Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,746 |
19,725 |
-21 |
-0.1% |
19,828 |
High |
19,771 |
19,882 |
111 |
0.6% |
19,830 |
Low |
19,666 |
19,718 |
52 |
0.3% |
19,607 |
Close |
19,735 |
19,844 |
109 |
0.6% |
19,745 |
Range |
105 |
164 |
59 |
56.2% |
223 |
ATR |
130 |
133 |
2 |
1.8% |
0 |
Volume |
129,845 |
121,989 |
-7,856 |
-6.1% |
532,099 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,307 |
20,239 |
19,934 |
|
R3 |
20,143 |
20,075 |
19,889 |
|
R2 |
19,979 |
19,979 |
19,874 |
|
R1 |
19,911 |
19,911 |
19,859 |
19,945 |
PP |
19,815 |
19,815 |
19,815 |
19,832 |
S1 |
19,747 |
19,747 |
19,829 |
19,781 |
S2 |
19,651 |
19,651 |
19,814 |
|
S3 |
19,487 |
19,583 |
19,799 |
|
S4 |
19,323 |
19,419 |
19,754 |
|
|
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 |
19,882 |
19,607 |
275 |
1.4% |
134 |
0.7% |
86% |
True |
False |
128,643 |
10 |
19,904 |
19,607 |
297 |
1.5% |
137 |
0.7% |
80% |
False |
False |
133,168 |
20 |
19,925 |
19,607 |
318 |
1.6% |
127 |
0.6% |
75% |
False |
False |
113,844 |
40 |
19,933 |
18,964 |
969 |
4.9% |
128 |
0.6% |
91% |
False |
False |
90,372 |
60 |
19,933 |
17,360 |
2,573 |
13.0% |
147 |
0.7% |
97% |
False |
False |
60,423 |
80 |
19,933 |
17,360 |
2,573 |
13.0% |
152 |
0.8% |
97% |
False |
False |
45,350 |
100 |
19,933 |
17,360 |
2,573 |
13.0% |
150 |
0.8% |
97% |
False |
False |
36,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,579 |
2.618 |
20,311 |
1.618 |
20,147 |
1.000 |
20,046 |
0.618 |
19,983 |
HIGH |
19,882 |
0.618 |
19,819 |
0.500 |
19,800 |
0.382 |
19,781 |
LOW |
19,718 |
0.618 |
19,617 |
1.000 |
19,554 |
1.618 |
19,453 |
2.618 |
19,289 |
4.250 |
19,021 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,829 |
19,818 |
PP |
19,815 |
19,793 |
S1 |
19,800 |
19,767 |
|