Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,035.25 |
5,056.25 |
21.00 |
0.4% |
5,004.50 |
High |
5,063.25 |
5,059.00 |
-4.25 |
-0.1% |
5,063.25 |
Low |
5,035.25 |
5,025.00 |
-10.25 |
-0.2% |
4,990.25 |
Close |
5,061.25 |
5,040.25 |
-21.00 |
-0.4% |
5,061.25 |
Range |
28.00 |
34.00 |
6.00 |
21.4% |
73.00 |
ATR |
49.28 |
48.35 |
-0.93 |
-1.9% |
0.00 |
Volume |
136,613 |
198,098 |
61,485 |
45.0% |
869,575 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,143.50 |
5,125.75 |
5,059.00 |
|
R3 |
5,109.50 |
5,091.75 |
5,049.50 |
|
R2 |
5,075.50 |
5,075.50 |
5,046.50 |
|
R1 |
5,057.75 |
5,057.75 |
5,043.25 |
5,049.50 |
PP |
5,041.50 |
5,041.50 |
5,041.50 |
5,037.25 |
S1 |
5,023.75 |
5,023.75 |
5,037.25 |
5,015.50 |
S2 |
5,007.50 |
5,007.50 |
5,034.00 |
|
S3 |
4,973.50 |
4,989.75 |
5,031.00 |
|
S4 |
4,939.50 |
4,955.75 |
5,021.50 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,257.25 |
5,232.25 |
5,101.50 |
|
R3 |
5,184.25 |
5,159.25 |
5,081.25 |
|
R2 |
5,111.25 |
5,111.25 |
5,074.75 |
|
R1 |
5,086.25 |
5,086.25 |
5,068.00 |
5,098.75 |
PP |
5,038.25 |
5,038.25 |
5,038.25 |
5,044.50 |
S1 |
5,013.25 |
5,013.25 |
5,054.50 |
5,025.75 |
S2 |
4,965.25 |
4,965.25 |
5,047.75 |
|
S3 |
4,892.25 |
4,940.25 |
5,041.25 |
|
S4 |
4,819.25 |
4,867.25 |
5,021.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,063.25 |
4,990.25 |
73.00 |
1.4% |
39.50 |
0.8% |
68% |
False |
False |
183,912 |
10 |
5,063.25 |
4,876.75 |
186.50 |
3.7% |
42.25 |
0.8% |
88% |
False |
False |
180,848 |
20 |
5,063.25 |
4,850.00 |
213.25 |
4.2% |
43.00 |
0.9% |
89% |
False |
False |
153,822 |
40 |
5,063.25 |
4,700.50 |
362.75 |
7.2% |
49.50 |
1.0% |
94% |
False |
False |
109,870 |
60 |
5,063.25 |
4,557.00 |
506.25 |
10.0% |
59.50 |
1.2% |
95% |
False |
False |
73,443 |
80 |
5,063.25 |
4,557.00 |
506.25 |
10.0% |
56.50 |
1.1% |
95% |
False |
False |
55,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,203.50 |
2.618 |
5,148.00 |
1.618 |
5,114.00 |
1.000 |
5,093.00 |
0.618 |
5,080.00 |
HIGH |
5,059.00 |
0.618 |
5,046.00 |
0.500 |
5,042.00 |
0.382 |
5,038.00 |
LOW |
5,025.00 |
0.618 |
5,004.00 |
1.000 |
4,991.00 |
1.618 |
4,970.00 |
2.618 |
4,936.00 |
4.250 |
4,880.50 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,042.00 |
5,035.75 |
PP |
5,041.50 |
5,031.25 |
S1 |
5,040.75 |
5,026.75 |
|