Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,637.0 |
5,583.0 |
-54.0 |
-1.0% |
5,630.0 |
High |
5,640.0 |
5,593.0 |
-47.0 |
-0.8% |
5,665.0 |
Low |
5,591.0 |
5,552.0 |
-39.0 |
-0.7% |
5,555.0 |
Close |
5,603.0 |
5,555.0 |
-48.0 |
-0.9% |
5,661.0 |
Range |
49.0 |
41.0 |
-8.0 |
-16.3% |
110.0 |
ATR |
52.0 |
51.9 |
-0.1 |
-0.1% |
0.0 |
Volume |
26,180 |
34,658 |
8,478 |
32.4% |
99,220 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,689.7 |
5,663.3 |
5,577.6 |
|
R3 |
5,648.7 |
5,622.3 |
5,566.3 |
|
R2 |
5,607.7 |
5,607.7 |
5,562.5 |
|
R1 |
5,581.3 |
5,581.3 |
5,558.8 |
5,574.0 |
PP |
5,566.7 |
5,566.7 |
5,566.7 |
5,563.0 |
S1 |
5,540.3 |
5,540.3 |
5,551.2 |
5,533.0 |
S2 |
5,525.7 |
5,525.7 |
5,547.5 |
|
S3 |
5,484.7 |
5,499.3 |
5,543.7 |
|
S4 |
5,443.7 |
5,458.3 |
5,532.5 |
|
|
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 |
5,552.0 |
113.0 |
2.0% |
44.0 |
0.8% |
3% |
False |
True |
25,981 |
10 |
5,700.0 |
5,552.0 |
148.0 |
2.7% |
47.3 |
0.9% |
2% |
False |
True |
25,728 |
20 |
5,790.0 |
5,552.0 |
238.0 |
4.3% |
45.2 |
0.8% |
1% |
False |
True |
24,430 |
40 |
5,790.0 |
5,333.0 |
457.0 |
8.2% |
41.1 |
0.7% |
49% |
False |
False |
27,475 |
60 |
5,790.0 |
5,009.0 |
781.0 |
14.1% |
41.4 |
0.7% |
70% |
False |
False |
18,334 |
80 |
5,790.0 |
5,009.0 |
781.0 |
14.1% |
34.3 |
0.6% |
70% |
False |
False |
13,757 |
100 |
5,790.0 |
5,009.0 |
781.0 |
14.1% |
28.9 |
0.5% |
70% |
False |
False |
11,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,767.3 |
2.618 |
5,700.3 |
1.618 |
5,659.3 |
1.000 |
5,634.0 |
0.618 |
5,618.3 |
HIGH |
5,593.0 |
0.618 |
5,577.3 |
0.500 |
5,572.5 |
0.382 |
5,567.7 |
LOW |
5,552.0 |
0.618 |
5,526.7 |
1.000 |
5,511.0 |
1.618 |
5,485.7 |
2.618 |
5,444.7 |
4.250 |
5,377.8 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,572.5 |
5,608.5 |
PP |
5,566.7 |
5,590.7 |
S1 |
5,560.8 |
5,572.8 |
|