Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,851 |
20,003 |
152 |
0.8% |
19,828 |
High |
20,016 |
20,069 |
53 |
0.3% |
19,830 |
Low |
19,847 |
19,991 |
144 |
0.7% |
19,607 |
Close |
20,003 |
20,051 |
48 |
0.2% |
19,745 |
Range |
169 |
78 |
-91 |
-53.8% |
223 |
ATR |
136 |
131 |
-4 |
-3.0% |
0 |
Volume |
123,956 |
109,273 |
-14,683 |
-11.8% |
532,099 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,271 |
20,239 |
20,094 |
|
R3 |
20,193 |
20,161 |
20,073 |
|
R2 |
20,115 |
20,115 |
20,065 |
|
R1 |
20,083 |
20,083 |
20,058 |
20,099 |
PP |
20,037 |
20,037 |
20,037 |
20,045 |
S1 |
20,005 |
20,005 |
20,044 |
20,021 |
S2 |
19,959 |
19,959 |
20,037 |
|
S3 |
19,881 |
19,927 |
20,030 |
|
S4 |
19,803 |
19,849 |
20,008 |
|
|
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 |
20,069 |
19,652 |
417 |
2.1% |
129 |
0.6% |
96% |
True |
False |
127,206 |
10 |
20,069 |
19,607 |
462 |
2.3% |
135 |
0.7% |
96% |
True |
False |
126,875 |
20 |
20,069 |
19,607 |
462 |
2.3% |
134 |
0.7% |
96% |
True |
False |
121,121 |
40 |
20,069 |
18,997 |
1,072 |
5.3% |
129 |
0.6% |
98% |
True |
False |
96,173 |
60 |
20,069 |
17,360 |
2,709 |
13.5% |
147 |
0.7% |
99% |
True |
False |
64,308 |
80 |
20,069 |
17,360 |
2,709 |
13.5% |
148 |
0.7% |
99% |
True |
False |
48,261 |
100 |
20,069 |
17,360 |
2,709 |
13.5% |
150 |
0.7% |
99% |
True |
False |
38,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,401 |
2.618 |
20,273 |
1.618 |
20,195 |
1.000 |
20,147 |
0.618 |
20,117 |
HIGH |
20,069 |
0.618 |
20,039 |
0.500 |
20,030 |
0.382 |
20,021 |
LOW |
19,991 |
0.618 |
19,943 |
1.000 |
19,913 |
1.618 |
19,865 |
2.618 |
19,787 |
4.250 |
19,660 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
20,044 |
19,999 |
PP |
20,037 |
19,946 |
S1 |
20,030 |
19,894 |
|