Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,365 |
19,675 |
310 |
1.6% |
19,420 |
High |
19,720 |
19,705 |
-15 |
-0.1% |
19,535 |
Low |
19,320 |
19,420 |
100 |
0.5% |
18,990 |
Close |
19,685 |
19,480 |
-205 |
-1.0% |
19,110 |
Range |
400 |
285 |
-115 |
-28.8% |
545 |
ATR |
262 |
264 |
2 |
0.6% |
0 |
Volume |
12,273 |
14,330 |
2,057 |
16.8% |
26,209 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,390 |
20,220 |
19,637 |
|
R3 |
20,105 |
19,935 |
19,559 |
|
R2 |
19,820 |
19,820 |
19,532 |
|
R1 |
19,650 |
19,650 |
19,506 |
19,593 |
PP |
19,535 |
19,535 |
19,535 |
19,506 |
S1 |
19,365 |
19,365 |
19,454 |
19,308 |
S2 |
19,250 |
19,250 |
19,428 |
|
S3 |
18,965 |
19,080 |
19,402 |
|
S4 |
18,680 |
18,795 |
19,323 |
|
|
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% |
322 |
1.7% |
67% |
False |
False |
11,270 |
10 |
19,720 |
18,990 |
730 |
3.7% |
235 |
1.2% |
67% |
False |
False |
7,973 |
20 |
19,720 |
18,455 |
1,265 |
6.5% |
261 |
1.3% |
81% |
False |
False |
10,292 |
40 |
19,720 |
16,190 |
3,530 |
18.1% |
283 |
1.5% |
93% |
False |
False |
6,073 |
60 |
19,720 |
16,190 |
3,530 |
18.1% |
244 |
1.3% |
93% |
False |
False |
4,050 |
80 |
19,720 |
16,190 |
3,530 |
18.1% |
222 |
1.1% |
93% |
False |
False |
3,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,916 |
2.618 |
20,451 |
1.618 |
20,166 |
1.000 |
19,990 |
0.618 |
19,881 |
HIGH |
19,705 |
0.618 |
19,596 |
0.500 |
19,563 |
0.382 |
19,529 |
LOW |
19,420 |
0.618 |
19,244 |
1.000 |
19,135 |
1.618 |
18,959 |
2.618 |
18,674 |
4.250 |
18,209 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,563 |
19,468 |
PP |
19,535 |
19,455 |
S1 |
19,508 |
19,443 |
|