Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,053.25 |
5,055.50 |
2.25 |
0.0% |
5,056.25 |
High |
5,074.75 |
5,083.00 |
8.25 |
0.2% |
5,083.00 |
Low |
5,036.50 |
5,044.75 |
8.25 |
0.2% |
5,025.00 |
Close |
5,053.50 |
5,058.25 |
4.75 |
0.1% |
5,058.25 |
Range |
38.25 |
38.25 |
0.00 |
0.0% |
58.00 |
ATR |
45.96 |
45.41 |
-0.55 |
-1.2% |
0.00 |
Volume |
185,603 |
216,184 |
30,581 |
16.5% |
759,575 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,176.75 |
5,155.75 |
5,079.25 |
|
R3 |
5,138.50 |
5,117.50 |
5,068.75 |
|
R2 |
5,100.25 |
5,100.25 |
5,065.25 |
|
R1 |
5,079.25 |
5,079.25 |
5,061.75 |
5,089.75 |
PP |
5,062.00 |
5,062.00 |
5,062.00 |
5,067.25 |
S1 |
5,041.00 |
5,041.00 |
5,054.75 |
5,051.50 |
S2 |
5,023.75 |
5,023.75 |
5,051.25 |
|
S3 |
4,985.50 |
5,002.75 |
5,047.75 |
|
S4 |
4,947.25 |
4,964.50 |
5,037.25 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,229.50 |
5,201.75 |
5,090.25 |
|
R3 |
5,171.50 |
5,143.75 |
5,074.25 |
|
R2 |
5,113.50 |
5,113.50 |
5,069.00 |
|
R1 |
5,085.75 |
5,085.75 |
5,063.50 |
5,099.50 |
PP |
5,055.50 |
5,055.50 |
5,055.50 |
5,062.25 |
S1 |
5,027.75 |
5,027.75 |
5,053.00 |
5,041.50 |
S2 |
4,997.50 |
4,997.50 |
5,047.50 |
|
S3 |
4,939.50 |
4,969.75 |
5,042.25 |
|
S4 |
4,881.50 |
4,911.75 |
5,026.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,083.00 |
5,025.00 |
58.00 |
1.1% |
32.25 |
0.6% |
57% |
True |
False |
179,237 |
10 |
5,083.00 |
4,952.50 |
130.50 |
2.6% |
39.00 |
0.8% |
81% |
True |
False |
181,246 |
20 |
5,083.00 |
4,850.00 |
233.00 |
4.6% |
41.75 |
0.8% |
89% |
True |
False |
159,822 |
40 |
5,083.00 |
4,700.50 |
382.50 |
7.6% |
48.25 |
1.0% |
94% |
True |
False |
123,881 |
60 |
5,083.00 |
4,557.00 |
526.00 |
10.4% |
58.75 |
1.2% |
95% |
True |
False |
82,780 |
80 |
5,083.00 |
4,557.00 |
526.00 |
10.4% |
56.00 |
1.1% |
95% |
True |
False |
62,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,245.50 |
2.618 |
5,183.25 |
1.618 |
5,145.00 |
1.000 |
5,121.25 |
0.618 |
5,106.75 |
HIGH |
5,083.00 |
0.618 |
5,068.50 |
0.500 |
5,064.00 |
0.382 |
5,059.25 |
LOW |
5,044.75 |
0.618 |
5,021.00 |
1.000 |
5,006.50 |
1.618 |
4,982.75 |
2.618 |
4,944.50 |
4.250 |
4,882.25 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,064.00 |
5,058.50 |
PP |
5,062.00 |
5,058.50 |
S1 |
5,060.00 |
5,058.25 |
|