Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,994.48 |
20,076.25 |
81.77 |
0.4% |
19,848.82 |
High |
20,082.00 |
20,125.58 |
43.58 |
0.2% |
19,882.99 |
Low |
19,994.48 |
20,067.53 |
73.05 |
0.4% |
19,677.94 |
Close |
20,068.51 |
20,100.91 |
32.40 |
0.2% |
19,827.25 |
Range |
87.52 |
58.05 |
-29.47 |
-33.7% |
205.05 |
ATR |
124.69 |
119.93 |
-4.76 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,272.16 |
20,244.58 |
20,132.84 |
|
R3 |
20,214.11 |
20,186.53 |
20,116.87 |
|
R2 |
20,156.06 |
20,156.06 |
20,111.55 |
|
R1 |
20,128.48 |
20,128.48 |
20,106.23 |
20,142.27 |
PP |
20,098.01 |
20,098.01 |
20,098.01 |
20,104.90 |
S1 |
20,070.43 |
20,070.43 |
20,095.59 |
20,084.22 |
S2 |
20,039.96 |
20,039.96 |
20,090.27 |
|
S3 |
19,981.91 |
20,012.38 |
20,084.95 |
|
S4 |
19,923.86 |
19,954.33 |
20,068.98 |
|
|
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 |
20,125.58 |
19,732.36 |
393.22 |
2.0% |
98.90 |
0.5% |
94% |
True |
False |
|
10 |
20,125.58 |
19,677.94 |
447.64 |
2.2% |
109.90 |
0.5% |
94% |
True |
False |
|
20 |
20,125.58 |
19,677.94 |
447.64 |
2.2% |
116.85 |
0.6% |
94% |
True |
False |
|
40 |
20,125.58 |
19,062.22 |
1,063.36 |
5.3% |
109.47 |
0.5% |
98% |
True |
False |
|
60 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
117.68 |
0.6% |
99% |
True |
False |
|
80 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
120.64 |
0.6% |
99% |
True |
False |
|
100 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
130.84 |
0.7% |
99% |
True |
False |
|
120 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
125.88 |
0.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,372.29 |
2.618 |
20,277.55 |
1.618 |
20,219.50 |
1.000 |
20,183.63 |
0.618 |
20,161.45 |
HIGH |
20,125.58 |
0.618 |
20,103.40 |
0.500 |
20,096.56 |
0.382 |
20,089.71 |
LOW |
20,067.53 |
0.618 |
20,031.66 |
1.000 |
20,009.48 |
1.618 |
19,973.61 |
2.618 |
19,915.56 |
4.250 |
19,820.82 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
20,099.46 |
20,052.66 |
PP |
20,098.01 |
20,004.40 |
S1 |
20,096.56 |
19,956.15 |
|