Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,700.0 |
5,636.0 |
-64.0 |
-1.1% |
5,735.0 |
High |
5,700.0 |
5,641.0 |
-59.0 |
-1.0% |
5,790.0 |
Low |
5,649.0 |
5,610.0 |
-39.0 |
-0.7% |
5,666.0 |
Close |
5,651.0 |
5,629.0 |
-22.0 |
-0.4% |
5,689.0 |
Range |
51.0 |
31.0 |
-20.0 |
-39.2% |
124.0 |
ATR |
48.5 |
47.9 |
-0.5 |
-1.1% |
0.0 |
Volume |
20,291 |
29,330 |
9,039 |
44.5% |
130,254 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,719.7 |
5,705.3 |
5,646.1 |
|
R3 |
5,688.7 |
5,674.3 |
5,637.5 |
|
R2 |
5,657.7 |
5,657.7 |
5,634.7 |
|
R1 |
5,643.3 |
5,643.3 |
5,631.8 |
5,635.0 |
PP |
5,626.7 |
5,626.7 |
5,626.7 |
5,622.5 |
S1 |
5,612.3 |
5,612.3 |
5,626.2 |
5,604.0 |
S2 |
5,595.7 |
5,595.7 |
5,623.3 |
|
S3 |
5,564.7 |
5,581.3 |
5,620.5 |
|
S4 |
5,533.7 |
5,550.3 |
5,612.0 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,087.0 |
6,012.0 |
5,757.2 |
|
R3 |
5,963.0 |
5,888.0 |
5,723.1 |
|
R2 |
5,839.0 |
5,839.0 |
5,711.7 |
|
R1 |
5,764.0 |
5,764.0 |
5,700.4 |
5,739.5 |
PP |
5,715.0 |
5,715.0 |
5,715.0 |
5,702.8 |
S1 |
5,640.0 |
5,640.0 |
5,677.6 |
5,615.5 |
S2 |
5,591.0 |
5,591.0 |
5,666.3 |
|
S3 |
5,467.0 |
5,516.0 |
5,654.9 |
|
S4 |
5,343.0 |
5,392.0 |
5,620.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,761.0 |
5,610.0 |
151.0 |
2.7% |
45.0 |
0.8% |
13% |
False |
True |
24,075 |
10 |
5,790.0 |
5,610.0 |
180.0 |
3.2% |
40.9 |
0.7% |
11% |
False |
True |
23,844 |
20 |
5,790.0 |
5,483.0 |
307.0 |
5.5% |
44.8 |
0.8% |
48% |
False |
False |
22,019 |
40 |
5,790.0 |
5,302.0 |
488.0 |
8.7% |
36.8 |
0.7% |
67% |
False |
False |
22,306 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
37.3 |
0.7% |
79% |
False |
False |
14,877 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
30.0 |
0.5% |
79% |
False |
False |
11,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,772.8 |
2.618 |
5,722.2 |
1.618 |
5,691.2 |
1.000 |
5,672.0 |
0.618 |
5,660.2 |
HIGH |
5,641.0 |
0.618 |
5,629.2 |
0.500 |
5,625.5 |
0.382 |
5,621.8 |
LOW |
5,610.0 |
0.618 |
5,590.8 |
1.000 |
5,579.0 |
1.618 |
5,559.8 |
2.618 |
5,528.8 |
4.250 |
5,478.3 |
|
|
Fisher Pivots for day following 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,627.8 |
5,664.5 |
PP |
5,626.7 |
5,652.7 |
S1 |
5,625.5 |
5,640.8 |
|