Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,798 |
19,865 |
67 |
0.3% |
19,863 |
High |
19,881 |
19,872 |
-9 |
0.0% |
19,922 |
Low |
19,787 |
19,733 |
-54 |
-0.3% |
19,661 |
Close |
19,856 |
19,821 |
-35 |
-0.2% |
19,720 |
Range |
94 |
139 |
45 |
47.9% |
261 |
ATR |
127 |
128 |
1 |
0.7% |
0 |
Volume |
104,361 |
108,860 |
4,499 |
4.3% |
330,234 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,226 |
20,162 |
19,898 |
|
R3 |
20,087 |
20,023 |
19,859 |
|
R2 |
19,948 |
19,948 |
19,847 |
|
R1 |
19,884 |
19,884 |
19,834 |
19,847 |
PP |
19,809 |
19,809 |
19,809 |
19,790 |
S1 |
19,745 |
19,745 |
19,808 |
19,708 |
S2 |
19,670 |
19,670 |
19,796 |
|
S3 |
19,531 |
19,606 |
19,783 |
|
S4 |
19,392 |
19,467 |
19,745 |
|
|
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 |
19,881 |
19,661 |
220 |
1.1% |
131 |
0.7% |
73% |
False |
False |
112,186 |
10 |
19,930 |
19,661 |
269 |
1.4% |
104 |
0.5% |
59% |
False |
False |
87,355 |
20 |
19,933 |
19,158 |
775 |
3.9% |
133 |
0.7% |
86% |
False |
False |
103,397 |
40 |
19,933 |
17,360 |
2,573 |
13.0% |
152 |
0.8% |
96% |
False |
False |
52,117 |
60 |
19,933 |
17,360 |
2,573 |
13.0% |
150 |
0.8% |
96% |
False |
False |
34,796 |
80 |
19,933 |
17,360 |
2,573 |
13.0% |
155 |
0.8% |
96% |
False |
False |
26,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,463 |
2.618 |
20,236 |
1.618 |
20,097 |
1.000 |
20,011 |
0.618 |
19,958 |
HIGH |
19,872 |
0.618 |
19,819 |
0.500 |
19,803 |
0.382 |
19,786 |
LOW |
19,733 |
0.618 |
19,647 |
1.000 |
19,594 |
1.618 |
19,508 |
2.618 |
19,369 |
4.250 |
19,142 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,815 |
19,811 |
PP |
19,809 |
19,802 |
S1 |
19,803 |
19,792 |
|