Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,321.0 |
3,299.0 |
-22.0 |
-0.7% |
3,266.0 |
High |
3,324.0 |
3,311.0 |
-13.0 |
-0.4% |
3,326.0 |
Low |
3,272.0 |
3,287.0 |
15.0 |
0.5% |
3,263.0 |
Close |
3,301.0 |
3,300.0 |
-1.0 |
0.0% |
3,313.0 |
Range |
52.0 |
24.0 |
-28.0 |
-53.8% |
63.0 |
ATR |
36.3 |
35.4 |
-0.9 |
-2.4% |
0.0 |
Volume |
796,906 |
1,064,786 |
267,880 |
33.6% |
4,229,628 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,371.3 |
3,359.7 |
3,313.2 |
|
R3 |
3,347.3 |
3,335.7 |
3,306.6 |
|
R2 |
3,323.3 |
3,323.3 |
3,304.4 |
|
R1 |
3,311.7 |
3,311.7 |
3,302.2 |
3,317.5 |
PP |
3,299.3 |
3,299.3 |
3,299.3 |
3,302.3 |
S1 |
3,287.7 |
3,287.7 |
3,297.8 |
3,293.5 |
S2 |
3,275.3 |
3,275.3 |
3,295.6 |
|
S3 |
3,251.3 |
3,263.7 |
3,293.4 |
|
S4 |
3,227.3 |
3,239.7 |
3,286.8 |
|
|
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 |
3,325.0 |
3,272.0 |
53.0 |
1.6% |
32.8 |
1.0% |
53% |
False |
False |
858,162 |
10 |
3,326.0 |
3,250.0 |
76.0 |
2.3% |
32.6 |
1.0% |
66% |
False |
False |
738,142 |
20 |
3,326.0 |
3,175.0 |
151.0 |
4.6% |
32.2 |
1.0% |
83% |
False |
False |
756,609 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.0% |
36.8 |
1.1% |
93% |
False |
False |
488,300 |
60 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
38.9 |
1.2% |
94% |
False |
False |
330,430 |
80 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
39.2 |
1.2% |
94% |
False |
False |
248,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,413.0 |
2.618 |
3,373.8 |
1.618 |
3,349.8 |
1.000 |
3,335.0 |
0.618 |
3,325.8 |
HIGH |
3,311.0 |
0.618 |
3,301.8 |
0.500 |
3,299.0 |
0.382 |
3,296.2 |
LOW |
3,287.0 |
0.618 |
3,272.2 |
1.000 |
3,263.0 |
1.618 |
3,248.2 |
2.618 |
3,224.2 |
4.250 |
3,185.0 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,299.7 |
3,299.5 |
PP |
3,299.3 |
3,299.0 |
S1 |
3,299.0 |
3,298.5 |
|