Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,675 |
19,480 |
-195 |
-1.0% |
19,175 |
High |
19,705 |
19,675 |
-30 |
-0.2% |
19,720 |
Low |
19,420 |
19,375 |
-45 |
-0.2% |
19,165 |
Close |
19,480 |
19,635 |
155 |
0.8% |
19,635 |
Range |
285 |
300 |
15 |
5.3% |
555 |
ATR |
264 |
266 |
3 |
1.0% |
0 |
Volume |
14,330 |
9,318 |
-5,012 |
-35.0% |
46,334 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,462 |
20,348 |
19,800 |
|
R3 |
20,162 |
20,048 |
19,718 |
|
R2 |
19,862 |
19,862 |
19,690 |
|
R1 |
19,748 |
19,748 |
19,663 |
19,805 |
PP |
19,562 |
19,562 |
19,562 |
19,590 |
S1 |
19,448 |
19,448 |
19,608 |
19,505 |
S2 |
19,262 |
19,262 |
19,580 |
|
S3 |
18,962 |
19,148 |
19,553 |
|
S4 |
18,662 |
18,848 |
19,470 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,172 |
20,958 |
19,940 |
|
R3 |
20,617 |
20,403 |
19,788 |
|
R2 |
20,062 |
20,062 |
19,737 |
|
R1 |
19,848 |
19,848 |
19,686 |
19,955 |
PP |
19,507 |
19,507 |
19,507 |
19,560 |
S1 |
19,293 |
19,293 |
19,584 |
19,400 |
S2 |
18,952 |
18,952 |
19,533 |
|
S3 |
18,397 |
18,738 |
19,483 |
|
S4 |
17,842 |
18,183 |
19,330 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,720 |
19,035 |
685 |
3.5% |
301 |
1.5% |
88% |
False |
False |
10,628 |
10 |
19,720 |
18,990 |
730 |
3.7% |
243 |
1.2% |
88% |
False |
False |
8,081 |
20 |
19,720 |
18,640 |
1,080 |
5.5% |
264 |
1.3% |
92% |
False |
False |
10,183 |
40 |
19,720 |
16,190 |
3,530 |
18.0% |
285 |
1.4% |
98% |
False |
False |
6,305 |
60 |
19,720 |
16,190 |
3,530 |
18.0% |
245 |
1.2% |
98% |
False |
False |
4,205 |
80 |
19,720 |
16,190 |
3,530 |
18.0% |
222 |
1.1% |
98% |
False |
False |
3,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,950 |
2.618 |
20,461 |
1.618 |
20,161 |
1.000 |
19,975 |
0.618 |
19,861 |
HIGH |
19,675 |
0.618 |
19,561 |
0.500 |
19,525 |
0.382 |
19,490 |
LOW |
19,375 |
0.618 |
19,190 |
1.000 |
19,075 |
1.618 |
18,890 |
2.618 |
18,590 |
4.250 |
18,100 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,598 |
19,597 |
PP |
19,562 |
19,558 |
S1 |
19,525 |
19,520 |
|