Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,470 |
19,390 |
-80 |
-0.4% |
19,175 |
High |
19,525 |
19,555 |
30 |
0.2% |
19,720 |
Low |
19,285 |
19,165 |
-120 |
-0.6% |
19,165 |
Close |
19,370 |
19,395 |
25 |
0.1% |
19,635 |
Range |
240 |
390 |
150 |
62.5% |
555 |
ATR |
266 |
275 |
9 |
3.3% |
0 |
Volume |
11,431 |
16,674 |
5,243 |
45.9% |
46,334 |
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,542 |
20,358 |
19,610 |
|
R3 |
20,152 |
19,968 |
19,502 |
|
R2 |
19,762 |
19,762 |
19,467 |
|
R1 |
19,578 |
19,578 |
19,431 |
19,670 |
PP |
19,372 |
19,372 |
19,372 |
19,418 |
S1 |
19,188 |
19,188 |
19,359 |
19,280 |
S2 |
18,982 |
18,982 |
19,324 |
|
S3 |
18,592 |
18,798 |
19,288 |
|
S4 |
18,202 |
18,408 |
19,181 |
|
|
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% |
302 |
1.6% |
40% |
False |
True |
11,894 |
10 |
19,745 |
18,990 |
755 |
3.9% |
301 |
1.6% |
54% |
False |
False |
10,540 |
20 |
19,745 |
18,990 |
755 |
3.9% |
261 |
1.3% |
54% |
False |
False |
9,648 |
40 |
19,745 |
17,500 |
2,245 |
11.6% |
258 |
1.3% |
84% |
False |
False |
7,197 |
60 |
19,745 |
16,190 |
3,555 |
18.3% |
253 |
1.3% |
90% |
False |
False |
4,802 |
80 |
19,745 |
16,190 |
3,555 |
18.3% |
229 |
1.2% |
90% |
False |
False |
3,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,213 |
2.618 |
20,576 |
1.618 |
20,186 |
1.000 |
19,945 |
0.618 |
19,796 |
HIGH |
19,555 |
0.618 |
19,406 |
0.500 |
19,360 |
0.382 |
19,314 |
LOW |
19,165 |
0.618 |
18,924 |
1.000 |
18,775 |
1.618 |
18,534 |
2.618 |
18,144 |
4.250 |
17,508 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,383 |
19,455 |
PP |
19,372 |
19,435 |
S1 |
19,360 |
19,415 |
|