Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,794.68 |
19,994.48 |
199.80 |
1.0% |
19,848.82 |
High |
19,949.24 |
20,082.00 |
132.76 |
0.7% |
19,882.99 |
Low |
19,786.71 |
19,994.48 |
207.77 |
1.1% |
19,677.94 |
Close |
19,912.71 |
20,068.51 |
155.80 |
0.8% |
19,827.25 |
Range |
162.53 |
87.52 |
-75.01 |
-46.2% |
205.05 |
ATR |
121.26 |
124.69 |
3.43 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,310.89 |
20,277.22 |
20,116.65 |
|
R3 |
20,223.37 |
20,189.70 |
20,092.58 |
|
R2 |
20,135.85 |
20,135.85 |
20,084.56 |
|
R1 |
20,102.18 |
20,102.18 |
20,076.53 |
20,119.02 |
PP |
20,048.33 |
20,048.33 |
20,048.33 |
20,056.75 |
S1 |
20,014.66 |
20,014.66 |
20,060.49 |
20,031.50 |
S2 |
19,960.81 |
19,960.81 |
20,052.46 |
|
S3 |
19,873.29 |
19,927.14 |
20,044.44 |
|
S4 |
19,785.77 |
19,839.62 |
20,020.37 |
|
|
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 |
20,082.00 |
19,677.94 |
404.06 |
2.0% |
116.53 |
0.6% |
97% |
True |
False |
|
10 |
20,082.00 |
19,677.94 |
404.06 |
2.0% |
118.12 |
0.6% |
97% |
True |
False |
|
20 |
20,082.00 |
19,677.94 |
404.06 |
2.0% |
115.96 |
0.6% |
97% |
True |
False |
|
40 |
20,082.00 |
19,062.22 |
1,019.78 |
5.1% |
109.68 |
0.5% |
99% |
True |
False |
|
60 |
20,082.00 |
17,883.56 |
2,198.44 |
11.0% |
119.41 |
0.6% |
99% |
True |
False |
|
80 |
20,082.00 |
17,883.56 |
2,198.44 |
11.0% |
122.26 |
0.6% |
99% |
True |
False |
|
100 |
20,082.00 |
17,883.56 |
2,198.44 |
11.0% |
131.61 |
0.7% |
99% |
True |
False |
|
120 |
20,082.00 |
17,883.56 |
2,198.44 |
11.0% |
126.00 |
0.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,453.96 |
2.618 |
20,311.13 |
1.618 |
20,223.61 |
1.000 |
20,169.52 |
0.618 |
20,136.09 |
HIGH |
20,082.00 |
0.618 |
20,048.57 |
0.500 |
20,038.24 |
0.382 |
20,027.91 |
LOW |
19,994.48 |
0.618 |
19,940.39 |
1.000 |
19,906.96 |
1.618 |
19,852.87 |
2.618 |
19,765.35 |
4.250 |
19,622.52 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
20,058.42 |
20,014.73 |
PP |
20,048.33 |
19,960.96 |
S1 |
20,038.24 |
19,907.18 |
|