Trading Metrics calculated at close of trading on 19-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,636.0 |
5,645.0 |
9.0 |
0.2% |
5,735.0 |
High |
5,641.0 |
5,672.0 |
31.0 |
0.5% |
5,790.0 |
Low |
5,610.0 |
5,625.0 |
15.0 |
0.3% |
5,666.0 |
Close |
5,629.0 |
5,637.0 |
8.0 |
0.1% |
5,689.0 |
Range |
31.0 |
47.0 |
16.0 |
51.6% |
124.0 |
ATR |
47.9 |
47.9 |
-0.1 |
-0.1% |
0.0 |
Volume |
29,330 |
27,180 |
-2,150 |
-7.3% |
130,254 |
|
Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,785.7 |
5,758.3 |
5,662.9 |
|
R3 |
5,738.7 |
5,711.3 |
5,649.9 |
|
R2 |
5,691.7 |
5,691.7 |
5,645.6 |
|
R1 |
5,664.3 |
5,664.3 |
5,641.3 |
5,654.5 |
PP |
5,644.7 |
5,644.7 |
5,644.7 |
5,639.8 |
S1 |
5,617.3 |
5,617.3 |
5,632.7 |
5,607.5 |
S2 |
5,597.7 |
5,597.7 |
5,628.4 |
|
S3 |
5,550.7 |
5,570.3 |
5,624.1 |
|
S4 |
5,503.7 |
5,523.3 |
5,611.2 |
|
|
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 |
5,740.0 |
5,610.0 |
130.0 |
2.3% |
45.2 |
0.8% |
21% |
False |
False |
25,011 |
10 |
5,790.0 |
5,610.0 |
180.0 |
3.2% |
44.0 |
0.8% |
15% |
False |
False |
24,680 |
20 |
5,790.0 |
5,511.0 |
279.0 |
4.9% |
44.7 |
0.8% |
45% |
False |
False |
22,118 |
40 |
5,790.0 |
5,325.0 |
465.0 |
8.2% |
37.9 |
0.7% |
67% |
False |
False |
22,985 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
37.6 |
0.7% |
80% |
False |
False |
15,327 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
30.6 |
0.5% |
80% |
False |
False |
11,501 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
25.6 |
0.5% |
80% |
False |
False |
9,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,871.8 |
2.618 |
5,795.0 |
1.618 |
5,748.0 |
1.000 |
5,719.0 |
0.618 |
5,701.0 |
HIGH |
5,672.0 |
0.618 |
5,654.0 |
0.500 |
5,648.5 |
0.382 |
5,643.0 |
LOW |
5,625.0 |
0.618 |
5,596.0 |
1.000 |
5,578.0 |
1.618 |
5,549.0 |
2.618 |
5,502.0 |
4.250 |
5,425.3 |
|
|
Fisher Pivots for day following 19-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,648.5 |
5,655.0 |
PP |
5,644.7 |
5,649.0 |
S1 |
5,640.8 |
5,643.0 |
|