Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,059.00 |
5,063.75 |
4.75 |
0.1% |
5,056.25 |
High |
5,069.75 |
5,104.00 |
34.25 |
0.7% |
5,083.00 |
Low |
5,030.25 |
5,060.00 |
29.75 |
0.6% |
5,025.00 |
Close |
5,063.50 |
5,096.25 |
32.75 |
0.6% |
5,058.25 |
Range |
39.50 |
44.00 |
4.50 |
11.4% |
58.00 |
ATR |
44.99 |
44.92 |
-0.07 |
-0.2% |
0.00 |
Volume |
181,150 |
141,578 |
-39,572 |
-21.8% |
759,575 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,218.75 |
5,201.50 |
5,120.50 |
|
R3 |
5,174.75 |
5,157.50 |
5,108.25 |
|
R2 |
5,130.75 |
5,130.75 |
5,104.25 |
|
R1 |
5,113.50 |
5,113.50 |
5,100.25 |
5,122.00 |
PP |
5,086.75 |
5,086.75 |
5,086.75 |
5,091.00 |
S1 |
5,069.50 |
5,069.50 |
5,092.25 |
5,078.00 |
S2 |
5,042.75 |
5,042.75 |
5,088.25 |
|
S3 |
4,998.75 |
5,025.50 |
5,084.25 |
|
S4 |
4,954.75 |
4,981.50 |
5,072.00 |
|
|
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 |
5,104.00 |
5,030.25 |
73.75 |
1.4% |
36.75 |
0.7% |
89% |
True |
False |
176,841 |
10 |
5,104.00 |
4,990.25 |
113.75 |
2.2% |
38.00 |
0.7% |
93% |
True |
False |
180,376 |
20 |
5,104.00 |
4,850.00 |
254.00 |
5.0% |
43.25 |
0.8% |
97% |
True |
False |
165,899 |
40 |
5,104.00 |
4,700.50 |
403.50 |
7.9% |
48.50 |
1.0% |
98% |
True |
False |
131,934 |
60 |
5,104.00 |
4,557.00 |
547.00 |
10.7% |
58.75 |
1.2% |
99% |
True |
False |
88,131 |
80 |
5,104.00 |
4,557.00 |
547.00 |
10.7% |
56.00 |
1.1% |
99% |
True |
False |
66,180 |
100 |
5,104.00 |
4,557.00 |
547.00 |
10.7% |
54.25 |
1.1% |
99% |
True |
False |
52,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,291.00 |
2.618 |
5,219.25 |
1.618 |
5,175.25 |
1.000 |
5,148.00 |
0.618 |
5,131.25 |
HIGH |
5,104.00 |
0.618 |
5,087.25 |
0.500 |
5,082.00 |
0.382 |
5,076.75 |
LOW |
5,060.00 |
0.618 |
5,032.75 |
1.000 |
5,016.00 |
1.618 |
4,988.75 |
2.618 |
4,944.75 |
4.250 |
4,873.00 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,091.50 |
5,086.50 |
PP |
5,086.75 |
5,076.75 |
S1 |
5,082.00 |
5,067.00 |
|