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 |
1,208.6 |
1,200.7 |
-7.9 |
-0.7% |
1,199.4 |
High |
1,209.3 |
1,202.3 |
-7.0 |
-0.6% |
1,218.9 |
Low |
1,192.6 |
1,183.9 |
-8.7 |
-0.7% |
1,195.4 |
Close |
1,197.8 |
1,189.8 |
-8.0 |
-0.7% |
1,204.9 |
Range |
16.7 |
18.4 |
1.7 |
10.2% |
23.5 |
ATR |
16.3 |
16.4 |
0.2 |
0.9% |
0.0 |
Volume |
299,179 |
244,314 |
-54,865 |
-18.3% |
1,076,808 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.2 |
1,236.9 |
1,199.9 |
|
R3 |
1,228.8 |
1,218.5 |
1,194.9 |
|
R2 |
1,210.4 |
1,210.4 |
1,193.2 |
|
R1 |
1,200.1 |
1,200.1 |
1,191.5 |
1,196.1 |
PP |
1,192.0 |
1,192.0 |
1,192.0 |
1,190.0 |
S1 |
1,181.7 |
1,181.7 |
1,188.1 |
1,177.7 |
S2 |
1,173.6 |
1,173.6 |
1,186.4 |
|
S3 |
1,155.2 |
1,163.3 |
1,184.7 |
|
S4 |
1,136.8 |
1,144.9 |
1,179.7 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.9 |
1,264.4 |
1,217.8 |
|
R3 |
1,253.4 |
1,240.9 |
1,211.4 |
|
R2 |
1,229.9 |
1,229.9 |
1,209.2 |
|
R1 |
1,217.4 |
1,217.4 |
1,207.1 |
1,223.7 |
PP |
1,206.4 |
1,206.4 |
1,206.4 |
1,209.5 |
S1 |
1,193.9 |
1,193.9 |
1,202.7 |
1,200.2 |
S2 |
1,182.9 |
1,182.9 |
1,200.6 |
|
S3 |
1,159.4 |
1,170.4 |
1,198.4 |
|
S4 |
1,135.9 |
1,146.9 |
1,192.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.1 |
1,183.9 |
36.2 |
3.0% |
15.2 |
1.3% |
16% |
False |
True |
248,250 |
10 |
1,220.1 |
1,183.9 |
36.2 |
3.0% |
15.5 |
1.3% |
16% |
False |
True |
263,165 |
20 |
1,220.1 |
1,137.1 |
83.0 |
7.0% |
15.4 |
1.3% |
63% |
False |
False |
234,309 |
40 |
1,220.1 |
1,124.3 |
95.8 |
8.1% |
15.3 |
1.3% |
68% |
False |
False |
201,013 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.2% |
17.7 |
1.5% |
30% |
False |
False |
147,837 |
80 |
1,341.0 |
1,124.3 |
216.7 |
18.2% |
16.7 |
1.4% |
30% |
False |
False |
112,922 |
100 |
1,360.7 |
1,124.3 |
236.4 |
19.9% |
16.3 |
1.4% |
28% |
False |
False |
91,228 |
120 |
1,375.2 |
1,124.3 |
250.9 |
21.1% |
16.0 |
1.3% |
26% |
False |
False |
76,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.5 |
2.618 |
1,250.5 |
1.618 |
1,232.1 |
1.000 |
1,220.7 |
0.618 |
1,213.7 |
HIGH |
1,202.3 |
0.618 |
1,195.3 |
0.500 |
1,193.1 |
0.382 |
1,190.9 |
LOW |
1,183.9 |
0.618 |
1,172.5 |
1.000 |
1,165.5 |
1.618 |
1,154.1 |
2.618 |
1,135.7 |
4.250 |
1,105.7 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,193.1 |
1,202.0 |
PP |
1,192.0 |
1,197.9 |
S1 |
1,190.9 |
1,193.9 |
|