Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,299.0 |
3,298.0 |
-1.0 |
0.0% |
3,266.0 |
High |
3,311.0 |
3,320.0 |
9.0 |
0.3% |
3,326.0 |
Low |
3,287.0 |
3,276.0 |
-11.0 |
-0.3% |
3,263.0 |
Close |
3,300.0 |
3,298.0 |
-2.0 |
-0.1% |
3,313.0 |
Range |
24.0 |
44.0 |
20.0 |
83.3% |
63.0 |
ATR |
35.4 |
36.0 |
0.6 |
1.7% |
0.0 |
Volume |
1,064,786 |
1,018,803 |
-45,983 |
-4.3% |
4,229,628 |
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,430.0 |
3,408.0 |
3,322.2 |
|
R3 |
3,386.0 |
3,364.0 |
3,310.1 |
|
R2 |
3,342.0 |
3,342.0 |
3,306.1 |
|
R1 |
3,320.0 |
3,320.0 |
3,302.0 |
3,320.0 |
PP |
3,298.0 |
3,298.0 |
3,298.0 |
3,298.0 |
S1 |
3,276.0 |
3,276.0 |
3,294.0 |
3,276.0 |
S2 |
3,254.0 |
3,254.0 |
3,289.9 |
|
S3 |
3,210.0 |
3,232.0 |
3,285.9 |
|
S4 |
3,166.0 |
3,188.0 |
3,273.8 |
|
|
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% |
36.0 |
1.1% |
49% |
False |
False |
886,193 |
10 |
3,326.0 |
3,250.0 |
76.0 |
2.3% |
34.5 |
1.0% |
63% |
False |
False |
794,726 |
20 |
3,326.0 |
3,191.0 |
135.0 |
4.1% |
31.6 |
1.0% |
79% |
False |
False |
725,260 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.0% |
37.2 |
1.1% |
92% |
False |
False |
513,763 |
60 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
39.1 |
1.2% |
94% |
False |
False |
347,242 |
80 |
3,326.0 |
2,868.0 |
458.0 |
13.9% |
39.5 |
1.2% |
94% |
False |
False |
260,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,507.0 |
2.618 |
3,435.2 |
1.618 |
3,391.2 |
1.000 |
3,364.0 |
0.618 |
3,347.2 |
HIGH |
3,320.0 |
0.618 |
3,303.2 |
0.500 |
3,298.0 |
0.382 |
3,292.8 |
LOW |
3,276.0 |
0.618 |
3,248.8 |
1.000 |
3,232.0 |
1.618 |
3,204.8 |
2.618 |
3,160.8 |
4.250 |
3,089.0 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,298.0 |
3,298.0 |
PP |
3,298.0 |
3,298.0 |
S1 |
3,298.0 |
3,298.0 |
|