Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
20,076.25 |
20,103.36 |
27.11 |
0.1% |
19,794.79 |
High |
20,125.58 |
20,115.97 |
-9.61 |
0.0% |
20,125.58 |
Low |
20,067.53 |
20,072.64 |
5.11 |
0.0% |
19,732.36 |
Close |
20,100.91 |
20,093.78 |
-7.13 |
0.0% |
20,093.78 |
Range |
58.05 |
43.33 |
-14.72 |
-25.4% |
393.22 |
ATR |
119.93 |
114.46 |
-5.47 |
-4.6% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,224.12 |
20,202.28 |
20,117.61 |
|
R3 |
20,180.79 |
20,158.95 |
20,105.70 |
|
R2 |
20,137.46 |
20,137.46 |
20,101.72 |
|
R1 |
20,115.62 |
20,115.62 |
20,097.75 |
20,104.88 |
PP |
20,094.13 |
20,094.13 |
20,094.13 |
20,088.76 |
S1 |
20,072.29 |
20,072.29 |
20,089.81 |
20,061.55 |
S2 |
20,050.80 |
20,050.80 |
20,085.84 |
|
S3 |
20,007.47 |
20,028.96 |
20,081.86 |
|
S4 |
19,964.14 |
19,985.63 |
20,069.95 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,163.57 |
21,021.89 |
20,310.05 |
|
R3 |
20,770.35 |
20,628.67 |
20,201.92 |
|
R2 |
20,377.13 |
20,377.13 |
20,165.87 |
|
R1 |
20,235.45 |
20,235.45 |
20,129.83 |
20,306.29 |
PP |
19,983.91 |
19,983.91 |
19,983.91 |
20,019.33 |
S1 |
19,842.23 |
19,842.23 |
20,057.73 |
19,913.07 |
S2 |
19,590.69 |
19,590.69 |
20,021.69 |
|
S3 |
19,197.47 |
19,449.01 |
19,985.64 |
|
S4 |
18,804.25 |
19,055.79 |
19,877.51 |
|
|
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% |
90.61 |
0.5% |
92% |
False |
False |
|
10 |
20,125.58 |
19,677.94 |
447.64 |
2.2% |
98.35 |
0.5% |
93% |
False |
False |
|
20 |
20,125.58 |
19,677.94 |
447.64 |
2.2% |
111.32 |
0.6% |
93% |
False |
False |
|
40 |
20,125.58 |
19,123.38 |
1,002.20 |
5.0% |
108.50 |
0.5% |
97% |
False |
False |
|
60 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
117.35 |
0.6% |
99% |
False |
False |
|
80 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
120.23 |
0.6% |
99% |
False |
False |
|
100 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
130.22 |
0.6% |
99% |
False |
False |
|
120 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
125.07 |
0.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,300.12 |
2.618 |
20,229.41 |
1.618 |
20,186.08 |
1.000 |
20,159.30 |
0.618 |
20,142.75 |
HIGH |
20,115.97 |
0.618 |
20,099.42 |
0.500 |
20,094.31 |
0.382 |
20,089.19 |
LOW |
20,072.64 |
0.618 |
20,045.86 |
1.000 |
20,029.31 |
1.618 |
20,002.53 |
2.618 |
19,959.20 |
4.250 |
19,888.49 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
20,094.31 |
20,082.53 |
PP |
20,094.13 |
20,071.28 |
S1 |
20,093.96 |
20,060.03 |
|