Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
226.35 |
226.40 |
0.05 |
0.0% |
226.31 |
High |
226.80 |
228.08 |
1.28 |
0.6% |
227.31 |
Low |
225.27 |
226.27 |
1.00 |
0.4% |
225.41 |
Close |
226.15 |
227.60 |
1.45 |
0.6% |
226.74 |
Range |
1.53 |
1.81 |
0.28 |
18.3% |
1.90 |
ATR |
1.45 |
1.48 |
0.03 |
2.4% |
0.00 |
Volume |
75,061,600 |
95,555,200 |
20,493,600 |
27.3% |
311,811,400 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
232.75 |
231.98 |
228.60 |
|
R3 |
230.94 |
230.17 |
228.10 |
|
R2 |
229.13 |
229.13 |
227.93 |
|
R1 |
228.36 |
228.36 |
227.77 |
228.75 |
PP |
227.32 |
227.32 |
227.32 |
227.51 |
S1 |
226.55 |
226.55 |
227.43 |
226.94 |
S2 |
225.51 |
225.51 |
227.27 |
|
S3 |
223.70 |
224.74 |
227.10 |
|
S4 |
221.89 |
222.93 |
226.60 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
232.19 |
231.36 |
227.79 |
|
R3 |
230.29 |
229.46 |
227.26 |
|
R2 |
228.39 |
228.39 |
227.09 |
|
R1 |
227.56 |
227.56 |
226.91 |
227.98 |
PP |
226.49 |
226.49 |
226.49 |
226.69 |
S1 |
225.66 |
225.66 |
226.57 |
226.08 |
S2 |
224.59 |
224.59 |
226.39 |
|
S3 |
222.69 |
223.76 |
226.22 |
|
S4 |
220.79 |
221.86 |
225.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
228.08 |
225.27 |
2.81 |
1.2% |
1.43 |
0.6% |
83% |
True |
False |
84,237,480 |
10 |
228.08 |
224.96 |
3.12 |
1.4% |
1.36 |
0.6% |
85% |
True |
False |
75,568,100 |
20 |
228.08 |
222.73 |
5.35 |
2.4% |
1.35 |
0.6% |
91% |
True |
False |
71,191,495 |
40 |
228.34 |
219.15 |
9.19 |
4.0% |
1.35 |
0.6% |
92% |
False |
False |
81,055,064 |
60 |
228.34 |
208.38 |
19.96 |
8.8% |
1.49 |
0.7% |
96% |
False |
False |
88,291,976 |
80 |
228.34 |
208.38 |
19.96 |
8.8% |
1.50 |
0.7% |
96% |
False |
False |
87,365,894 |
100 |
228.34 |
208.38 |
19.96 |
8.8% |
1.57 |
0.7% |
96% |
False |
False |
91,324,937 |
120 |
228.34 |
208.38 |
19.96 |
8.8% |
1.51 |
0.7% |
96% |
False |
False |
86,677,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
235.77 |
2.618 |
232.82 |
1.618 |
231.01 |
1.000 |
229.89 |
0.618 |
229.20 |
HIGH |
228.08 |
0.618 |
227.39 |
0.500 |
227.18 |
0.382 |
226.96 |
LOW |
226.27 |
0.618 |
225.15 |
1.000 |
224.46 |
1.618 |
223.34 |
2.618 |
221.53 |
4.250 |
218.58 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
227.46 |
227.29 |
PP |
227.32 |
226.98 |
S1 |
227.18 |
226.68 |
|