Trading Metrics calculated at close of trading on 02-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
02-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,264.0 |
3,266.0 |
2.0 |
0.1% |
3,260.0 |
High |
3,286.0 |
3,305.0 |
19.0 |
0.6% |
3,286.0 |
Low |
3,250.0 |
3,263.0 |
13.0 |
0.4% |
3,250.0 |
Close |
3,277.0 |
3,295.0 |
18.0 |
0.5% |
3,277.0 |
Range |
36.0 |
42.0 |
6.0 |
16.7% |
36.0 |
ATR |
36.5 |
36.9 |
0.4 |
1.1% |
0.0 |
Volume |
250,444 |
1,008,127 |
757,683 |
302.5% |
1,609,714 |
|
Daily Pivots for day following 02-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,413.7 |
3,396.3 |
3,318.1 |
|
R3 |
3,371.7 |
3,354.3 |
3,306.6 |
|
R2 |
3,329.7 |
3,329.7 |
3,302.7 |
|
R1 |
3,312.3 |
3,312.3 |
3,298.9 |
3,321.0 |
PP |
3,287.7 |
3,287.7 |
3,287.7 |
3,292.0 |
S1 |
3,270.3 |
3,270.3 |
3,291.2 |
3,279.0 |
S2 |
3,245.7 |
3,245.7 |
3,287.3 |
|
S3 |
3,203.7 |
3,228.3 |
3,283.5 |
|
S4 |
3,161.7 |
3,186.3 |
3,271.9 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,379.0 |
3,364.0 |
3,296.8 |
|
R3 |
3,343.0 |
3,328.0 |
3,286.9 |
|
R2 |
3,307.0 |
3,307.0 |
3,283.6 |
|
R1 |
3,292.0 |
3,292.0 |
3,280.3 |
3,299.5 |
PP |
3,271.0 |
3,271.0 |
3,271.0 |
3,274.8 |
S1 |
3,256.0 |
3,256.0 |
3,273.7 |
3,263.5 |
S2 |
3,235.0 |
3,235.0 |
3,270.4 |
|
S3 |
3,199.0 |
3,220.0 |
3,267.1 |
|
S4 |
3,163.0 |
3,184.0 |
3,257.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,305.0 |
3,250.0 |
55.0 |
1.7% |
31.4 |
1.0% |
82% |
True |
False |
523,568 |
10 |
3,305.0 |
3,236.0 |
69.0 |
2.1% |
26.8 |
0.8% |
86% |
True |
False |
512,121 |
20 |
3,305.0 |
2,962.0 |
343.0 |
10.4% |
39.7 |
1.2% |
97% |
True |
False |
706,026 |
40 |
3,305.0 |
2,868.0 |
437.0 |
13.3% |
42.1 |
1.3% |
98% |
True |
False |
363,318 |
60 |
3,305.0 |
2,868.0 |
437.0 |
13.3% |
39.2 |
1.2% |
98% |
True |
False |
246,030 |
80 |
3,305.0 |
2,868.0 |
437.0 |
13.3% |
39.5 |
1.2% |
98% |
True |
False |
185,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,483.5 |
2.618 |
3,415.0 |
1.618 |
3,373.0 |
1.000 |
3,347.0 |
0.618 |
3,331.0 |
HIGH |
3,305.0 |
0.618 |
3,289.0 |
0.500 |
3,284.0 |
0.382 |
3,279.0 |
LOW |
3,263.0 |
0.618 |
3,237.0 |
1.000 |
3,221.0 |
1.618 |
3,195.0 |
2.618 |
3,153.0 |
4.250 |
3,084.5 |
|
|
Fisher Pivots for day following 02-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,291.3 |
3,289.2 |
PP |
3,287.7 |
3,283.3 |
S1 |
3,284.0 |
3,277.5 |
|