Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,204.1 |
1,191.4 |
-12.7 |
-1.1% |
1,212.3 |
High |
1,205.0 |
1,193.8 |
-11.2 |
-0.9% |
1,223.0 |
Low |
1,186.6 |
1,182.6 |
-4.0 |
-0.3% |
1,182.6 |
Close |
1,192.5 |
1,191.1 |
-1.4 |
-0.1% |
1,191.1 |
Range |
18.4 |
11.2 |
-7.2 |
-39.1% |
40.4 |
ATR |
16.1 |
15.7 |
-0.3 |
-2.2% |
0.0 |
Volume |
95,061 |
143,606 |
48,545 |
51.1% |
403,115 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.8 |
1,218.1 |
1,197.3 |
|
R3 |
1,211.6 |
1,206.9 |
1,194.2 |
|
R2 |
1,200.4 |
1,200.4 |
1,193.2 |
|
R1 |
1,195.7 |
1,195.7 |
1,192.1 |
1,192.5 |
PP |
1,189.2 |
1,189.2 |
1,189.2 |
1,187.5 |
S1 |
1,184.5 |
1,184.5 |
1,190.1 |
1,181.3 |
S2 |
1,178.0 |
1,178.0 |
1,189.0 |
|
S3 |
1,166.8 |
1,173.3 |
1,188.0 |
|
S4 |
1,155.6 |
1,162.1 |
1,184.9 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.1 |
1,296.0 |
1,213.3 |
|
R3 |
1,279.7 |
1,255.6 |
1,202.2 |
|
R2 |
1,239.3 |
1,239.3 |
1,198.5 |
|
R1 |
1,215.2 |
1,215.2 |
1,194.8 |
1,207.1 |
PP |
1,198.9 |
1,198.9 |
1,198.9 |
1,194.8 |
S1 |
1,174.8 |
1,174.8 |
1,187.4 |
1,166.7 |
S2 |
1,158.5 |
1,158.5 |
1,183.7 |
|
S3 |
1,118.1 |
1,134.4 |
1,180.0 |
|
S4 |
1,077.7 |
1,094.0 |
1,168.9 |
|
|
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 |
1,182.6 |
40.4 |
3.4% |
14.2 |
1.2% |
21% |
False |
True |
80,623 |
10 |
1,223.0 |
1,182.6 |
40.4 |
3.4% |
14.9 |
1.2% |
21% |
False |
True |
56,380 |
20 |
1,223.0 |
1,145.5 |
77.5 |
6.5% |
15.2 |
1.3% |
59% |
False |
False |
37,327 |
40 |
1,223.0 |
1,127.2 |
95.8 |
8.0% |
14.7 |
1.2% |
67% |
False |
False |
20,787 |
60 |
1,343.9 |
1,127.2 |
216.7 |
18.2% |
16.9 |
1.4% |
29% |
False |
False |
15,501 |
80 |
1,343.9 |
1,127.2 |
216.7 |
18.2% |
15.7 |
1.3% |
29% |
False |
False |
12,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.4 |
2.618 |
1,223.1 |
1.618 |
1,211.9 |
1.000 |
1,205.0 |
0.618 |
1,200.7 |
HIGH |
1,193.8 |
0.618 |
1,189.5 |
0.500 |
1,188.2 |
0.382 |
1,186.9 |
LOW |
1,182.6 |
0.618 |
1,175.7 |
1.000 |
1,171.4 |
1.618 |
1,164.5 |
2.618 |
1,153.3 |
4.250 |
1,135.0 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,190.1 |
1,197.4 |
PP |
1,189.2 |
1,195.3 |
S1 |
1,188.2 |
1,193.2 |
|