Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,580.0 |
5,630.0 |
50.0 |
0.9% |
5,700.0 |
High |
5,605.0 |
5,651.0 |
46.0 |
0.8% |
5,719.0 |
Low |
5,562.0 |
5,606.0 |
44.0 |
0.8% |
5,596.0 |
Close |
5,594.0 |
5,611.0 |
17.0 |
0.3% |
5,601.0 |
Range |
43.0 |
45.0 |
2.0 |
4.7% |
123.0 |
ATR |
49.8 |
50.3 |
0.5 |
1.0% |
0.0 |
Volume |
22,246 |
25,485 |
3,239 |
14.6% |
119,307 |
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,757.7 |
5,729.3 |
5,635.8 |
|
R3 |
5,712.7 |
5,684.3 |
5,623.4 |
|
R2 |
5,667.7 |
5,667.7 |
5,619.3 |
|
R1 |
5,639.3 |
5,639.3 |
5,615.1 |
5,631.0 |
PP |
5,622.7 |
5,622.7 |
5,622.7 |
5,618.5 |
S1 |
5,594.3 |
5,594.3 |
5,606.9 |
5,586.0 |
S2 |
5,577.7 |
5,577.7 |
5,602.8 |
|
S3 |
5,532.7 |
5,549.3 |
5,598.6 |
|
S4 |
5,487.7 |
5,504.3 |
5,586.3 |
|
|
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% |
51.8 |
0.9% |
48% |
False |
False |
25,097 |
10 |
5,761.0 |
5,555.0 |
206.0 |
3.7% |
48.4 |
0.9% |
27% |
False |
False |
24,586 |
20 |
5,790.0 |
5,555.0 |
235.0 |
4.2% |
46.5 |
0.8% |
24% |
False |
False |
22,981 |
40 |
5,790.0 |
5,333.0 |
457.0 |
8.1% |
39.0 |
0.7% |
61% |
False |
False |
25,422 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
40.0 |
0.7% |
77% |
False |
False |
16,965 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
32.7 |
0.6% |
77% |
False |
False |
12,730 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
27.8 |
0.5% |
77% |
False |
False |
10,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,842.3 |
2.618 |
5,768.8 |
1.618 |
5,723.8 |
1.000 |
5,696.0 |
0.618 |
5,678.8 |
HIGH |
5,651.0 |
0.618 |
5,633.8 |
0.500 |
5,628.5 |
0.382 |
5,623.2 |
LOW |
5,606.0 |
0.618 |
5,578.2 |
1.000 |
5,561.0 |
1.618 |
5,533.2 |
2.618 |
5,488.2 |
4.250 |
5,414.8 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,628.5 |
5,608.3 |
PP |
5,622.7 |
5,605.7 |
S1 |
5,616.8 |
5,603.0 |
|