Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,629.0 |
5,630.0 |
1.0 |
0.0% |
5,700.0 |
High |
5,631.0 |
5,644.0 |
13.0 |
0.2% |
5,719.0 |
Low |
5,596.0 |
5,555.0 |
-41.0 |
-0.7% |
5,596.0 |
Close |
5,601.0 |
5,566.0 |
-35.0 |
-0.6% |
5,601.0 |
Range |
35.0 |
89.0 |
54.0 |
154.3% |
123.0 |
ATR |
47.4 |
50.3 |
3.0 |
6.3% |
0.0 |
Volume |
20,429 |
30,149 |
9,720 |
47.6% |
119,307 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,855.3 |
5,799.7 |
5,615.0 |
|
R3 |
5,766.3 |
5,710.7 |
5,590.5 |
|
R2 |
5,677.3 |
5,677.3 |
5,582.3 |
|
R1 |
5,621.7 |
5,621.7 |
5,574.2 |
5,605.0 |
PP |
5,588.3 |
5,588.3 |
5,588.3 |
5,580.0 |
S1 |
5,532.7 |
5,532.7 |
5,557.8 |
5,516.0 |
S2 |
5,499.3 |
5,499.3 |
5,549.7 |
|
S3 |
5,410.3 |
5,443.7 |
5,541.5 |
|
S4 |
5,321.3 |
5,354.7 |
5,517.1 |
|
|
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 |
5,700.0 |
5,555.0 |
145.0 |
2.6% |
50.6 |
0.9% |
8% |
False |
True |
25,475 |
10 |
5,761.0 |
5,555.0 |
206.0 |
3.7% |
47.6 |
0.9% |
5% |
False |
True |
25,161 |
20 |
5,790.0 |
5,555.0 |
235.0 |
4.2% |
46.5 |
0.8% |
5% |
False |
True |
22,230 |
40 |
5,790.0 |
5,333.0 |
457.0 |
8.2% |
37.8 |
0.7% |
51% |
False |
False |
24,237 |
60 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
39.4 |
0.7% |
71% |
False |
False |
16,170 |
80 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
32.2 |
0.6% |
71% |
False |
False |
12,134 |
100 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
26.9 |
0.5% |
71% |
False |
False |
9,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,022.3 |
2.618 |
5,877.0 |
1.618 |
5,788.0 |
1.000 |
5,733.0 |
0.618 |
5,699.0 |
HIGH |
5,644.0 |
0.618 |
5,610.0 |
0.500 |
5,599.5 |
0.382 |
5,589.0 |
LOW |
5,555.0 |
0.618 |
5,500.0 |
1.000 |
5,466.0 |
1.618 |
5,411.0 |
2.618 |
5,322.0 |
4.250 |
5,176.8 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,599.5 |
5,613.5 |
PP |
5,588.3 |
5,597.7 |
S1 |
5,577.2 |
5,581.8 |
|