Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,144.25 |
5,146.25 |
2.00 |
0.0% |
5,059.00 |
High |
5,167.50 |
5,154.50 |
-13.00 |
-0.3% |
5,168.50 |
Low |
5,139.25 |
5,094.50 |
-44.75 |
-0.9% |
5,030.25 |
Close |
5,162.50 |
5,124.50 |
-38.00 |
-0.7% |
5,162.50 |
Range |
28.25 |
60.00 |
31.75 |
112.4% |
138.25 |
ATR |
43.07 |
44.85 |
1.78 |
4.1% |
0.00 |
Volume |
138,335 |
249,340 |
111,005 |
80.2% |
787,652 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,304.50 |
5,274.50 |
5,157.50 |
|
R3 |
5,244.50 |
5,214.50 |
5,141.00 |
|
R2 |
5,184.50 |
5,184.50 |
5,135.50 |
|
R1 |
5,154.50 |
5,154.50 |
5,130.00 |
5,139.50 |
PP |
5,124.50 |
5,124.50 |
5,124.50 |
5,117.00 |
S1 |
5,094.50 |
5,094.50 |
5,119.00 |
5,079.50 |
S2 |
5,064.50 |
5,064.50 |
5,113.50 |
|
S3 |
5,004.50 |
5,034.50 |
5,108.00 |
|
S4 |
4,944.50 |
4,974.50 |
5,091.50 |
|
|
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 |
5,060.00 |
108.50 |
2.1% |
41.75 |
0.8% |
59% |
False |
False |
171,168 |
10 |
5,168.50 |
5,025.00 |
143.50 |
2.8% |
38.25 |
0.7% |
69% |
False |
False |
179,656 |
20 |
5,168.50 |
4,850.00 |
318.50 |
6.2% |
43.00 |
0.8% |
86% |
False |
False |
180,230 |
40 |
5,168.50 |
4,700.50 |
468.00 |
9.1% |
47.75 |
0.9% |
91% |
False |
False |
149,729 |
60 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
57.25 |
1.1% |
93% |
False |
False |
99,998 |
80 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
55.25 |
1.1% |
93% |
False |
False |
75,096 |
100 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
55.25 |
1.1% |
93% |
False |
False |
60,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,409.50 |
2.618 |
5,311.50 |
1.618 |
5,251.50 |
1.000 |
5,214.50 |
0.618 |
5,191.50 |
HIGH |
5,154.50 |
0.618 |
5,131.50 |
0.500 |
5,124.50 |
0.382 |
5,117.50 |
LOW |
5,094.50 |
0.618 |
5,057.50 |
1.000 |
5,034.50 |
1.618 |
4,997.50 |
2.618 |
4,937.50 |
4.250 |
4,839.50 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,124.50 |
5,131.50 |
PP |
5,124.50 |
5,129.25 |
S1 |
5,124.50 |
5,126.75 |
|