Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,645.0 |
5,637.0 |
-8.0 |
-0.1% |
5,630.0 |
High |
5,665.0 |
5,640.0 |
-25.0 |
-0.4% |
5,665.0 |
Low |
5,623.0 |
5,591.0 |
-32.0 |
-0.6% |
5,555.0 |
Close |
5,661.0 |
5,603.0 |
-58.0 |
-1.0% |
5,661.0 |
Range |
42.0 |
49.0 |
7.0 |
16.7% |
110.0 |
ATR |
50.6 |
52.0 |
1.4 |
2.7% |
0.0 |
Volume |
21,340 |
26,180 |
4,840 |
22.7% |
99,220 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,758.3 |
5,729.7 |
5,630.0 |
|
R3 |
5,709.3 |
5,680.7 |
5,616.5 |
|
R2 |
5,660.3 |
5,660.3 |
5,612.0 |
|
R1 |
5,631.7 |
5,631.7 |
5,607.5 |
5,621.5 |
PP |
5,611.3 |
5,611.3 |
5,611.3 |
5,606.3 |
S1 |
5,582.7 |
5,582.7 |
5,598.5 |
5,572.5 |
S2 |
5,562.3 |
5,562.3 |
5,594.0 |
|
S3 |
5,513.3 |
5,533.7 |
5,589.5 |
|
S4 |
5,464.3 |
5,484.7 |
5,576.1 |
|
|
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 |
2.0% |
53.6 |
1.0% |
44% |
False |
False |
25,080 |
10 |
5,719.0 |
5,555.0 |
164.0 |
2.9% |
45.5 |
0.8% |
29% |
False |
False |
24,470 |
20 |
5,790.0 |
5,555.0 |
235.0 |
4.2% |
45.3 |
0.8% |
20% |
False |
False |
23,412 |
40 |
5,790.0 |
5,333.0 |
457.0 |
8.2% |
40.6 |
0.7% |
59% |
False |
False |
26,610 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
41.3 |
0.7% |
76% |
False |
False |
17,757 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
33.8 |
0.6% |
76% |
False |
False |
13,324 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
28.5 |
0.5% |
76% |
False |
False |
10,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,848.3 |
2.618 |
5,768.3 |
1.618 |
5,719.3 |
1.000 |
5,689.0 |
0.618 |
5,670.3 |
HIGH |
5,640.0 |
0.618 |
5,621.3 |
0.500 |
5,615.5 |
0.382 |
5,609.7 |
LOW |
5,591.0 |
0.618 |
5,560.7 |
1.000 |
5,542.0 |
1.618 |
5,511.7 |
2.618 |
5,462.7 |
4.250 |
5,382.8 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,615.5 |
5,628.0 |
PP |
5,611.3 |
5,619.7 |
S1 |
5,607.2 |
5,611.3 |
|