Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,211.5 |
1,204.1 |
-7.4 |
-0.6% |
1,203.0 |
High |
1,212.2 |
1,205.0 |
-7.2 |
-0.6% |
1,221.8 |
Low |
1,195.3 |
1,186.6 |
-8.7 |
-0.7% |
1,198.1 |
Close |
1,200.5 |
1,192.5 |
-8.0 |
-0.7% |
1,207.7 |
Range |
16.9 |
18.4 |
1.5 |
8.9% |
23.7 |
ATR |
15.9 |
16.1 |
0.2 |
1.1% |
0.0 |
Volume |
81,026 |
95,061 |
14,035 |
17.3% |
109,680 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.9 |
1,239.6 |
1,202.6 |
|
R3 |
1,231.5 |
1,221.2 |
1,197.6 |
|
R2 |
1,213.1 |
1,213.1 |
1,195.9 |
|
R1 |
1,202.8 |
1,202.8 |
1,194.2 |
1,198.8 |
PP |
1,194.7 |
1,194.7 |
1,194.7 |
1,192.7 |
S1 |
1,184.4 |
1,184.4 |
1,190.8 |
1,180.4 |
S2 |
1,176.3 |
1,176.3 |
1,189.1 |
|
S3 |
1,157.9 |
1,166.0 |
1,187.4 |
|
S4 |
1,139.5 |
1,147.6 |
1,182.4 |
|
|
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 |
1,223.0 |
1,186.6 |
36.4 |
3.1% |
15.2 |
1.3% |
16% |
False |
True |
56,158 |
10 |
1,223.0 |
1,186.6 |
36.4 |
3.1% |
15.2 |
1.3% |
16% |
False |
True |
44,665 |
20 |
1,223.0 |
1,139.8 |
83.2 |
7.0% |
15.0 |
1.3% |
63% |
False |
False |
30,273 |
40 |
1,223.0 |
1,127.2 |
95.8 |
8.0% |
14.8 |
1.2% |
68% |
False |
False |
17,299 |
60 |
1,343.9 |
1,127.2 |
216.7 |
18.2% |
16.9 |
1.4% |
30% |
False |
False |
13,115 |
80 |
1,343.9 |
1,127.2 |
216.7 |
18.2% |
15.6 |
1.3% |
30% |
False |
False |
10,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.2 |
2.618 |
1,253.2 |
1.618 |
1,234.8 |
1.000 |
1,223.4 |
0.618 |
1,216.4 |
HIGH |
1,205.0 |
0.618 |
1,198.0 |
0.500 |
1,195.8 |
0.382 |
1,193.6 |
LOW |
1,186.6 |
0.618 |
1,175.2 |
1.000 |
1,168.2 |
1.618 |
1,156.8 |
2.618 |
1,138.4 |
4.250 |
1,108.4 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,195.8 |
1,204.8 |
PP |
1,194.7 |
1,200.7 |
S1 |
1,193.6 |
1,196.6 |
|