 |
20,053 |
19,815 |
|
R3 |
19,979 |
19,926 |
19,780 |
|
R2 |
19,852 |
19,852 |
19,768 |
|
R1 |
19,799 |
19,799 |
19,757 |
19,826 |
PP |
19,725 |
19,725 |
19,725 |
19,739 |
S1 |
19,672 |
19,672 |
19,733 |
19,699 |
S2 |
19,598 |
19,598 |
19,722 |
|
S3 |
19,471 |
19,545 |
19,710 |
|
S4 |
19,344 |
19,418 |
19,675 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,396 |
20,294 |
19,868 |
|
R3 |
20,173 |
20,071 |
19,806 |
|
R2 |
19,950 |
19,950 |
19,786 |
|
R1 |
19,848 |
19,848 |
19,766 |
19,788 |
PP |
19,727 |
19,727 |
19,727 |
19,697 |
S1 |
19,625 |
19,625 |
19,725 |
19,565 |
S2 |
19,504 |
19,504 |
19,704 |
|
S3 |
19,281 |
19,402 |
19,684 |
|
S4 |
19,058 |
19,179 |
19,622 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,878 |
19,607 |
271 |
1.4% |
128 |
0.6% |
51% |
False |
False |
126,373 |
10 |
19,925 |
19,607 |
318 |
1.6% |
137 |
0.7% |
43% |
False |
False |
128,759 |
20 |
19,930 |
19,607 |
323 |
1.6% |
120 |
0.6% |
43% |
False |
False |
108,057 |
40 |
19,933 |
18,865 |
1,068 |
5.4% |
125 |
0.6% |
82% |
False |
False |
84,100 |
60 |
19,933 |
17,360 |
2,573 |
13.0% |
147 |
0.7% |
93% |
False |
False |
56,231 |
80 |
19,933 |
17,360 |
2,573 |
13.0% |
153 |
0.8% |
93% |
False |
False |
42,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,319 |
2.618 |
20,112 |
1.618 |
19,985 |
1.000 |
19,906 |
0.618 |
19,858 |
HIGH |
19,779 |
0.618 |
19,731 |
0.500 |
19,716 |
0.382 |
19,701 |
LOW |
19,652 |
0.618 |
19,574 |
1.000 |
19,525 |
1.618 |
19,447 |
2.618 |
19,320 |
4.250 |
19,112 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,735 |
19,730 |
PP |
19,725 |
19,714 |
S1 |
19,716 |
19,699 |
|