Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2017 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,266.0 |
3,303.0 |
37.0 |
1.1% |
3,260.0 |
High |
3,305.0 |
3,326.0 |
21.0 |
0.6% |
3,286.0 |
Low |
3,263.0 |
3,297.0 |
34.0 |
1.0% |
3,250.0 |
Close |
3,295.0 |
3,306.0 |
11.0 |
0.3% |
3,277.0 |
Range |
42.0 |
29.0 |
-13.0 |
-31.0% |
36.0 |
ATR |
36.9 |
36.5 |
-0.4 |
-1.1% |
0.0 |
Volume |
1,008,127 |
792,383 |
-215,744 |
-21.4% |
1,609,714 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,396.7 |
3,380.3 |
3,322.0 |
|
R3 |
3,367.7 |
3,351.3 |
3,314.0 |
|
R2 |
3,338.7 |
3,338.7 |
3,311.3 |
|
R1 |
3,322.3 |
3,322.3 |
3,308.7 |
3,330.5 |
PP |
3,309.7 |
3,309.7 |
3,309.7 |
3,313.8 |
S1 |
3,293.3 |
3,293.3 |
3,303.3 |
3,301.5 |
S2 |
3,280.7 |
3,280.7 |
3,300.7 |
|
S3 |
3,251.7 |
3,264.3 |
3,298.0 |
|
S4 |
3,222.7 |
3,235.3 |
3,290.1 |
|
|
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 |
3,326.0 |
3,250.0 |
76.0 |
2.3% |
32.4 |
1.0% |
74% |
True |
False |
618,122 |
10 |
3,326.0 |
3,239.0 |
87.0 |
2.6% |
28.3 |
0.9% |
77% |
True |
False |
516,397 |
20 |
3,326.0 |
3,034.0 |
292.0 |
8.8% |
36.3 |
1.1% |
93% |
True |
False |
740,405 |
40 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
42.3 |
1.3% |
96% |
True |
False |
382,990 |
60 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
38.9 |
1.2% |
96% |
True |
False |
259,069 |
80 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
39.3 |
1.2% |
96% |
True |
False |
194,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,449.3 |
2.618 |
3,401.9 |
1.618 |
3,372.9 |
1.000 |
3,355.0 |
0.618 |
3,343.9 |
HIGH |
3,326.0 |
0.618 |
3,314.9 |
0.500 |
3,311.5 |
0.382 |
3,308.1 |
LOW |
3,297.0 |
0.618 |
3,279.1 |
1.000 |
3,268.0 |
1.618 |
3,250.1 |
2.618 |
3,221.1 |
4.250 |
3,173.8 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,311.5 |
3,300.0 |
PP |
3,309.7 |
3,294.0 |
S1 |
3,307.8 |
3,288.0 |
|