Trading Metrics calculated at close of trading on 19-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,040.50 |
5,053.25 |
12.75 |
0.3% |
5,004.50 |
High |
5,057.25 |
5,074.75 |
17.50 |
0.3% |
5,063.25 |
Low |
5,034.00 |
5,036.50 |
2.50 |
0.0% |
4,990.25 |
Close |
5,054.50 |
5,053.50 |
-1.00 |
0.0% |
5,061.25 |
Range |
23.25 |
38.25 |
15.00 |
64.5% |
73.00 |
ATR |
46.55 |
45.96 |
-0.59 |
-1.3% |
0.00 |
Volume |
159,690 |
185,603 |
25,913 |
16.2% |
869,575 |
|
Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,169.75 |
5,149.75 |
5,074.50 |
|
R3 |
5,131.50 |
5,111.50 |
5,064.00 |
|
R2 |
5,093.25 |
5,093.25 |
5,060.50 |
|
R1 |
5,073.25 |
5,073.25 |
5,057.00 |
5,083.25 |
PP |
5,055.00 |
5,055.00 |
5,055.00 |
5,060.00 |
S1 |
5,035.00 |
5,035.00 |
5,050.00 |
5,045.00 |
S2 |
5,016.75 |
5,016.75 |
5,046.50 |
|
S3 |
4,978.50 |
4,996.75 |
5,043.00 |
|
S4 |
4,940.25 |
4,958.50 |
5,032.50 |
|
|
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 |
5,074.75 |
4,990.25 |
84.50 |
1.7% |
35.50 |
0.7% |
75% |
True |
False |
178,465 |
10 |
5,074.75 |
4,920.50 |
154.25 |
3.1% |
39.50 |
0.8% |
86% |
True |
False |
176,584 |
20 |
5,074.75 |
4,850.00 |
224.75 |
4.4% |
41.25 |
0.8% |
91% |
True |
False |
154,512 |
40 |
5,074.75 |
4,700.50 |
374.25 |
7.4% |
48.75 |
1.0% |
94% |
True |
False |
118,487 |
60 |
5,074.75 |
4,557.00 |
517.75 |
10.2% |
59.25 |
1.2% |
96% |
True |
False |
79,185 |
80 |
5,074.75 |
4,557.00 |
517.75 |
10.2% |
56.25 |
1.1% |
96% |
True |
False |
59,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,237.25 |
2.618 |
5,175.00 |
1.618 |
5,136.75 |
1.000 |
5,113.00 |
0.618 |
5,098.50 |
HIGH |
5,074.75 |
0.618 |
5,060.25 |
0.500 |
5,055.50 |
0.382 |
5,051.00 |
LOW |
5,036.50 |
0.618 |
5,012.75 |
1.000 |
4,998.25 |
1.618 |
4,974.50 |
2.618 |
4,936.25 |
4.250 |
4,874.00 |
|
|
Fisher Pivots for day following 19-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,055.50 |
5,052.25 |
PP |
5,055.00 |
5,051.00 |
S1 |
5,054.25 |
5,050.00 |
|