Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,175 |
19,365 |
190 |
1.0% |
19,420 |
High |
19,485 |
19,720 |
235 |
1.2% |
19,535 |
Low |
19,165 |
19,320 |
155 |
0.8% |
18,990 |
Close |
19,380 |
19,685 |
305 |
1.6% |
19,110 |
Range |
320 |
400 |
80 |
25.0% |
545 |
ATR |
252 |
262 |
11 |
4.2% |
0 |
Volume |
10,413 |
12,273 |
1,860 |
17.9% |
26,209 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,775 |
20,630 |
19,905 |
|
R3 |
20,375 |
20,230 |
19,795 |
|
R2 |
19,975 |
19,975 |
19,758 |
|
R1 |
19,830 |
19,830 |
19,722 |
19,903 |
PP |
19,575 |
19,575 |
19,575 |
19,611 |
S1 |
19,430 |
19,430 |
19,648 |
19,503 |
S2 |
19,175 |
19,175 |
19,612 |
|
S3 |
18,775 |
19,030 |
19,575 |
|
S4 |
18,375 |
18,630 |
19,465 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,847 |
20,523 |
19,410 |
|
R3 |
20,302 |
19,978 |
19,260 |
|
R2 |
19,757 |
19,757 |
19,210 |
|
R1 |
19,433 |
19,433 |
19,160 |
19,323 |
PP |
19,212 |
19,212 |
19,212 |
19,156 |
S1 |
18,888 |
18,888 |
19,060 |
18,778 |
S2 |
18,667 |
18,667 |
19,010 |
|
S3 |
18,122 |
18,343 |
18,960 |
|
S4 |
17,577 |
17,798 |
18,810 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,720 |
18,990 |
730 |
3.7% |
300 |
1.5% |
95% |
True |
False |
9,187 |
10 |
19,720 |
18,990 |
730 |
3.7% |
236 |
1.2% |
95% |
True |
False |
7,543 |
20 |
19,720 |
18,360 |
1,360 |
6.9% |
256 |
1.3% |
97% |
True |
False |
10,037 |
40 |
19,720 |
16,190 |
3,530 |
17.9% |
282 |
1.4% |
99% |
True |
False |
5,715 |
60 |
19,720 |
16,190 |
3,530 |
17.9% |
240 |
1.2% |
99% |
True |
False |
3,811 |
80 |
19,720 |
16,190 |
3,530 |
17.9% |
221 |
1.1% |
99% |
True |
False |
2,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,420 |
2.618 |
20,767 |
1.618 |
20,367 |
1.000 |
20,120 |
0.618 |
19,967 |
HIGH |
19,720 |
0.618 |
19,567 |
0.500 |
19,520 |
0.382 |
19,473 |
LOW |
19,320 |
0.618 |
19,073 |
1.000 |
18,920 |
1.618 |
18,673 |
2.618 |
18,273 |
4.250 |
17,620 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,630 |
19,583 |
PP |
19,575 |
19,480 |
S1 |
19,520 |
19,378 |
|