Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,630.0 |
5,580.0 |
-50.0 |
-0.9% |
5,700.0 |
High |
5,644.0 |
5,605.0 |
-39.0 |
-0.7% |
5,719.0 |
Low |
5,555.0 |
5,562.0 |
7.0 |
0.1% |
5,596.0 |
Close |
5,566.0 |
5,594.0 |
28.0 |
0.5% |
5,601.0 |
Range |
89.0 |
43.0 |
-46.0 |
-51.7% |
123.0 |
ATR |
50.3 |
49.8 |
-0.5 |
-1.0% |
0.0 |
Volume |
30,149 |
22,246 |
-7,903 |
-26.2% |
119,307 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,716.0 |
5,698.0 |
5,617.7 |
|
R3 |
5,673.0 |
5,655.0 |
5,605.8 |
|
R2 |
5,630.0 |
5,630.0 |
5,601.9 |
|
R1 |
5,612.0 |
5,612.0 |
5,597.9 |
5,621.0 |
PP |
5,587.0 |
5,587.0 |
5,587.0 |
5,591.5 |
S1 |
5,569.0 |
5,569.0 |
5,590.1 |
5,578.0 |
S2 |
5,544.0 |
5,544.0 |
5,586.1 |
|
S3 |
5,501.0 |
5,526.0 |
5,582.2 |
|
S4 |
5,458.0 |
5,483.0 |
5,570.4 |
|
|
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 |
5,672.0 |
5,555.0 |
117.0 |
2.1% |
49.0 |
0.9% |
33% |
False |
False |
25,866 |
10 |
5,761.0 |
5,555.0 |
206.0 |
3.7% |
46.7 |
0.8% |
19% |
False |
False |
24,459 |
20 |
5,790.0 |
5,555.0 |
235.0 |
4.2% |
45.9 |
0.8% |
17% |
False |
False |
22,275 |
40 |
5,790.0 |
5,333.0 |
457.0 |
8.2% |
38.5 |
0.7% |
57% |
False |
False |
24,789 |
60 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
39.5 |
0.7% |
75% |
False |
False |
16,541 |
80 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
32.5 |
0.6% |
75% |
False |
False |
12,412 |
100 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
27.3 |
0.5% |
75% |
False |
False |
9,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,787.8 |
2.618 |
5,717.6 |
1.618 |
5,674.6 |
1.000 |
5,648.0 |
0.618 |
5,631.6 |
HIGH |
5,605.0 |
0.618 |
5,588.6 |
0.500 |
5,583.5 |
0.382 |
5,578.4 |
LOW |
5,562.0 |
0.618 |
5,535.4 |
1.000 |
5,519.0 |
1.618 |
5,492.4 |
2.618 |
5,449.4 |
4.250 |
5,379.3 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,590.5 |
5,599.5 |
PP |
5,587.0 |
5,597.7 |
S1 |
5,583.5 |
5,595.8 |
|