Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
20,103.36 |
20,028.62 |
-74.74 |
-0.4% |
19,794.79 |
High |
20,115.97 |
20,028.62 |
-87.35 |
-0.4% |
20,125.58 |
Low |
20,072.64 |
19,870.39 |
-202.25 |
-1.0% |
19,732.36 |
Close |
20,093.78 |
19,971.13 |
-122.65 |
-0.6% |
20,093.78 |
Range |
43.33 |
158.23 |
114.90 |
265.2% |
393.22 |
ATR |
114.46 |
122.24 |
7.78 |
6.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,431.40 |
20,359.50 |
20,058.16 |
|
R3 |
20,273.17 |
20,201.27 |
20,014.64 |
|
R2 |
20,114.94 |
20,114.94 |
20,000.14 |
|
R1 |
20,043.04 |
20,043.04 |
19,985.63 |
19,999.88 |
PP |
19,956.71 |
19,956.71 |
19,956.71 |
19,935.13 |
S1 |
19,884.81 |
19,884.81 |
19,956.63 |
19,841.65 |
S2 |
19,798.48 |
19,798.48 |
19,942.12 |
|
S3 |
19,640.25 |
19,726.58 |
19,927.62 |
|
S4 |
19,482.02 |
19,568.35 |
19,884.10 |
|
|
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 |
19,786.71 |
338.87 |
1.7% |
101.93 |
0.5% |
54% |
False |
False |
|
10 |
20,125.58 |
19,677.94 |
447.64 |
2.2% |
103.91 |
0.5% |
65% |
False |
False |
|
20 |
20,125.58 |
19,677.94 |
447.64 |
2.2% |
114.76 |
0.6% |
65% |
False |
False |
|
40 |
20,125.58 |
19,138.79 |
986.79 |
4.9% |
109.90 |
0.6% |
84% |
False |
False |
|
60 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
116.05 |
0.6% |
93% |
False |
False |
|
80 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
119.74 |
0.6% |
93% |
False |
False |
|
100 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
130.79 |
0.7% |
93% |
False |
False |
|
120 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
125.82 |
0.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,701.10 |
2.618 |
20,442.87 |
1.618 |
20,284.64 |
1.000 |
20,186.85 |
0.618 |
20,126.41 |
HIGH |
20,028.62 |
0.618 |
19,968.18 |
0.500 |
19,949.51 |
0.382 |
19,930.83 |
LOW |
19,870.39 |
0.618 |
19,772.60 |
1.000 |
19,712.16 |
1.618 |
19,614.37 |
2.618 |
19,456.14 |
4.250 |
19,197.91 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,963.92 |
19,997.99 |
PP |
19,956.71 |
19,989.03 |
S1 |
19,949.51 |
19,980.08 |
|