Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,148.25 |
5,144.25 |
-4.00 |
-0.1% |
5,059.00 |
High |
5,168.50 |
5,167.50 |
-1.00 |
0.0% |
5,168.50 |
Low |
5,141.75 |
5,139.25 |
-2.50 |
0.0% |
5,030.25 |
Close |
5,147.75 |
5,162.50 |
14.75 |
0.3% |
5,162.50 |
Range |
26.75 |
28.25 |
1.50 |
5.6% |
138.25 |
ATR |
44.21 |
43.07 |
-1.14 |
-2.6% |
0.00 |
Volume |
173,375 |
138,335 |
-35,040 |
-20.2% |
787,652 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,241.25 |
5,230.00 |
5,178.00 |
|
R3 |
5,213.00 |
5,201.75 |
5,170.25 |
|
R2 |
5,184.75 |
5,184.75 |
5,167.75 |
|
R1 |
5,173.50 |
5,173.50 |
5,165.00 |
5,179.00 |
PP |
5,156.50 |
5,156.50 |
5,156.50 |
5,159.25 |
S1 |
5,145.25 |
5,145.25 |
5,160.00 |
5,151.00 |
S2 |
5,128.25 |
5,128.25 |
5,157.25 |
|
S3 |
5,100.00 |
5,117.00 |
5,154.75 |
|
S4 |
5,071.75 |
5,088.75 |
5,147.00 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,535.25 |
5,487.00 |
5,238.50 |
|
R3 |
5,397.00 |
5,348.75 |
5,200.50 |
|
R2 |
5,258.75 |
5,258.75 |
5,187.75 |
|
R1 |
5,210.50 |
5,210.50 |
5,175.25 |
5,234.50 |
PP |
5,120.50 |
5,120.50 |
5,120.50 |
5,132.50 |
S1 |
5,072.25 |
5,072.25 |
5,149.75 |
5,096.50 |
S2 |
4,982.25 |
4,982.25 |
5,137.25 |
|
S3 |
4,844.00 |
4,934.00 |
5,124.50 |
|
S4 |
4,705.75 |
4,795.75 |
5,086.50 |
|
|
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% |
37.75 |
0.7% |
96% |
False |
False |
157,530 |
10 |
5,168.50 |
5,025.00 |
143.50 |
2.8% |
35.00 |
0.7% |
96% |
False |
False |
168,384 |
20 |
5,168.50 |
4,850.00 |
318.50 |
6.2% |
41.75 |
0.8% |
98% |
False |
False |
173,841 |
40 |
5,168.50 |
4,700.50 |
468.00 |
9.1% |
48.25 |
0.9% |
99% |
False |
False |
143,515 |
60 |
5,168.50 |
4,557.00 |
611.50 |
11.8% |
57.75 |
1.1% |
99% |
False |
False |
95,858 |
80 |
5,168.50 |
4,557.00 |
611.50 |
11.8% |
55.25 |
1.1% |
99% |
False |
False |
71,981 |
100 |
5,168.50 |
4,557.00 |
611.50 |
11.8% |
55.00 |
1.1% |
99% |
False |
False |
57,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,287.50 |
2.618 |
5,241.50 |
1.618 |
5,213.25 |
1.000 |
5,195.75 |
0.618 |
5,185.00 |
HIGH |
5,167.50 |
0.618 |
5,156.75 |
0.500 |
5,153.50 |
0.382 |
5,150.00 |
LOW |
5,139.25 |
0.618 |
5,121.75 |
1.000 |
5,111.00 |
1.618 |
5,093.50 |
2.618 |
5,065.25 |
4.250 |
5,019.25 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,159.50 |
5,153.00 |
PP |
5,156.50 |
5,143.50 |
S1 |
5,153.50 |
5,134.00 |
|