Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,151.4 |
1,159.6 |
8.2 |
0.7% |
1,135.3 |
High |
1,166.0 |
1,168.6 |
2.6 |
0.2% |
1,164.3 |
Low |
1,146.5 |
1,156.7 |
10.2 |
0.9% |
1,132.8 |
Close |
1,162.0 |
1,165.3 |
3.3 |
0.3% |
1,151.7 |
Range |
19.5 |
11.9 |
-7.6 |
-39.0% |
31.5 |
ATR |
16.3 |
16.0 |
-0.3 |
-1.9% |
0.0 |
Volume |
229,177 |
179,878 |
-49,299 |
-21.5% |
522,842 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.2 |
1,194.2 |
1,171.8 |
|
R3 |
1,187.3 |
1,182.3 |
1,168.6 |
|
R2 |
1,175.4 |
1,175.4 |
1,167.5 |
|
R1 |
1,170.4 |
1,170.4 |
1,166.4 |
1,172.9 |
PP |
1,163.5 |
1,163.5 |
1,163.5 |
1,164.8 |
S1 |
1,158.5 |
1,158.5 |
1,164.2 |
1,161.0 |
S2 |
1,151.6 |
1,151.6 |
1,163.1 |
|
S3 |
1,139.7 |
1,146.6 |
1,162.0 |
|
S4 |
1,127.8 |
1,134.7 |
1,158.8 |
|
|
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 |
1,168.6 |
1,137.1 |
31.5 |
2.7% |
14.3 |
1.2% |
90% |
True |
False |
164,688 |
10 |
1,168.6 |
1,127.3 |
41.3 |
3.5% |
12.7 |
1.1% |
92% |
True |
False |
138,711 |
20 |
1,182.3 |
1,124.3 |
58.0 |
5.0% |
13.8 |
1.2% |
71% |
False |
False |
154,229 |
40 |
1,341.0 |
1,124.3 |
216.7 |
18.6% |
18.7 |
1.6% |
19% |
False |
False |
123,586 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.6% |
16.5 |
1.4% |
19% |
False |
False |
85,429 |
80 |
1,351.2 |
1,124.3 |
226.9 |
19.5% |
16.2 |
1.4% |
18% |
False |
False |
65,462 |
100 |
1,368.0 |
1,124.3 |
243.7 |
20.9% |
16.0 |
1.4% |
17% |
False |
False |
53,258 |
120 |
1,378.1 |
1,124.3 |
253.8 |
21.8% |
16.0 |
1.4% |
16% |
False |
False |
44,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,219.2 |
2.618 |
1,199.8 |
1.618 |
1,187.9 |
1.000 |
1,180.5 |
0.618 |
1,176.0 |
HIGH |
1,168.6 |
0.618 |
1,164.1 |
0.500 |
1,162.7 |
0.382 |
1,161.2 |
LOW |
1,156.7 |
0.618 |
1,149.3 |
1.000 |
1,144.8 |
1.618 |
1,137.4 |
2.618 |
1,125.5 |
4.250 |
1,106.1 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,164.4 |
1,162.7 |
PP |
1,163.5 |
1,160.1 |
S1 |
1,162.7 |
1,157.6 |
|