Trading Metrics calculated at close of trading on 13-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,195.0 |
1,197.7 |
2.7 |
0.2% |
1,176.0 |
High |
1,210.0 |
1,204.6 |
-5.4 |
-0.4% |
1,210.0 |
Low |
1,195.0 |
1,190.7 |
-4.3 |
-0.4% |
1,175.8 |
Close |
1,202.9 |
1,199.1 |
-3.8 |
-0.3% |
1,199.1 |
Range |
15.0 |
13.9 |
-1.1 |
-7.3% |
34.2 |
ATR |
15.4 |
15.3 |
-0.1 |
-0.7% |
0.0 |
Volume |
26,448 |
51,013 |
24,565 |
92.9% |
155,256 |
|
Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.8 |
1,233.4 |
1,206.7 |
|
R3 |
1,225.9 |
1,219.5 |
1,202.9 |
|
R2 |
1,212.0 |
1,212.0 |
1,201.6 |
|
R1 |
1,205.6 |
1,205.6 |
1,200.4 |
1,208.8 |
PP |
1,198.1 |
1,198.1 |
1,198.1 |
1,199.8 |
S1 |
1,191.7 |
1,191.7 |
1,197.8 |
1,194.9 |
S2 |
1,184.2 |
1,184.2 |
1,196.6 |
|
S3 |
1,170.3 |
1,177.8 |
1,195.3 |
|
S4 |
1,156.4 |
1,163.9 |
1,191.5 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.6 |
1,282.5 |
1,217.9 |
|
R3 |
1,263.4 |
1,248.3 |
1,208.5 |
|
R2 |
1,229.2 |
1,229.2 |
1,205.4 |
|
R1 |
1,214.1 |
1,214.1 |
1,202.2 |
1,221.7 |
PP |
1,195.0 |
1,195.0 |
1,195.0 |
1,198.7 |
S1 |
1,179.9 |
1,179.9 |
1,196.0 |
1,187.5 |
S2 |
1,160.8 |
1,160.8 |
1,192.8 |
|
S3 |
1,126.6 |
1,145.7 |
1,189.7 |
|
S4 |
1,092.4 |
1,111.5 |
1,180.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,210.0 |
1,175.8 |
34.2 |
2.9% |
14.7 |
1.2% |
68% |
False |
False |
31,051 |
10 |
1,210.0 |
1,149.7 |
60.3 |
5.0% |
15.1 |
1.3% |
82% |
False |
False |
22,793 |
20 |
1,210.0 |
1,127.2 |
82.8 |
6.9% |
13.6 |
1.1% |
87% |
False |
False |
13,811 |
40 |
1,237.7 |
1,127.2 |
110.5 |
9.2% |
15.1 |
1.3% |
65% |
False |
False |
9,185 |
60 |
1,343.9 |
1,127.2 |
216.7 |
18.1% |
16.2 |
1.4% |
33% |
False |
False |
7,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,263.7 |
2.618 |
1,241.0 |
1.618 |
1,227.1 |
1.000 |
1,218.5 |
0.618 |
1,213.2 |
HIGH |
1,204.6 |
0.618 |
1,199.3 |
0.500 |
1,197.7 |
0.382 |
1,196.0 |
LOW |
1,190.7 |
0.618 |
1,182.1 |
1.000 |
1,176.8 |
1.618 |
1,168.2 |
2.618 |
1,154.3 |
4.250 |
1,131.6 |
|
|
Fisher Pivots for day following 13-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,198.6 |
1,197.8 |
PP |
1,198.1 |
1,196.5 |
S1 |
1,197.7 |
1,195.2 |
|