Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,146.25 |
5,123.50 |
-22.75 |
-0.4% |
5,059.00 |
High |
5,154.50 |
5,135.00 |
-19.50 |
-0.4% |
5,168.50 |
Low |
5,094.50 |
5,083.25 |
-11.25 |
-0.2% |
5,030.25 |
Close |
5,124.50 |
5,112.75 |
-11.75 |
-0.2% |
5,162.50 |
Range |
60.00 |
51.75 |
-8.25 |
-13.8% |
138.25 |
ATR |
44.85 |
45.34 |
0.49 |
1.1% |
0.00 |
Volume |
249,340 |
214,696 |
-34,644 |
-13.9% |
787,652 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,265.50 |
5,241.00 |
5,141.25 |
|
R3 |
5,213.75 |
5,189.25 |
5,127.00 |
|
R2 |
5,162.00 |
5,162.00 |
5,122.25 |
|
R1 |
5,137.50 |
5,137.50 |
5,117.50 |
5,124.00 |
PP |
5,110.25 |
5,110.25 |
5,110.25 |
5,103.50 |
S1 |
5,085.75 |
5,085.75 |
5,108.00 |
5,072.00 |
S2 |
5,058.50 |
5,058.50 |
5,103.25 |
|
S3 |
5,006.75 |
5,034.00 |
5,098.50 |
|
S4 |
4,955.00 |
4,982.25 |
5,084.25 |
|
|
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 |
5,083.25 |
85.25 |
1.7% |
43.50 |
0.8% |
35% |
False |
True |
185,792 |
10 |
5,168.50 |
5,030.25 |
138.25 |
2.7% |
40.00 |
0.8% |
60% |
False |
False |
181,316 |
20 |
5,168.50 |
4,876.75 |
291.75 |
5.7% |
41.25 |
0.8% |
81% |
False |
False |
181,082 |
40 |
5,168.50 |
4,700.50 |
468.00 |
9.2% |
46.50 |
0.9% |
88% |
False |
False |
155,054 |
60 |
5,168.50 |
4,557.00 |
611.50 |
12.0% |
57.00 |
1.1% |
91% |
False |
False |
103,573 |
80 |
5,168.50 |
4,557.00 |
611.50 |
12.0% |
55.50 |
1.1% |
91% |
False |
False |
77,779 |
100 |
5,168.50 |
4,557.00 |
611.50 |
12.0% |
55.75 |
1.1% |
91% |
False |
False |
62,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,355.00 |
2.618 |
5,270.50 |
1.618 |
5,218.75 |
1.000 |
5,186.75 |
0.618 |
5,167.00 |
HIGH |
5,135.00 |
0.618 |
5,115.25 |
0.500 |
5,109.00 |
0.382 |
5,103.00 |
LOW |
5,083.25 |
0.618 |
5,051.25 |
1.000 |
5,031.50 |
1.618 |
4,999.50 |
2.618 |
4,947.75 |
4.250 |
4,863.25 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,111.50 |
5,125.50 |
PP |
5,110.25 |
5,121.25 |
S1 |
5,109.00 |
5,117.00 |
|