Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,063.75 |
5,100.00 |
36.25 |
0.7% |
5,056.25 |
High |
5,104.00 |
5,150.00 |
46.00 |
0.9% |
5,083.00 |
Low |
5,060.00 |
5,099.75 |
39.75 |
0.8% |
5,025.00 |
Close |
5,096.25 |
5,146.50 |
50.25 |
1.0% |
5,058.25 |
Range |
44.00 |
50.25 |
6.25 |
14.2% |
58.00 |
ATR |
44.92 |
45.55 |
0.63 |
1.4% |
0.00 |
Volume |
141,578 |
153,214 |
11,636 |
8.2% |
759,575 |
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,282.75 |
5,265.00 |
5,174.25 |
|
R3 |
5,232.50 |
5,214.75 |
5,160.25 |
|
R2 |
5,182.25 |
5,182.25 |
5,155.75 |
|
R1 |
5,164.50 |
5,164.50 |
5,151.00 |
5,173.50 |
PP |
5,132.00 |
5,132.00 |
5,132.00 |
5,136.50 |
S1 |
5,114.25 |
5,114.25 |
5,142.00 |
5,123.00 |
S2 |
5,081.75 |
5,081.75 |
5,137.25 |
|
S3 |
5,031.50 |
5,064.00 |
5,132.75 |
|
S4 |
4,981.25 |
5,013.75 |
5,118.75 |
|
|
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 |
5,150.00 |
5,030.25 |
119.75 |
2.3% |
42.00 |
0.8% |
97% |
True |
False |
175,545 |
10 |
5,150.00 |
4,990.25 |
159.75 |
3.1% |
39.00 |
0.8% |
98% |
True |
False |
180,320 |
20 |
5,150.00 |
4,850.00 |
300.00 |
5.8% |
44.50 |
0.9% |
99% |
True |
False |
170,107 |
40 |
5,150.00 |
4,700.50 |
449.50 |
8.7% |
49.00 |
1.0% |
99% |
True |
False |
135,757 |
60 |
5,150.00 |
4,557.00 |
593.00 |
11.5% |
58.50 |
1.1% |
99% |
True |
False |
90,677 |
80 |
5,150.00 |
4,557.00 |
593.00 |
11.5% |
55.75 |
1.1% |
99% |
True |
False |
68,090 |
100 |
5,150.00 |
4,557.00 |
593.00 |
11.5% |
54.75 |
1.1% |
99% |
True |
False |
54,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,363.50 |
2.618 |
5,281.50 |
1.618 |
5,231.25 |
1.000 |
5,200.25 |
0.618 |
5,181.00 |
HIGH |
5,150.00 |
0.618 |
5,130.75 |
0.500 |
5,125.00 |
0.382 |
5,119.00 |
LOW |
5,099.75 |
0.618 |
5,068.75 |
1.000 |
5,049.50 |
1.618 |
5,018.50 |
2.618 |
4,968.25 |
4.250 |
4,886.25 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,139.25 |
5,127.75 |
PP |
5,132.00 |
5,109.00 |
S1 |
5,125.00 |
5,090.00 |
|