Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,912.54 |
19,848.82 |
-63.72 |
-0.3% |
19,931.41 |
High |
19,952.03 |
19,882.99 |
-69.04 |
-0.3% |
19,973.42 |
Low |
19,849.38 |
19,775.35 |
-74.03 |
-0.4% |
19,770.47 |
Close |
19,885.73 |
19,826.77 |
-58.96 |
-0.3% |
19,885.73 |
Range |
102.65 |
107.64 |
4.99 |
4.9% |
202.95 |
ATR |
120.89 |
120.14 |
-0.75 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,151.29 |
20,096.67 |
19,885.97 |
|
R3 |
20,043.65 |
19,989.03 |
19,856.37 |
|
R2 |
19,936.01 |
19,936.01 |
19,846.50 |
|
R1 |
19,881.39 |
19,881.39 |
19,836.64 |
19,854.88 |
PP |
19,828.37 |
19,828.37 |
19,828.37 |
19,815.12 |
S1 |
19,773.75 |
19,773.75 |
19,816.90 |
19,747.24 |
S2 |
19,720.73 |
19,720.73 |
19,807.04 |
|
S3 |
19,613.09 |
19,666.11 |
19,797.17 |
|
S4 |
19,505.45 |
19,558.47 |
19,767.57 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,485.39 |
20,388.51 |
19,997.35 |
|
R3 |
20,282.44 |
20,185.56 |
19,941.54 |
|
R2 |
20,079.49 |
20,079.49 |
19,922.94 |
|
R1 |
19,982.61 |
19,982.61 |
19,904.33 |
19,929.58 |
PP |
19,876.54 |
19,876.54 |
19,876.54 |
19,850.02 |
S1 |
19,779.66 |
19,779.66 |
19,867.13 |
19,726.63 |
S2 |
19,673.59 |
19,673.59 |
19,848.52 |
|
S3 |
19,470.64 |
19,576.71 |
19,829.92 |
|
S4 |
19,267.69 |
19,373.76 |
19,774.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,973.42 |
19,770.47 |
202.95 |
1.0% |
126.09 |
0.6% |
28% |
False |
False |
|
10 |
19,999.63 |
19,770.47 |
229.16 |
1.2% |
122.98 |
0.6% |
25% |
False |
False |
|
20 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
101.65 |
0.5% |
38% |
False |
False |
|
40 |
19,999.63 |
18,845.27 |
1,154.36 |
5.8% |
103.41 |
0.5% |
85% |
False |
False |
|
60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
119.72 |
0.6% |
92% |
False |
False |
|
80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
126.37 |
0.6% |
92% |
False |
False |
|
100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
131.98 |
0.7% |
92% |
False |
False |
|
120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
125.90 |
0.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,340.46 |
2.618 |
20,164.79 |
1.618 |
20,057.15 |
1.000 |
19,990.63 |
0.618 |
19,949.51 |
HIGH |
19,882.99 |
0.618 |
19,841.87 |
0.500 |
19,829.17 |
0.382 |
19,816.47 |
LOW |
19,775.35 |
0.618 |
19,708.83 |
1.000 |
19,667.71 |
1.618 |
19,601.19 |
2.618 |
19,493.55 |
4.250 |
19,317.88 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,829.17 |
19,861.25 |
PP |
19,828.37 |
19,849.76 |
S1 |
19,827.57 |
19,838.26 |
|