Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,159.6 |
1,164.6 |
5.0 |
0.4% |
1,135.3 |
High |
1,168.6 |
1,185.9 |
17.3 |
1.5% |
1,164.3 |
Low |
1,156.7 |
1,163.6 |
6.9 |
0.6% |
1,132.8 |
Close |
1,165.3 |
1,181.3 |
16.0 |
1.4% |
1,151.7 |
Range |
11.9 |
22.3 |
10.4 |
87.4% |
31.5 |
ATR |
16.0 |
16.5 |
0.4 |
2.8% |
0.0 |
Volume |
179,878 |
272,124 |
92,246 |
51.3% |
522,842 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.8 |
1,234.9 |
1,193.6 |
|
R3 |
1,221.5 |
1,212.6 |
1,187.4 |
|
R2 |
1,199.2 |
1,199.2 |
1,185.4 |
|
R1 |
1,190.3 |
1,190.3 |
1,183.3 |
1,194.8 |
PP |
1,176.9 |
1,176.9 |
1,176.9 |
1,179.2 |
S1 |
1,168.0 |
1,168.0 |
1,179.3 |
1,172.5 |
S2 |
1,154.6 |
1,154.6 |
1,177.2 |
|
S3 |
1,132.3 |
1,145.7 |
1,175.2 |
|
S4 |
1,110.0 |
1,123.4 |
1,169.0 |
|
|
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 |
1,185.9 |
1,142.6 |
43.3 |
3.7% |
17.1 |
1.5% |
89% |
True |
False |
196,611 |
10 |
1,185.9 |
1,128.6 |
57.3 |
4.9% |
13.5 |
1.1% |
92% |
True |
False |
151,319 |
20 |
1,185.9 |
1,124.3 |
61.6 |
5.2% |
14.5 |
1.2% |
93% |
True |
False |
160,955 |
40 |
1,341.0 |
1,124.3 |
216.7 |
18.3% |
18.8 |
1.6% |
26% |
False |
False |
129,579 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.3% |
16.7 |
1.4% |
26% |
False |
False |
89,805 |
80 |
1,351.2 |
1,124.3 |
226.9 |
19.2% |
16.4 |
1.4% |
25% |
False |
False |
68,835 |
100 |
1,368.0 |
1,124.3 |
243.7 |
20.6% |
16.0 |
1.4% |
23% |
False |
False |
55,907 |
120 |
1,378.1 |
1,124.3 |
253.8 |
21.5% |
16.0 |
1.4% |
22% |
False |
False |
47,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.7 |
2.618 |
1,244.3 |
1.618 |
1,222.0 |
1.000 |
1,208.2 |
0.618 |
1,199.7 |
HIGH |
1,185.9 |
0.618 |
1,177.4 |
0.500 |
1,174.8 |
0.382 |
1,172.1 |
LOW |
1,163.6 |
0.618 |
1,149.8 |
1.000 |
1,141.3 |
1.618 |
1,127.5 |
2.618 |
1,105.2 |
4.250 |
1,068.8 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,179.1 |
1,176.3 |
PP |
1,176.9 |
1,171.2 |
S1 |
1,174.8 |
1,166.2 |
|