Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,056.25 |
5,040.50 |
-15.75 |
-0.3% |
5,004.50 |
High |
5,059.00 |
5,057.25 |
-1.75 |
0.0% |
5,063.25 |
Low |
5,025.00 |
5,034.00 |
9.00 |
0.2% |
4,990.25 |
Close |
5,040.25 |
5,054.50 |
14.25 |
0.3% |
5,061.25 |
Range |
34.00 |
23.25 |
-10.75 |
-31.6% |
73.00 |
ATR |
48.35 |
46.55 |
-1.79 |
-3.7% |
0.00 |
Volume |
198,098 |
159,690 |
-38,408 |
-19.4% |
869,575 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,118.25 |
5,109.75 |
5,067.25 |
|
R3 |
5,095.00 |
5,086.50 |
5,061.00 |
|
R2 |
5,071.75 |
5,071.75 |
5,058.75 |
|
R1 |
5,063.25 |
5,063.25 |
5,056.75 |
5,067.50 |
PP |
5,048.50 |
5,048.50 |
5,048.50 |
5,050.75 |
S1 |
5,040.00 |
5,040.00 |
5,052.25 |
5,044.25 |
S2 |
5,025.25 |
5,025.25 |
5,050.25 |
|
S3 |
5,002.00 |
5,016.75 |
5,048.00 |
|
S4 |
4,978.75 |
4,993.50 |
5,041.75 |
|
|
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% |
36.00 |
0.7% |
88% |
False |
False |
185,095 |
10 |
5,063.25 |
4,903.00 |
160.25 |
3.2% |
39.50 |
0.8% |
95% |
False |
False |
175,219 |
20 |
5,063.25 |
4,850.00 |
213.25 |
4.2% |
42.00 |
0.8% |
96% |
False |
False |
152,538 |
40 |
5,063.25 |
4,700.50 |
362.75 |
7.2% |
48.75 |
1.0% |
98% |
False |
False |
113,853 |
60 |
5,063.25 |
4,557.00 |
506.25 |
10.0% |
59.25 |
1.2% |
98% |
False |
False |
76,101 |
80 |
5,063.25 |
4,557.00 |
506.25 |
10.0% |
56.25 |
1.1% |
98% |
False |
False |
57,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,156.00 |
2.618 |
5,118.00 |
1.618 |
5,094.75 |
1.000 |
5,080.50 |
0.618 |
5,071.50 |
HIGH |
5,057.25 |
0.618 |
5,048.25 |
0.500 |
5,045.50 |
0.382 |
5,043.00 |
LOW |
5,034.00 |
0.618 |
5,019.75 |
1.000 |
5,010.75 |
1.618 |
4,996.50 |
2.618 |
4,973.25 |
4.250 |
4,935.25 |
|
|
Fisher Pivots for day following 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,051.50 |
5,051.00 |
PP |
5,048.50 |
5,047.50 |
S1 |
5,045.50 |
5,044.00 |
|