Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,207.0 |
1,212.3 |
5.3 |
0.4% |
1,203.0 |
High |
1,217.6 |
1,222.2 |
4.6 |
0.4% |
1,221.8 |
Low |
1,201.0 |
1,211.8 |
10.8 |
0.9% |
1,198.1 |
Close |
1,207.7 |
1,218.5 |
10.8 |
0.9% |
1,207.7 |
Range |
16.6 |
10.4 |
-6.2 |
-37.3% |
23.7 |
ATR |
15.9 |
15.8 |
-0.1 |
-0.6% |
0.0 |
Volume |
21,281 |
34,020 |
12,739 |
59.9% |
109,680 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.7 |
1,244.0 |
1,224.2 |
|
R3 |
1,238.3 |
1,233.6 |
1,221.4 |
|
R2 |
1,227.9 |
1,227.9 |
1,220.4 |
|
R1 |
1,223.2 |
1,223.2 |
1,219.5 |
1,225.6 |
PP |
1,217.5 |
1,217.5 |
1,217.5 |
1,218.7 |
S1 |
1,212.8 |
1,212.8 |
1,217.5 |
1,215.2 |
S2 |
1,207.1 |
1,207.1 |
1,216.6 |
|
S3 |
1,196.7 |
1,202.4 |
1,215.6 |
|
S4 |
1,186.3 |
1,192.0 |
1,212.8 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.3 |
1,267.7 |
1,220.7 |
|
R3 |
1,256.6 |
1,244.0 |
1,214.2 |
|
R2 |
1,232.9 |
1,232.9 |
1,212.0 |
|
R1 |
1,220.3 |
1,220.3 |
1,209.9 |
1,226.6 |
PP |
1,209.2 |
1,209.2 |
1,209.2 |
1,212.4 |
S1 |
1,196.6 |
1,196.6 |
1,205.5 |
1,202.9 |
S2 |
1,185.5 |
1,185.5 |
1,203.4 |
|
S3 |
1,161.8 |
1,172.9 |
1,201.2 |
|
S4 |
1,138.1 |
1,149.2 |
1,194.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,222.2 |
1,198.1 |
24.1 |
2.0% |
14.8 |
1.2% |
85% |
True |
False |
28,740 |
10 |
1,222.2 |
1,175.8 |
46.4 |
3.8% |
14.8 |
1.2% |
92% |
True |
False |
29,895 |
20 |
1,222.2 |
1,132.0 |
90.2 |
7.4% |
14.0 |
1.2% |
96% |
True |
False |
19,502 |
40 |
1,222.2 |
1,127.2 |
95.0 |
7.8% |
15.2 |
1.3% |
96% |
True |
False |
12,155 |
60 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
16.7 |
1.4% |
42% |
False |
False |
9,416 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
15.4 |
1.3% |
42% |
False |
False |
7,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.4 |
2.618 |
1,249.4 |
1.618 |
1,239.0 |
1.000 |
1,232.6 |
0.618 |
1,228.6 |
HIGH |
1,222.2 |
0.618 |
1,218.2 |
0.500 |
1,217.0 |
0.382 |
1,215.8 |
LOW |
1,211.8 |
0.618 |
1,205.4 |
1.000 |
1,201.4 |
1.618 |
1,195.0 |
2.618 |
1,184.6 |
4.250 |
1,167.6 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,218.0 |
1,215.7 |
PP |
1,217.5 |
1,212.9 |
S1 |
1,217.0 |
1,210.2 |
|