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 |
3,303.0 |
3,314.0 |
11.0 |
0.3% |
3,260.0 |
High |
3,326.0 |
3,320.0 |
-6.0 |
-0.2% |
3,286.0 |
Low |
3,297.0 |
3,292.0 |
-5.0 |
-0.2% |
3,250.0 |
Close |
3,306.0 |
3,304.0 |
-2.0 |
-0.1% |
3,277.0 |
Range |
29.0 |
28.0 |
-1.0 |
-3.4% |
36.0 |
ATR |
36.5 |
35.9 |
-0.6 |
-1.7% |
0.0 |
Volume |
792,383 |
878,646 |
86,263 |
10.9% |
1,609,714 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,389.3 |
3,374.7 |
3,319.4 |
|
R3 |
3,361.3 |
3,346.7 |
3,311.7 |
|
R2 |
3,333.3 |
3,333.3 |
3,309.1 |
|
R1 |
3,318.7 |
3,318.7 |
3,306.6 |
3,312.0 |
PP |
3,305.3 |
3,305.3 |
3,305.3 |
3,302.0 |
S1 |
3,290.7 |
3,290.7 |
3,301.4 |
3,284.0 |
S2 |
3,277.3 |
3,277.3 |
3,298.9 |
|
S3 |
3,249.3 |
3,262.7 |
3,296.3 |
|
S4 |
3,221.3 |
3,234.7 |
3,288.6 |
|
|
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% |
33.0 |
1.0% |
71% |
False |
False |
703,259 |
10 |
3,326.0 |
3,249.0 |
77.0 |
2.3% |
28.0 |
0.8% |
71% |
False |
False |
543,353 |
20 |
3,326.0 |
3,108.0 |
218.0 |
6.6% |
34.0 |
1.0% |
90% |
False |
False |
776,591 |
40 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
42.0 |
1.3% |
95% |
False |
False |
404,200 |
60 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
38.7 |
1.2% |
95% |
False |
False |
273,712 |
80 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
38.9 |
1.2% |
95% |
False |
False |
205,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,439.0 |
2.618 |
3,393.3 |
1.618 |
3,365.3 |
1.000 |
3,348.0 |
0.618 |
3,337.3 |
HIGH |
3,320.0 |
0.618 |
3,309.3 |
0.500 |
3,306.0 |
0.382 |
3,302.7 |
LOW |
3,292.0 |
0.618 |
3,274.7 |
1.000 |
3,264.0 |
1.618 |
3,246.7 |
2.618 |
3,218.7 |
4.250 |
3,173.0 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,306.0 |
3,300.8 |
PP |
3,305.3 |
3,297.7 |
S1 |
3,304.7 |
3,294.5 |
|