Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
20,051 |
19,969 |
-82 |
-0.4% |
19,746 |
High |
20,073 |
19,993 |
-80 |
-0.4% |
20,073 |
Low |
20,005 |
19,800 |
-205 |
-1.0% |
19,666 |
Close |
20,012 |
19,888 |
-124 |
-0.6% |
20,012 |
Range |
68 |
193 |
125 |
183.8% |
407 |
ATR |
127 |
133 |
6 |
4.8% |
0 |
Volume |
77,803 |
148,335 |
70,532 |
90.7% |
562,866 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,473 |
20,373 |
19,994 |
|
R3 |
20,280 |
20,180 |
19,941 |
|
R2 |
20,087 |
20,087 |
19,924 |
|
R1 |
19,987 |
19,987 |
19,906 |
19,941 |
PP |
19,894 |
19,894 |
19,894 |
19,870 |
S1 |
19,794 |
19,794 |
19,870 |
19,748 |
S2 |
19,701 |
19,701 |
19,853 |
|
S3 |
19,508 |
19,601 |
19,835 |
|
S4 |
19,315 |
19,408 |
19,782 |
|
|
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 |
19,718 |
355 |
1.8% |
135 |
0.7% |
48% |
False |
False |
116,271 |
10 |
20,073 |
19,607 |
466 |
2.3% |
131 |
0.7% |
60% |
False |
False |
124,330 |
20 |
20,073 |
19,607 |
466 |
2.3% |
136 |
0.7% |
60% |
False |
False |
123,668 |
40 |
20,073 |
19,001 |
1,072 |
5.4% |
131 |
0.7% |
83% |
False |
False |
101,798 |
60 |
20,073 |
17,360 |
2,713 |
13.6% |
146 |
0.7% |
93% |
False |
False |
68,068 |
80 |
20,073 |
17,360 |
2,713 |
13.6% |
147 |
0.7% |
93% |
False |
False |
51,085 |
100 |
20,073 |
17,360 |
2,713 |
13.6% |
151 |
0.8% |
93% |
False |
False |
40,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,813 |
2.618 |
20,498 |
1.618 |
20,305 |
1.000 |
20,186 |
0.618 |
20,112 |
HIGH |
19,993 |
0.618 |
19,919 |
0.500 |
19,897 |
0.382 |
19,874 |
LOW |
19,800 |
0.618 |
19,681 |
1.000 |
19,607 |
1.618 |
19,488 |
2.618 |
19,295 |
4.250 |
18,980 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,897 |
19,937 |
PP |
19,894 |
19,920 |
S1 |
19,891 |
19,904 |
|