Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,298.0 |
3,292.0 |
-6.0 |
-0.2% |
3,266.0 |
High |
3,320.0 |
3,300.0 |
-20.0 |
-0.6% |
3,326.0 |
Low |
3,276.0 |
3,271.0 |
-5.0 |
-0.2% |
3,263.0 |
Close |
3,298.0 |
3,281.0 |
-17.0 |
-0.5% |
3,313.0 |
Range |
44.0 |
29.0 |
-15.0 |
-34.1% |
63.0 |
ATR |
36.0 |
35.5 |
-0.5 |
-1.4% |
0.0 |
Volume |
1,018,803 |
877,471 |
-141,332 |
-13.9% |
4,229,628 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,371.0 |
3,355.0 |
3,297.0 |
|
R3 |
3,342.0 |
3,326.0 |
3,289.0 |
|
R2 |
3,313.0 |
3,313.0 |
3,286.3 |
|
R1 |
3,297.0 |
3,297.0 |
3,283.7 |
3,290.5 |
PP |
3,284.0 |
3,284.0 |
3,284.0 |
3,280.8 |
S1 |
3,268.0 |
3,268.0 |
3,278.3 |
3,261.5 |
S2 |
3,255.0 |
3,255.0 |
3,275.7 |
|
S3 |
3,226.0 |
3,239.0 |
3,273.0 |
|
S4 |
3,197.0 |
3,210.0 |
3,265.1 |
|
|
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 |
3,271.0 |
54.0 |
1.6% |
36.8 |
1.1% |
19% |
False |
True |
900,474 |
10 |
3,326.0 |
3,250.0 |
76.0 |
2.3% |
34.4 |
1.0% |
41% |
False |
False |
823,803 |
20 |
3,326.0 |
3,201.0 |
125.0 |
3.8% |
31.3 |
1.0% |
64% |
False |
False |
710,948 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.1% |
36.6 |
1.1% |
88% |
False |
False |
535,351 |
60 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
39.1 |
1.2% |
90% |
False |
False |
361,855 |
80 |
3,326.0 |
2,868.0 |
458.0 |
14.0% |
39.4 |
1.2% |
90% |
False |
False |
271,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,423.3 |
2.618 |
3,375.9 |
1.618 |
3,346.9 |
1.000 |
3,329.0 |
0.618 |
3,317.9 |
HIGH |
3,300.0 |
0.618 |
3,288.9 |
0.500 |
3,285.5 |
0.382 |
3,282.1 |
LOW |
3,271.0 |
0.618 |
3,253.1 |
1.000 |
3,242.0 |
1.618 |
3,224.1 |
2.618 |
3,195.1 |
4.250 |
3,147.8 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,285.5 |
3,295.5 |
PP |
3,284.0 |
3,290.7 |
S1 |
3,282.5 |
3,285.8 |
|