Trading Metrics calculated at close of trading on 19-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,822.73 |
19,813.55 |
-9.18 |
0.0% |
19,931.41 |
High |
19,828.20 |
19,824.14 |
-4.06 |
0.0% |
19,973.42 |
Low |
19,739.00 |
19,677.94 |
-61.06 |
-0.3% |
19,770.47 |
Close |
19,804.72 |
19,732.40 |
-72.32 |
-0.4% |
19,885.73 |
Range |
89.20 |
146.20 |
57.00 |
63.9% |
202.95 |
ATR |
117.93 |
119.95 |
2.02 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,183.43 |
20,104.11 |
19,812.81 |
|
R3 |
20,037.23 |
19,957.91 |
19,772.61 |
|
R2 |
19,891.03 |
19,891.03 |
19,759.20 |
|
R1 |
19,811.71 |
19,811.71 |
19,745.80 |
19,778.27 |
PP |
19,744.83 |
19,744.83 |
19,744.83 |
19,728.11 |
S1 |
19,665.51 |
19,665.51 |
19,719.00 |
19,632.07 |
S2 |
19,598.63 |
19,598.63 |
19,705.60 |
|
S3 |
19,452.43 |
19,519.31 |
19,692.20 |
|
S4 |
19,306.23 |
19,373.11 |
19,651.99 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,485.39 |
20,388.51 |
19,997.35 |
|
R3 |
20,282.44 |
20,185.56 |
19,941.54 |
|
R2 |
20,079.49 |
20,079.49 |
19,922.94 |
|
R1 |
19,982.61 |
19,982.61 |
19,904.33 |
19,929.58 |
PP |
19,876.54 |
19,876.54 |
19,876.54 |
19,850.02 |
S1 |
19,779.66 |
19,779.66 |
19,867.13 |
19,726.63 |
S2 |
19,673.59 |
19,673.59 |
19,848.52 |
|
S3 |
19,470.64 |
19,576.71 |
19,829.92 |
|
S4 |
19,267.69 |
19,373.76 |
19,774.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,952.03 |
19,677.94 |
274.09 |
1.4% |
120.90 |
0.6% |
20% |
False |
True |
|
10 |
19,999.63 |
19,677.94 |
321.69 |
1.6% |
122.53 |
0.6% |
17% |
False |
True |
|
20 |
19,999.63 |
19,677.94 |
321.69 |
1.6% |
104.07 |
0.5% |
17% |
False |
True |
|
40 |
19,999.63 |
18,883.10 |
1,116.53 |
5.7% |
106.28 |
0.5% |
76% |
False |
False |
|
60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
119.66 |
0.6% |
87% |
False |
False |
|
80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
126.37 |
0.6% |
87% |
False |
False |
|
100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
132.76 |
0.7% |
87% |
False |
False |
|
120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
125.98 |
0.6% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,445.49 |
2.618 |
20,206.89 |
1.618 |
20,060.69 |
1.000 |
19,970.34 |
0.618 |
19,914.49 |
HIGH |
19,824.14 |
0.618 |
19,768.29 |
0.500 |
19,751.04 |
0.382 |
19,733.79 |
LOW |
19,677.94 |
0.618 |
19,587.59 |
1.000 |
19,531.74 |
1.618 |
19,441.39 |
2.618 |
19,295.19 |
4.250 |
19,056.59 |
|
|
Fisher Pivots for day following 19-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,751.04 |
19,780.47 |
PP |
19,744.83 |
19,764.44 |
S1 |
19,738.61 |
19,748.42 |
|