Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,813.55 |
19,795.06 |
-18.49 |
-0.1% |
19,848.82 |
High |
19,824.14 |
19,843.94 |
19.80 |
0.1% |
19,882.99 |
Low |
19,677.94 |
19,759.14 |
81.20 |
0.4% |
19,677.94 |
Close |
19,732.40 |
19,827.25 |
94.85 |
0.5% |
19,827.25 |
Range |
146.20 |
84.80 |
-61.40 |
-42.0% |
205.05 |
ATR |
119.95 |
119.35 |
-0.60 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,064.51 |
20,030.68 |
19,873.89 |
|
R3 |
19,979.71 |
19,945.88 |
19,850.57 |
|
R2 |
19,894.91 |
19,894.91 |
19,842.80 |
|
R1 |
19,861.08 |
19,861.08 |
19,835.02 |
19,878.00 |
PP |
19,810.11 |
19,810.11 |
19,810.11 |
19,818.57 |
S1 |
19,776.28 |
19,776.28 |
19,819.48 |
19,793.20 |
S2 |
19,725.31 |
19,725.31 |
19,811.70 |
|
S3 |
19,640.51 |
19,691.48 |
19,803.93 |
|
S4 |
19,555.71 |
19,606.68 |
19,780.61 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,411.21 |
20,324.28 |
19,940.03 |
|
R3 |
20,206.16 |
20,119.23 |
19,883.64 |
|
R2 |
20,001.11 |
20,001.11 |
19,864.84 |
|
R1 |
19,914.18 |
19,914.18 |
19,846.05 |
19,855.12 |
PP |
19,796.06 |
19,796.06 |
19,796.06 |
19,766.53 |
S1 |
19,709.13 |
19,709.13 |
19,808.45 |
19,650.07 |
S2 |
19,591.01 |
19,591.01 |
19,789.66 |
|
S3 |
19,385.96 |
19,504.08 |
19,770.86 |
|
S4 |
19,180.91 |
19,299.03 |
19,714.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,952.03 |
19,677.94 |
274.09 |
1.4% |
106.10 |
0.5% |
54% |
False |
False |
|
10 |
19,999.63 |
19,677.94 |
321.69 |
1.6% |
117.26 |
0.6% |
46% |
False |
False |
|
20 |
19,999.63 |
19,677.94 |
321.69 |
1.6% |
104.95 |
0.5% |
46% |
False |
False |
|
40 |
19,999.63 |
18,962.82 |
1,036.81 |
5.2% |
106.46 |
0.5% |
83% |
False |
False |
|
60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
119.68 |
0.6% |
92% |
False |
False |
|
80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
125.75 |
0.6% |
92% |
False |
False |
|
100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
131.24 |
0.7% |
92% |
False |
False |
|
120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
125.89 |
0.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,204.34 |
2.618 |
20,065.95 |
1.618 |
19,981.15 |
1.000 |
19,928.74 |
0.618 |
19,896.35 |
HIGH |
19,843.94 |
0.618 |
19,811.55 |
0.500 |
19,801.54 |
0.382 |
19,791.53 |
LOW |
19,759.14 |
0.618 |
19,706.73 |
1.000 |
19,674.34 |
1.618 |
19,621.93 |
2.618 |
19,537.13 |
4.250 |
19,398.74 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,818.68 |
19,805.15 |
PP |
19,810.11 |
19,783.04 |
S1 |
19,801.54 |
19,760.94 |
|