Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,795.06 |
19,794.79 |
-0.27 |
0.0% |
19,848.82 |
High |
19,843.94 |
19,833.98 |
-9.96 |
-0.1% |
19,882.99 |
Low |
19,759.14 |
19,732.36 |
-26.78 |
-0.1% |
19,677.94 |
Close |
19,827.25 |
19,799.85 |
-27.40 |
-0.1% |
19,827.25 |
Range |
84.80 |
101.62 |
16.82 |
19.8% |
205.05 |
ATR |
119.35 |
118.08 |
-1.27 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,093.59 |
20,048.34 |
19,855.74 |
|
R3 |
19,991.97 |
19,946.72 |
19,827.80 |
|
R2 |
19,890.35 |
19,890.35 |
19,818.48 |
|
R1 |
19,845.10 |
19,845.10 |
19,809.17 |
19,867.73 |
PP |
19,788.73 |
19,788.73 |
19,788.73 |
19,800.04 |
S1 |
19,743.48 |
19,743.48 |
19,790.53 |
19,766.11 |
S2 |
19,687.11 |
19,687.11 |
19,781.22 |
|
S3 |
19,585.49 |
19,641.86 |
19,771.90 |
|
S4 |
19,483.87 |
19,540.24 |
19,743.96 |
|
|
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 |
19,882.99 |
19,677.94 |
205.05 |
1.0% |
105.89 |
0.5% |
59% |
False |
False |
|
10 |
19,973.42 |
19,677.94 |
295.48 |
1.5% |
110.87 |
0.6% |
41% |
False |
False |
|
20 |
19,999.63 |
19,677.94 |
321.69 |
1.6% |
107.80 |
0.5% |
38% |
False |
False |
|
40 |
19,999.63 |
19,000.38 |
999.25 |
5.0% |
106.97 |
0.5% |
80% |
False |
False |
|
60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
119.87 |
0.6% |
91% |
False |
False |
|
80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
124.70 |
0.6% |
91% |
False |
False |
|
100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
131.23 |
0.7% |
91% |
False |
False |
|
120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
125.81 |
0.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,265.87 |
2.618 |
20,100.02 |
1.618 |
19,998.40 |
1.000 |
19,935.60 |
0.618 |
19,896.78 |
HIGH |
19,833.98 |
0.618 |
19,795.16 |
0.500 |
19,783.17 |
0.382 |
19,771.18 |
LOW |
19,732.36 |
0.618 |
19,669.56 |
1.000 |
19,630.74 |
1.618 |
19,567.94 |
2.618 |
19,466.32 |
4.250 |
19,300.48 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,794.29 |
19,786.88 |
PP |
19,788.73 |
19,773.91 |
S1 |
19,783.17 |
19,760.94 |
|