Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,969 |
19,883 |
-86 |
-0.4% |
19,746 |
High |
19,993 |
19,891 |
-102 |
-0.5% |
20,073 |
Low |
19,800 |
19,713 |
-87 |
-0.4% |
19,666 |
Close |
19,888 |
19,792 |
-96 |
-0.5% |
20,012 |
Range |
193 |
178 |
-15 |
-7.8% |
407 |
ATR |
133 |
136 |
3 |
2.4% |
0 |
Volume |
148,335 |
149,470 |
1,135 |
0.8% |
562,866 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,333 |
20,240 |
19,890 |
|
R3 |
20,155 |
20,062 |
19,841 |
|
R2 |
19,977 |
19,977 |
19,825 |
|
R1 |
19,884 |
19,884 |
19,808 |
19,842 |
PP |
19,799 |
19,799 |
19,799 |
19,777 |
S1 |
19,706 |
19,706 |
19,776 |
19,664 |
S2 |
19,621 |
19,621 |
19,759 |
|
S3 |
19,443 |
19,528 |
19,743 |
|
S4 |
19,265 |
19,350 |
19,694 |
|
|
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 |
19,713 |
360 |
1.8% |
137 |
0.7% |
22% |
False |
True |
121,767 |
10 |
20,073 |
19,607 |
466 |
2.4% |
136 |
0.7% |
40% |
False |
False |
125,205 |
20 |
20,073 |
19,607 |
466 |
2.4% |
137 |
0.7% |
40% |
False |
False |
125,668 |
40 |
20,073 |
19,001 |
1,072 |
5.4% |
133 |
0.7% |
74% |
False |
False |
105,523 |
60 |
20,073 |
17,360 |
2,713 |
13.7% |
147 |
0.7% |
90% |
False |
False |
70,557 |
80 |
20,073 |
17,360 |
2,713 |
13.7% |
147 |
0.7% |
90% |
False |
False |
52,953 |
100 |
20,073 |
17,360 |
2,713 |
13.7% |
153 |
0.8% |
90% |
False |
False |
42,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,648 |
2.618 |
20,357 |
1.618 |
20,179 |
1.000 |
20,069 |
0.618 |
20,001 |
HIGH |
19,891 |
0.618 |
19,823 |
0.500 |
19,802 |
0.382 |
19,781 |
LOW |
19,713 |
0.618 |
19,603 |
1.000 |
19,535 |
1.618 |
19,425 |
2.618 |
19,247 |
4.250 |
18,957 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,802 |
19,893 |
PP |
19,799 |
19,859 |
S1 |
19,795 |
19,826 |
|