Trading Metrics calculated at close of trading on 09-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,480 |
19,645 |
165 |
0.8% |
19,175 |
High |
19,675 |
19,745 |
70 |
0.4% |
19,720 |
Low |
19,375 |
19,450 |
75 |
0.4% |
19,165 |
Close |
19,635 |
19,475 |
-160 |
-0.8% |
19,635 |
Range |
300 |
295 |
-5 |
-1.7% |
555 |
ATR |
266 |
268 |
2 |
0.8% |
0 |
Volume |
9,318 |
7,717 |
-1,601 |
-17.2% |
46,334 |
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,442 |
20,253 |
19,637 |
|
R3 |
20,147 |
19,958 |
19,556 |
|
R2 |
19,852 |
19,852 |
19,529 |
|
R1 |
19,663 |
19,663 |
19,502 |
19,610 |
PP |
19,557 |
19,557 |
19,557 |
19,530 |
S1 |
19,368 |
19,368 |
19,448 |
19,315 |
S2 |
19,262 |
19,262 |
19,421 |
|
S3 |
18,967 |
19,073 |
19,394 |
|
S4 |
18,672 |
18,778 |
19,313 |
|
|
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 |
19,745 |
19,165 |
580 |
3.0% |
320 |
1.6% |
53% |
True |
False |
10,810 |
10 |
19,745 |
18,990 |
755 |
3.9% |
259 |
1.3% |
64% |
True |
False |
8,310 |
20 |
19,745 |
18,825 |
920 |
4.7% |
264 |
1.4% |
71% |
True |
False |
9,577 |
40 |
19,745 |
17,190 |
2,555 |
13.1% |
260 |
1.3% |
89% |
True |
False |
6,496 |
60 |
19,745 |
16,190 |
3,555 |
18.3% |
248 |
1.3% |
92% |
True |
False |
4,334 |
80 |
19,745 |
16,190 |
3,555 |
18.3% |
223 |
1.1% |
92% |
True |
False |
3,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,999 |
2.618 |
20,517 |
1.618 |
20,222 |
1.000 |
20,040 |
0.618 |
19,927 |
HIGH |
19,745 |
0.618 |
19,632 |
0.500 |
19,598 |
0.382 |
19,563 |
LOW |
19,450 |
0.618 |
19,268 |
1.000 |
19,155 |
1.618 |
18,973 |
2.618 |
18,678 |
4.250 |
18,196 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,598 |
19,560 |
PP |
19,557 |
19,532 |
S1 |
19,516 |
19,503 |
|