Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,298.0 |
3,305.0 |
7.0 |
0.2% |
3,266.0 |
High |
3,315.0 |
3,325.0 |
10.0 |
0.3% |
3,326.0 |
Low |
3,290.0 |
3,290.0 |
0.0 |
0.0% |
3,263.0 |
Close |
3,304.0 |
3,313.0 |
9.0 |
0.3% |
3,313.0 |
Range |
25.0 |
35.0 |
10.0 |
40.0% |
63.0 |
ATR |
35.1 |
35.1 |
0.0 |
0.0% |
0.0 |
Volume |
806,065 |
744,407 |
-61,658 |
-7.6% |
4,229,628 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,414.3 |
3,398.7 |
3,332.3 |
|
R3 |
3,379.3 |
3,363.7 |
3,322.6 |
|
R2 |
3,344.3 |
3,344.3 |
3,319.4 |
|
R1 |
3,328.7 |
3,328.7 |
3,316.2 |
3,336.5 |
PP |
3,309.3 |
3,309.3 |
3,309.3 |
3,313.3 |
S1 |
3,293.7 |
3,293.7 |
3,309.8 |
3,301.5 |
S2 |
3,274.3 |
3,274.3 |
3,306.6 |
|
S3 |
3,239.3 |
3,258.7 |
3,303.4 |
|
S4 |
3,204.3 |
3,223.7 |
3,293.8 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,489.7 |
3,464.3 |
3,347.7 |
|
R3 |
3,426.7 |
3,401.3 |
3,330.3 |
|
R2 |
3,363.7 |
3,363.7 |
3,324.6 |
|
R1 |
3,338.3 |
3,338.3 |
3,318.8 |
3,351.0 |
PP |
3,300.7 |
3,300.7 |
3,300.7 |
3,307.0 |
S1 |
3,275.3 |
3,275.3 |
3,307.2 |
3,288.0 |
S2 |
3,237.7 |
3,237.7 |
3,301.5 |
|
S3 |
3,174.7 |
3,212.3 |
3,295.7 |
|
S4 |
3,111.7 |
3,149.3 |
3,278.4 |
|
|
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 |
3,263.0 |
63.0 |
1.9% |
31.8 |
1.0% |
79% |
False |
False |
845,925 |
10 |
3,326.0 |
3,250.0 |
76.0 |
2.3% |
29.9 |
0.9% |
83% |
False |
False |
602,464 |
20 |
3,326.0 |
3,165.0 |
161.0 |
4.9% |
31.6 |
1.0% |
92% |
False |
False |
798,730 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.0% |
37.2 |
1.1% |
96% |
False |
False |
441,836 |
60 |
3,326.0 |
2,868.0 |
458.0 |
13.8% |
38.7 |
1.2% |
97% |
False |
False |
299,405 |
80 |
3,326.0 |
2,868.0 |
458.0 |
13.8% |
39.0 |
1.2% |
97% |
False |
False |
225,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,473.8 |
2.618 |
3,416.6 |
1.618 |
3,381.6 |
1.000 |
3,360.0 |
0.618 |
3,346.6 |
HIGH |
3,325.0 |
0.618 |
3,311.6 |
0.500 |
3,307.5 |
0.382 |
3,303.4 |
LOW |
3,290.0 |
0.618 |
3,268.4 |
1.000 |
3,255.0 |
1.618 |
3,233.4 |
2.618 |
3,198.4 |
4.250 |
3,141.3 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,311.2 |
3,311.2 |
PP |
3,309.3 |
3,309.3 |
S1 |
3,307.5 |
3,307.5 |
|