Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,159.5 |
1,151.4 |
-8.1 |
-0.7% |
1,135.3 |
High |
1,164.3 |
1,166.0 |
1.7 |
0.1% |
1,164.3 |
Low |
1,150.3 |
1,146.5 |
-3.8 |
-0.3% |
1,132.8 |
Close |
1,151.7 |
1,162.0 |
10.3 |
0.9% |
1,151.7 |
Range |
14.0 |
19.5 |
5.5 |
39.3% |
31.5 |
ATR |
16.1 |
16.3 |
0.2 |
1.5% |
0.0 |
Volume |
143,849 |
229,177 |
85,328 |
59.3% |
522,842 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.7 |
1,208.8 |
1,172.7 |
|
R3 |
1,197.2 |
1,189.3 |
1,167.4 |
|
R2 |
1,177.7 |
1,177.7 |
1,165.6 |
|
R1 |
1,169.8 |
1,169.8 |
1,163.8 |
1,173.8 |
PP |
1,158.2 |
1,158.2 |
1,158.2 |
1,160.1 |
S1 |
1,150.3 |
1,150.3 |
1,160.2 |
1,154.3 |
S2 |
1,138.7 |
1,138.7 |
1,158.4 |
|
S3 |
1,119.2 |
1,130.8 |
1,156.6 |
|
S4 |
1,099.7 |
1,111.3 |
1,151.3 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.1 |
1,229.4 |
1,169.0 |
|
R3 |
1,212.6 |
1,197.9 |
1,160.4 |
|
R2 |
1,181.1 |
1,181.1 |
1,157.5 |
|
R1 |
1,166.4 |
1,166.4 |
1,154.6 |
1,173.8 |
PP |
1,149.6 |
1,149.6 |
1,149.6 |
1,153.3 |
S1 |
1,134.9 |
1,134.9 |
1,148.8 |
1,142.3 |
S2 |
1,118.1 |
1,118.1 |
1,145.9 |
|
S3 |
1,086.6 |
1,103.4 |
1,143.0 |
|
S4 |
1,055.1 |
1,071.9 |
1,134.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,166.0 |
1,132.8 |
33.2 |
2.9% |
15.7 |
1.3% |
88% |
True |
False |
150,403 |
10 |
1,166.0 |
1,127.3 |
38.7 |
3.3% |
12.4 |
1.1% |
90% |
True |
False |
132,642 |
20 |
1,190.2 |
1,124.3 |
65.9 |
5.7% |
14.8 |
1.3% |
57% |
False |
False |
156,308 |
40 |
1,341.0 |
1,124.3 |
216.7 |
18.6% |
18.7 |
1.6% |
17% |
False |
False |
119,532 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.6% |
16.7 |
1.4% |
17% |
False |
False |
82,559 |
80 |
1,351.2 |
1,124.3 |
226.9 |
19.5% |
16.2 |
1.4% |
17% |
False |
False |
63,269 |
100 |
1,368.0 |
1,124.3 |
243.7 |
21.0% |
16.1 |
1.4% |
15% |
False |
False |
51,514 |
120 |
1,378.1 |
1,124.3 |
253.8 |
21.8% |
16.1 |
1.4% |
15% |
False |
False |
43,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.9 |
2.618 |
1,217.1 |
1.618 |
1,197.6 |
1.000 |
1,185.5 |
0.618 |
1,178.1 |
HIGH |
1,166.0 |
0.618 |
1,158.6 |
0.500 |
1,156.3 |
0.382 |
1,153.9 |
LOW |
1,146.5 |
0.618 |
1,134.4 |
1.000 |
1,127.0 |
1.618 |
1,114.9 |
2.618 |
1,095.4 |
4.250 |
1,063.6 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,160.1 |
1,159.4 |
PP |
1,158.2 |
1,156.9 |
S1 |
1,156.3 |
1,154.3 |
|