Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,630.0 |
5,645.0 |
15.0 |
0.3% |
5,630.0 |
High |
5,651.0 |
5,665.0 |
14.0 |
0.2% |
5,665.0 |
Low |
5,606.0 |
5,623.0 |
17.0 |
0.3% |
5,555.0 |
Close |
5,611.0 |
5,661.0 |
50.0 |
0.9% |
5,661.0 |
Range |
45.0 |
42.0 |
-3.0 |
-6.7% |
110.0 |
ATR |
50.3 |
50.6 |
0.3 |
0.5% |
0.0 |
Volume |
25,485 |
21,340 |
-4,145 |
-16.3% |
99,220 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,775.7 |
5,760.3 |
5,684.1 |
|
R3 |
5,733.7 |
5,718.3 |
5,672.6 |
|
R2 |
5,691.7 |
5,691.7 |
5,668.7 |
|
R1 |
5,676.3 |
5,676.3 |
5,664.9 |
5,684.0 |
PP |
5,649.7 |
5,649.7 |
5,649.7 |
5,653.5 |
S1 |
5,634.3 |
5,634.3 |
5,657.2 |
5,642.0 |
S2 |
5,607.7 |
5,607.7 |
5,653.3 |
|
S3 |
5,565.7 |
5,592.3 |
5,649.5 |
|
S4 |
5,523.7 |
5,550.3 |
5,637.9 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,957.0 |
5,919.0 |
5,721.5 |
|
R3 |
5,847.0 |
5,809.0 |
5,691.3 |
|
R2 |
5,737.0 |
5,737.0 |
5,681.2 |
|
R1 |
5,699.0 |
5,699.0 |
5,671.1 |
5,718.0 |
PP |
5,627.0 |
5,627.0 |
5,627.0 |
5,636.5 |
S1 |
5,589.0 |
5,589.0 |
5,650.9 |
5,608.0 |
S2 |
5,517.0 |
5,517.0 |
5,640.8 |
|
S3 |
5,407.0 |
5,479.0 |
5,630.8 |
|
S4 |
5,297.0 |
5,369.0 |
5,600.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,665.0 |
5,555.0 |
110.0 |
1.9% |
50.8 |
0.9% |
96% |
True |
False |
23,929 |
10 |
5,740.0 |
5,555.0 |
185.0 |
3.3% |
48.0 |
0.8% |
57% |
False |
False |
24,470 |
20 |
5,790.0 |
5,555.0 |
235.0 |
4.2% |
45.4 |
0.8% |
45% |
False |
False |
23,057 |
40 |
5,790.0 |
5,333.0 |
457.0 |
8.1% |
40.0 |
0.7% |
72% |
False |
False |
25,956 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.8% |
40.5 |
0.7% |
83% |
False |
False |
17,321 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.8% |
33.2 |
0.6% |
83% |
False |
False |
12,997 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.8% |
28.2 |
0.5% |
83% |
False |
False |
10,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,843.5 |
2.618 |
5,775.0 |
1.618 |
5,733.0 |
1.000 |
5,707.0 |
0.618 |
5,691.0 |
HIGH |
5,665.0 |
0.618 |
5,649.0 |
0.500 |
5,644.0 |
0.382 |
5,639.0 |
LOW |
5,623.0 |
0.618 |
5,597.0 |
1.000 |
5,581.0 |
1.618 |
5,555.0 |
2.618 |
5,513.0 |
4.250 |
5,444.5 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,655.3 |
5,645.2 |
PP |
5,649.7 |
5,629.3 |
S1 |
5,644.0 |
5,613.5 |
|