Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,770 |
19,757 |
-13 |
-0.1% |
19,863 |
High |
19,817 |
19,879 |
62 |
0.3% |
19,922 |
Low |
19,661 |
19,703 |
42 |
0.2% |
19,661 |
Close |
19,720 |
19,798 |
78 |
0.4% |
19,720 |
Range |
156 |
176 |
20 |
12.8% |
261 |
ATR |
126 |
130 |
4 |
2.8% |
0 |
Volume |
109,475 |
151,885 |
42,410 |
38.7% |
330,234 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,321 |
20,236 |
19,895 |
|
R3 |
20,145 |
20,060 |
19,847 |
|
R2 |
19,969 |
19,969 |
19,830 |
|
R1 |
19,884 |
19,884 |
19,814 |
19,927 |
PP |
19,793 |
19,793 |
19,793 |
19,815 |
S1 |
19,708 |
19,708 |
19,782 |
19,751 |
S2 |
19,617 |
19,617 |
19,766 |
|
S3 |
19,441 |
19,532 |
19,750 |
|
S4 |
19,265 |
19,356 |
19,701 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,551 |
20,396 |
19,864 |
|
R3 |
20,290 |
20,135 |
19,792 |
|
R2 |
20,029 |
20,029 |
19,768 |
|
R1 |
19,874 |
19,874 |
19,744 |
19,821 |
PP |
19,768 |
19,768 |
19,768 |
19,741 |
S1 |
19,613 |
19,613 |
19,696 |
19,560 |
S2 |
19,507 |
19,507 |
19,672 |
|
S3 |
19,246 |
19,352 |
19,648 |
|
S4 |
18,985 |
19,091 |
19,577 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,922 |
19,661 |
261 |
1.3% |
127 |
0.6% |
52% |
False |
False |
96,423 |
10 |
19,933 |
19,661 |
272 |
1.4% |
97 |
0.5% |
50% |
False |
False |
82,917 |
20 |
19,933 |
19,001 |
932 |
4.7% |
135 |
0.7% |
86% |
False |
False |
92,944 |
40 |
19,933 |
17,360 |
2,573 |
13.0% |
154 |
0.8% |
95% |
False |
False |
46,797 |
60 |
19,933 |
17,360 |
2,573 |
13.0% |
151 |
0.8% |
95% |
False |
False |
31,244 |
80 |
19,933 |
17,360 |
2,573 |
13.0% |
159 |
0.8% |
95% |
False |
False |
23,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,627 |
2.618 |
20,340 |
1.618 |
20,164 |
1.000 |
20,055 |
0.618 |
19,988 |
HIGH |
19,879 |
0.618 |
19,812 |
0.500 |
19,791 |
0.382 |
19,770 |
LOW |
19,703 |
0.618 |
19,594 |
1.000 |
19,527 |
1.618 |
19,418 |
2.618 |
19,242 |
4.250 |
18,955 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,796 |
19,789 |
PP |
19,793 |
19,779 |
S1 |
19,791 |
19,770 |
|