Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,100.00 |
5,148.25 |
48.25 |
0.9% |
5,056.25 |
High |
5,150.00 |
5,168.50 |
18.50 |
0.4% |
5,083.00 |
Low |
5,099.75 |
5,141.75 |
42.00 |
0.8% |
5,025.00 |
Close |
5,146.50 |
5,147.75 |
1.25 |
0.0% |
5,058.25 |
Range |
50.25 |
26.75 |
-23.50 |
-46.8% |
58.00 |
ATR |
45.55 |
44.21 |
-1.34 |
-2.9% |
0.00 |
Volume |
153,214 |
173,375 |
20,161 |
13.2% |
759,575 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,233.00 |
5,217.00 |
5,162.50 |
|
R3 |
5,206.25 |
5,190.25 |
5,155.00 |
|
R2 |
5,179.50 |
5,179.50 |
5,152.75 |
|
R1 |
5,163.50 |
5,163.50 |
5,150.25 |
5,158.00 |
PP |
5,152.75 |
5,152.75 |
5,152.75 |
5,150.00 |
S1 |
5,136.75 |
5,136.75 |
5,145.25 |
5,131.50 |
S2 |
5,126.00 |
5,126.00 |
5,142.75 |
|
S3 |
5,099.25 |
5,110.00 |
5,140.50 |
|
S4 |
5,072.50 |
5,083.25 |
5,133.00 |
|
|
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 |
5,168.50 |
5,030.25 |
138.25 |
2.7% |
39.75 |
0.8% |
85% |
True |
False |
173,100 |
10 |
5,168.50 |
4,990.25 |
178.25 |
3.5% |
37.75 |
0.7% |
88% |
True |
False |
175,782 |
20 |
5,168.50 |
4,850.00 |
318.50 |
6.2% |
43.25 |
0.8% |
93% |
True |
False |
173,758 |
40 |
5,168.50 |
4,700.50 |
468.00 |
9.1% |
48.75 |
0.9% |
96% |
True |
False |
140,073 |
60 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
58.00 |
1.1% |
97% |
True |
False |
93,557 |
80 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
55.25 |
1.1% |
97% |
True |
False |
70,255 |
100 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
54.75 |
1.1% |
97% |
True |
False |
56,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,282.25 |
2.618 |
5,238.50 |
1.618 |
5,211.75 |
1.000 |
5,195.25 |
0.618 |
5,185.00 |
HIGH |
5,168.50 |
0.618 |
5,158.25 |
0.500 |
5,155.00 |
0.382 |
5,152.00 |
LOW |
5,141.75 |
0.618 |
5,125.25 |
1.000 |
5,115.00 |
1.618 |
5,098.50 |
2.618 |
5,071.75 |
4.250 |
5,028.00 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,155.00 |
5,136.50 |
PP |
5,152.75 |
5,125.50 |
S1 |
5,150.25 |
5,114.25 |
|