Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
20,028.62 |
19,913.16 |
-115.46 |
-0.6% |
19,794.79 |
High |
20,028.62 |
19,918.17 |
-110.45 |
-0.6% |
20,125.58 |
Low |
19,870.39 |
19,784.77 |
-85.62 |
-0.4% |
19,732.36 |
Close |
19,971.13 |
19,864.09 |
-107.04 |
-0.5% |
20,093.78 |
Range |
158.23 |
133.40 |
-24.83 |
-15.7% |
393.22 |
ATR |
122.24 |
126.82 |
4.58 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,255.88 |
20,193.38 |
19,937.46 |
|
R3 |
20,122.48 |
20,059.98 |
19,900.78 |
|
R2 |
19,989.08 |
19,989.08 |
19,888.55 |
|
R1 |
19,926.58 |
19,926.58 |
19,876.32 |
19,891.13 |
PP |
19,855.68 |
19,855.68 |
19,855.68 |
19,837.95 |
S1 |
19,793.18 |
19,793.18 |
19,851.86 |
19,757.73 |
S2 |
19,722.28 |
19,722.28 |
19,839.63 |
|
S3 |
19,588.88 |
19,659.78 |
19,827.41 |
|
S4 |
19,455.48 |
19,526.38 |
19,790.72 |
|
|
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 |
19,784.77 |
340.81 |
1.7% |
96.11 |
0.5% |
23% |
False |
True |
|
10 |
20,125.58 |
19,677.94 |
447.64 |
2.3% |
106.49 |
0.5% |
42% |
False |
False |
|
20 |
20,125.58 |
19,677.94 |
447.64 |
2.3% |
114.73 |
0.6% |
42% |
False |
False |
|
40 |
20,125.58 |
19,141.18 |
984.40 |
5.0% |
111.35 |
0.6% |
73% |
False |
False |
|
60 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
116.40 |
0.6% |
88% |
False |
False |
|
80 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
120.03 |
0.6% |
88% |
False |
False |
|
100 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
131.50 |
0.7% |
88% |
False |
False |
|
120 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
126.29 |
0.6% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,485.12 |
2.618 |
20,267.41 |
1.618 |
20,134.01 |
1.000 |
20,051.57 |
0.618 |
20,000.61 |
HIGH |
19,918.17 |
0.618 |
19,867.21 |
0.500 |
19,851.47 |
0.382 |
19,835.73 |
LOW |
19,784.77 |
0.618 |
19,702.33 |
1.000 |
19,651.37 |
1.618 |
19,568.93 |
2.618 |
19,435.53 |
4.250 |
19,217.82 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,859.88 |
19,950.37 |
PP |
19,855.68 |
19,921.61 |
S1 |
19,851.47 |
19,892.85 |
|