Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,390 |
19,425 |
35 |
0.2% |
19,175 |
High |
19,555 |
19,430 |
-125 |
-0.6% |
19,720 |
Low |
19,165 |
19,000 |
-165 |
-0.9% |
19,165 |
Close |
19,395 |
19,225 |
-170 |
-0.9% |
19,635 |
Range |
390 |
430 |
40 |
10.3% |
555 |
ATR |
275 |
286 |
11 |
4.0% |
0 |
Volume |
16,674 |
18,063 |
1,389 |
8.3% |
46,334 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,508 |
20,297 |
19,462 |
|
R3 |
20,078 |
19,867 |
19,343 |
|
R2 |
19,648 |
19,648 |
19,304 |
|
R1 |
19,437 |
19,437 |
19,265 |
19,328 |
PP |
19,218 |
19,218 |
19,218 |
19,164 |
S1 |
19,007 |
19,007 |
19,186 |
18,898 |
S2 |
18,788 |
18,788 |
19,146 |
|
S3 |
18,358 |
18,577 |
19,107 |
|
S4 |
17,928 |
18,147 |
18,989 |
|
|
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 |
19,000 |
745 |
3.9% |
331 |
1.7% |
30% |
False |
True |
12,640 |
10 |
19,745 |
18,990 |
755 |
3.9% |
327 |
1.7% |
31% |
False |
False |
11,955 |
20 |
19,745 |
18,990 |
755 |
3.9% |
268 |
1.4% |
31% |
False |
False |
10,060 |
40 |
19,745 |
17,675 |
2,070 |
10.8% |
261 |
1.4% |
75% |
False |
False |
7,648 |
60 |
19,745 |
16,190 |
3,555 |
18.5% |
259 |
1.3% |
85% |
False |
False |
5,103 |
80 |
19,745 |
16,190 |
3,555 |
18.5% |
234 |
1.2% |
85% |
False |
False |
3,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,258 |
2.618 |
20,556 |
1.618 |
20,126 |
1.000 |
19,860 |
0.618 |
19,696 |
HIGH |
19,430 |
0.618 |
19,266 |
0.500 |
19,215 |
0.382 |
19,164 |
LOW |
19,000 |
0.618 |
18,734 |
1.000 |
18,570 |
1.618 |
18,304 |
2.618 |
17,874 |
4.250 |
17,173 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,222 |
19,278 |
PP |
19,218 |
19,260 |
S1 |
19,215 |
19,243 |
|