Trading Metrics calculated at close of trading on 13-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3,292.0 |
3,298.0 |
6.0 |
0.2% |
3,321.0 |
High |
3,300.0 |
3,320.0 |
20.0 |
0.6% |
3,324.0 |
Low |
3,271.0 |
3,287.0 |
16.0 |
0.5% |
3,271.0 |
Close |
3,281.0 |
3,314.0 |
33.0 |
1.0% |
3,314.0 |
Range |
29.0 |
33.0 |
4.0 |
13.8% |
53.0 |
ATR |
35.5 |
35.8 |
0.2 |
0.7% |
0.0 |
Volume |
877,471 |
571,941 |
-305,530 |
-34.8% |
4,329,907 |
|
Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,406.0 |
3,393.0 |
3,332.2 |
|
R3 |
3,373.0 |
3,360.0 |
3,323.1 |
|
R2 |
3,340.0 |
3,340.0 |
3,320.1 |
|
R1 |
3,327.0 |
3,327.0 |
3,317.0 |
3,333.5 |
PP |
3,307.0 |
3,307.0 |
3,307.0 |
3,310.3 |
S1 |
3,294.0 |
3,294.0 |
3,311.0 |
3,300.5 |
S2 |
3,274.0 |
3,274.0 |
3,308.0 |
|
S3 |
3,241.0 |
3,261.0 |
3,304.9 |
|
S4 |
3,208.0 |
3,228.0 |
3,295.9 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,462.0 |
3,441.0 |
3,343.2 |
|
R3 |
3,409.0 |
3,388.0 |
3,328.6 |
|
R2 |
3,356.0 |
3,356.0 |
3,323.7 |
|
R1 |
3,335.0 |
3,335.0 |
3,318.9 |
3,319.0 |
PP |
3,303.0 |
3,303.0 |
3,303.0 |
3,295.0 |
S1 |
3,282.0 |
3,282.0 |
3,309.1 |
3,266.0 |
S2 |
3,250.0 |
3,250.0 |
3,304.3 |
|
S3 |
3,197.0 |
3,229.0 |
3,299.4 |
|
S4 |
3,144.0 |
3,176.0 |
3,284.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,324.0 |
3,271.0 |
53.0 |
1.6% |
36.4 |
1.1% |
81% |
False |
False |
865,981 |
10 |
3,326.0 |
3,263.0 |
63.0 |
1.9% |
34.1 |
1.0% |
81% |
False |
False |
855,953 |
20 |
3,326.0 |
3,226.0 |
100.0 |
3.0% |
30.3 |
0.9% |
88% |
False |
False |
664,960 |
40 |
3,326.0 |
2,962.0 |
364.0 |
11.0% |
36.5 |
1.1% |
97% |
False |
False |
549,633 |
60 |
3,326.0 |
2,868.0 |
458.0 |
13.8% |
39.1 |
1.2% |
97% |
False |
False |
371,220 |
80 |
3,326.0 |
2,868.0 |
458.0 |
13.8% |
39.0 |
1.2% |
97% |
False |
False |
278,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,460.3 |
2.618 |
3,406.4 |
1.618 |
3,373.4 |
1.000 |
3,353.0 |
0.618 |
3,340.4 |
HIGH |
3,320.0 |
0.618 |
3,307.4 |
0.500 |
3,303.5 |
0.382 |
3,299.6 |
LOW |
3,287.0 |
0.618 |
3,266.6 |
1.000 |
3,254.0 |
1.618 |
3,233.6 |
2.618 |
3,200.6 |
4.250 |
3,146.8 |
|
|
Fisher Pivots for day following 13-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3,310.5 |
3,307.8 |
PP |
3,307.0 |
3,301.7 |
S1 |
3,303.5 |
3,295.5 |
|