Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,645 |
19,470 |
-175 |
-0.9% |
19,175 |
High |
19,745 |
19,525 |
-220 |
-1.1% |
19,720 |
Low |
19,450 |
19,285 |
-165 |
-0.8% |
19,165 |
Close |
19,475 |
19,370 |
-105 |
-0.5% |
19,635 |
Range |
295 |
240 |
-55 |
-18.6% |
555 |
ATR |
268 |
266 |
-2 |
-0.8% |
0 |
Volume |
7,717 |
11,431 |
3,714 |
48.1% |
46,334 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,113 |
19,982 |
19,502 |
|
R3 |
19,873 |
19,742 |
19,436 |
|
R2 |
19,633 |
19,633 |
19,414 |
|
R1 |
19,502 |
19,502 |
19,392 |
19,448 |
PP |
19,393 |
19,393 |
19,393 |
19,366 |
S1 |
19,262 |
19,262 |
19,348 |
19,208 |
S2 |
19,153 |
19,153 |
19,326 |
|
S3 |
18,913 |
19,022 |
19,304 |
|
S4 |
18,673 |
18,782 |
19,238 |
|
|
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 |
19,285 |
460 |
2.4% |
304 |
1.6% |
18% |
False |
True |
11,013 |
10 |
19,745 |
18,990 |
755 |
3.9% |
274 |
1.4% |
50% |
False |
False |
9,169 |
20 |
19,745 |
18,990 |
755 |
3.9% |
254 |
1.3% |
50% |
False |
False |
9,455 |
40 |
19,745 |
17,330 |
2,415 |
12.5% |
256 |
1.3% |
84% |
False |
False |
6,781 |
60 |
19,745 |
16,190 |
3,555 |
18.4% |
250 |
1.3% |
89% |
False |
False |
4,524 |
80 |
19,745 |
16,190 |
3,555 |
18.4% |
225 |
1.2% |
89% |
False |
False |
3,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,545 |
2.618 |
20,153 |
1.618 |
19,913 |
1.000 |
19,765 |
0.618 |
19,673 |
HIGH |
19,525 |
0.618 |
19,433 |
0.500 |
19,405 |
0.382 |
19,377 |
LOW |
19,285 |
0.618 |
19,137 |
1.000 |
19,045 |
1.618 |
18,897 |
2.618 |
18,657 |
4.250 |
18,265 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,405 |
19,515 |
PP |
19,393 |
19,467 |
S1 |
19,382 |
19,418 |
|