Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,203.0 |
1,220.0 |
17.0 |
1.4% |
1,176.0 |
High |
1,221.8 |
1,220.7 |
-1.1 |
-0.1% |
1,210.0 |
Low |
1,201.5 |
1,204.7 |
3.2 |
0.3% |
1,175.8 |
Close |
1,215.9 |
1,215.0 |
-0.9 |
-0.1% |
1,199.1 |
Range |
20.3 |
16.0 |
-4.3 |
-21.2% |
34.2 |
ATR |
15.8 |
15.8 |
0.0 |
0.1% |
0.0 |
Volume |
34,898 |
26,691 |
-8,207 |
-23.5% |
155,256 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.5 |
1,254.2 |
1,223.8 |
|
R3 |
1,245.5 |
1,238.2 |
1,219.4 |
|
R2 |
1,229.5 |
1,229.5 |
1,217.9 |
|
R1 |
1,222.2 |
1,222.2 |
1,216.5 |
1,217.9 |
PP |
1,213.5 |
1,213.5 |
1,213.5 |
1,211.3 |
S1 |
1,206.2 |
1,206.2 |
1,213.5 |
1,201.9 |
S2 |
1,197.5 |
1,197.5 |
1,212.1 |
|
S3 |
1,181.5 |
1,190.2 |
1,210.6 |
|
S4 |
1,165.5 |
1,174.2 |
1,206.2 |
|
|
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 |
1,221.8 |
1,180.3 |
41.5 |
3.4% |
17.3 |
1.4% |
84% |
False |
False |
33,601 |
10 |
1,221.8 |
1,159.7 |
62.1 |
5.1% |
15.5 |
1.3% |
89% |
False |
False |
26,298 |
20 |
1,221.8 |
1,129.9 |
91.9 |
7.6% |
13.6 |
1.1% |
93% |
False |
False |
16,059 |
40 |
1,225.5 |
1,127.2 |
98.3 |
8.1% |
15.2 |
1.3% |
89% |
False |
False |
10,319 |
60 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
16.5 |
1.4% |
41% |
False |
False |
8,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.7 |
2.618 |
1,262.6 |
1.618 |
1,246.6 |
1.000 |
1,236.7 |
0.618 |
1,230.6 |
HIGH |
1,220.7 |
0.618 |
1,214.6 |
0.500 |
1,212.7 |
0.382 |
1,210.8 |
LOW |
1,204.7 |
0.618 |
1,194.8 |
1.000 |
1,188.7 |
1.618 |
1,178.8 |
2.618 |
1,162.8 |
4.250 |
1,136.7 |
|
|
Fisher Pivots for day following 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,214.2 |
1,212.1 |
PP |
1,213.5 |
1,209.2 |
S1 |
1,212.7 |
1,206.3 |
|