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 |
3,314.0 |
3,298.0 |
-16.0 |
-0.5% |
3,260.0 |
High |
3,320.0 |
3,315.0 |
-5.0 |
-0.2% |
3,286.0 |
Low |
3,292.0 |
3,290.0 |
-2.0 |
-0.1% |
3,250.0 |
Close |
3,304.0 |
3,304.0 |
0.0 |
0.0% |
3,277.0 |
Range |
28.0 |
25.0 |
-3.0 |
-10.7% |
36.0 |
ATR |
35.9 |
35.1 |
-0.8 |
-2.2% |
0.0 |
Volume |
878,646 |
806,065 |
-72,581 |
-8.3% |
1,609,714 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,378.0 |
3,366.0 |
3,317.8 |
|
R3 |
3,353.0 |
3,341.0 |
3,310.9 |
|
R2 |
3,328.0 |
3,328.0 |
3,308.6 |
|
R1 |
3,316.0 |
3,316.0 |
3,306.3 |
3,322.0 |
PP |
3,303.0 |
3,303.0 |
3,303.0 |
3,306.0 |
S1 |
3,291.0 |
3,291.0 |
3,301.7 |
3,297.0 |
S2 |
3,278.0 |
3,278.0 |
3,299.4 |
|
S3 |
3,253.0 |
3,266.0 |
3,297.1 |
|
S4 |
3,228.0 |
3,241.0 |
3,290.3 |
|
|
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% |
32.0 |
1.0% |
71% |
False |
False |
747,133 |
10 |
3,326.0 |
3,249.0 |
77.0 |
2.3% |
28.5 |
0.9% |
71% |
False |
False |
563,658 |
20 |
3,326.0 |
3,125.0 |
201.0 |
6.1% |
32.8 |
1.0% |
89% |
False |
False |
787,284 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.0% |
38.0 |
1.2% |
94% |
False |
False |
423,462 |
60 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
38.8 |
1.2% |
95% |
False |
False |
287,001 |
80 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
38.9 |
1.2% |
95% |
False |
False |
215,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,421.3 |
2.618 |
3,380.5 |
1.618 |
3,355.5 |
1.000 |
3,340.0 |
0.618 |
3,330.5 |
HIGH |
3,315.0 |
0.618 |
3,305.5 |
0.500 |
3,302.5 |
0.382 |
3,299.6 |
LOW |
3,290.0 |
0.618 |
3,274.6 |
1.000 |
3,265.0 |
1.618 |
3,249.6 |
2.618 |
3,224.6 |
4.250 |
3,183.8 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,303.5 |
3,308.0 |
PP |
3,303.0 |
3,306.7 |
S1 |
3,302.5 |
3,305.3 |
|