Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,645.0 |
5,629.0 |
-16.0 |
-0.3% |
5,700.0 |
High |
5,672.0 |
5,631.0 |
-41.0 |
-0.7% |
5,719.0 |
Low |
5,625.0 |
5,596.0 |
-29.0 |
-0.5% |
5,596.0 |
Close |
5,637.0 |
5,601.0 |
-36.0 |
-0.6% |
5,601.0 |
Range |
47.0 |
35.0 |
-12.0 |
-25.5% |
123.0 |
ATR |
47.9 |
47.4 |
-0.5 |
-1.0% |
0.0 |
Volume |
27,180 |
20,429 |
-6,751 |
-24.8% |
119,307 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,714.3 |
5,692.7 |
5,620.3 |
|
R3 |
5,679.3 |
5,657.7 |
5,610.6 |
|
R2 |
5,644.3 |
5,644.3 |
5,607.4 |
|
R1 |
5,622.7 |
5,622.7 |
5,604.2 |
5,616.0 |
PP |
5,609.3 |
5,609.3 |
5,609.3 |
5,606.0 |
S1 |
5,587.7 |
5,587.7 |
5,597.8 |
5,581.0 |
S2 |
5,574.3 |
5,574.3 |
5,594.6 |
|
S3 |
5,539.3 |
5,552.7 |
5,591.4 |
|
S4 |
5,504.3 |
5,517.7 |
5,581.8 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,007.7 |
5,927.3 |
5,668.7 |
|
R3 |
5,884.7 |
5,804.3 |
5,634.8 |
|
R2 |
5,761.7 |
5,761.7 |
5,623.6 |
|
R1 |
5,681.3 |
5,681.3 |
5,612.3 |
5,660.0 |
PP |
5,638.7 |
5,638.7 |
5,638.7 |
5,628.0 |
S1 |
5,558.3 |
5,558.3 |
5,589.7 |
5,537.0 |
S2 |
5,515.7 |
5,515.7 |
5,578.5 |
|
S3 |
5,392.7 |
5,435.3 |
5,567.2 |
|
S4 |
5,269.7 |
5,312.3 |
5,533.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,719.0 |
5,596.0 |
123.0 |
2.2% |
37.4 |
0.7% |
4% |
False |
True |
23,861 |
10 |
5,790.0 |
5,596.0 |
194.0 |
3.5% |
45.5 |
0.8% |
3% |
False |
True |
24,956 |
20 |
5,790.0 |
5,555.0 |
235.0 |
4.2% |
43.8 |
0.8% |
20% |
False |
False |
21,720 |
40 |
5,790.0 |
5,333.0 |
457.0 |
8.2% |
37.6 |
0.7% |
59% |
False |
False |
23,488 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
38.0 |
0.7% |
76% |
False |
False |
15,667 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
31.1 |
0.6% |
76% |
False |
False |
11,757 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
26.0 |
0.5% |
76% |
False |
False |
9,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,779.8 |
2.618 |
5,722.6 |
1.618 |
5,687.6 |
1.000 |
5,666.0 |
0.618 |
5,652.6 |
HIGH |
5,631.0 |
0.618 |
5,617.6 |
0.500 |
5,613.5 |
0.382 |
5,609.4 |
LOW |
5,596.0 |
0.618 |
5,574.4 |
1.000 |
5,561.0 |
1.618 |
5,539.4 |
2.618 |
5,504.4 |
4.250 |
5,447.3 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,613.5 |
5,634.0 |
PP |
5,609.3 |
5,623.0 |
S1 |
5,605.2 |
5,612.0 |
|