Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,172.9 |
1,181.3 |
8.4 |
0.7% |
1,151.4 |
High |
1,186.4 |
1,190.6 |
4.2 |
0.4% |
1,185.9 |
Low |
1,172.2 |
1,180.2 |
8.0 |
0.7% |
1,146.5 |
Close |
1,184.9 |
1,185.5 |
0.6 |
0.1% |
1,173.4 |
Range |
14.2 |
10.4 |
-3.8 |
-26.8% |
39.4 |
ATR |
16.0 |
15.6 |
-0.4 |
-2.5% |
0.0 |
Volume |
179,034 |
224,813 |
45,779 |
25.6% |
907,611 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.6 |
1,211.5 |
1,191.2 |
|
R3 |
1,206.2 |
1,201.1 |
1,188.4 |
|
R2 |
1,195.8 |
1,195.8 |
1,187.4 |
|
R1 |
1,190.7 |
1,190.7 |
1,186.5 |
1,193.3 |
PP |
1,185.4 |
1,185.4 |
1,185.4 |
1,186.7 |
S1 |
1,180.3 |
1,180.3 |
1,184.5 |
1,182.9 |
S2 |
1,175.0 |
1,175.0 |
1,183.6 |
|
S3 |
1,164.6 |
1,169.9 |
1,182.6 |
|
S4 |
1,154.2 |
1,159.5 |
1,179.8 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.8 |
1,269.5 |
1,195.1 |
|
R3 |
1,247.4 |
1,230.1 |
1,184.2 |
|
R2 |
1,208.0 |
1,208.0 |
1,180.6 |
|
R1 |
1,190.7 |
1,190.7 |
1,177.0 |
1,199.4 |
PP |
1,168.6 |
1,168.6 |
1,168.6 |
1,172.9 |
S1 |
1,151.3 |
1,151.3 |
1,169.8 |
1,160.0 |
S2 |
1,129.2 |
1,129.2 |
1,166.2 |
|
S3 |
1,089.8 |
1,111.9 |
1,162.6 |
|
S4 |
1,050.4 |
1,072.5 |
1,151.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,190.6 |
1,156.7 |
33.9 |
2.9% |
14.3 |
1.2% |
85% |
True |
False |
216,456 |
10 |
1,190.6 |
1,132.8 |
57.8 |
4.9% |
15.0 |
1.3% |
91% |
True |
False |
183,430 |
20 |
1,190.6 |
1,124.3 |
66.3 |
5.6% |
14.3 |
1.2% |
92% |
True |
False |
169,649 |
40 |
1,268.1 |
1,124.3 |
143.8 |
12.1% |
16.6 |
1.4% |
43% |
False |
False |
141,703 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.3% |
16.9 |
1.4% |
28% |
False |
False |
99,972 |
80 |
1,351.2 |
1,124.3 |
226.9 |
19.1% |
16.2 |
1.4% |
27% |
False |
False |
76,509 |
100 |
1,365.0 |
1,124.3 |
240.7 |
20.3% |
16.0 |
1.3% |
25% |
False |
False |
62,091 |
120 |
1,378.1 |
1,124.3 |
253.8 |
21.4% |
16.0 |
1.4% |
24% |
False |
False |
52,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.8 |
2.618 |
1,217.8 |
1.618 |
1,207.4 |
1.000 |
1,201.0 |
0.618 |
1,197.0 |
HIGH |
1,190.6 |
0.618 |
1,186.6 |
0.500 |
1,185.4 |
0.382 |
1,184.2 |
LOW |
1,180.2 |
0.618 |
1,173.8 |
1.000 |
1,169.8 |
1.618 |
1,163.4 |
2.618 |
1,153.0 |
4.250 |
1,136.0 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,185.5 |
1,184.0 |
PP |
1,185.4 |
1,182.4 |
S1 |
1,185.4 |
1,180.9 |
|