Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
20,003 |
20,051 |
48 |
0.2% |
19,746 |
High |
20,069 |
20,073 |
4 |
0.0% |
20,073 |
Low |
19,991 |
20,005 |
14 |
0.1% |
19,666 |
Close |
20,051 |
20,012 |
-39 |
-0.2% |
20,012 |
Range |
78 |
68 |
-10 |
-12.8% |
407 |
ATR |
131 |
127 |
-5 |
-3.4% |
0 |
Volume |
109,273 |
77,803 |
-31,470 |
-28.8% |
562,866 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,234 |
20,191 |
20,050 |
|
R3 |
20,166 |
20,123 |
20,031 |
|
R2 |
20,098 |
20,098 |
20,025 |
|
R1 |
20,055 |
20,055 |
20,018 |
20,043 |
PP |
20,030 |
20,030 |
20,030 |
20,024 |
S1 |
19,987 |
19,987 |
20,006 |
19,975 |
S2 |
19,962 |
19,962 |
20,000 |
|
S3 |
19,894 |
19,919 |
19,993 |
|
S4 |
19,826 |
19,851 |
19,975 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,138 |
20,982 |
20,236 |
|
R3 |
20,731 |
20,575 |
20,124 |
|
R2 |
20,324 |
20,324 |
20,087 |
|
R1 |
20,168 |
20,168 |
20,049 |
20,246 |
PP |
19,917 |
19,917 |
19,917 |
19,956 |
S1 |
19,761 |
19,761 |
19,975 |
19,839 |
S2 |
19,510 |
19,510 |
19,938 |
|
S3 |
19,103 |
19,354 |
19,900 |
|
S4 |
18,696 |
18,947 |
19,788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,073 |
19,666 |
407 |
2.0% |
117 |
0.6% |
85% |
True |
False |
112,573 |
10 |
20,073 |
19,607 |
466 |
2.3% |
122 |
0.6% |
87% |
True |
False |
119,473 |
20 |
20,073 |
19,607 |
466 |
2.3% |
130 |
0.7% |
87% |
True |
False |
120,569 |
40 |
20,073 |
19,001 |
1,072 |
5.4% |
129 |
0.6% |
94% |
True |
False |
98,108 |
60 |
20,073 |
17,360 |
2,713 |
13.6% |
147 |
0.7% |
98% |
True |
False |
65,603 |
80 |
20,073 |
17,360 |
2,713 |
13.6% |
147 |
0.7% |
98% |
True |
False |
49,233 |
100 |
20,073 |
17,360 |
2,713 |
13.6% |
150 |
0.7% |
98% |
True |
False |
39,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,362 |
2.618 |
20,251 |
1.618 |
20,183 |
1.000 |
20,141 |
0.618 |
20,115 |
HIGH |
20,073 |
0.618 |
20,047 |
0.500 |
20,039 |
0.382 |
20,031 |
LOW |
20,005 |
0.618 |
19,963 |
1.000 |
19,937 |
1.618 |
19,895 |
2.618 |
19,827 |
4.250 |
19,716 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
20,039 |
19,995 |
PP |
20,030 |
19,977 |
S1 |
20,021 |
19,960 |
|