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 |
19,887 |
19,826 |
-61 |
-0.3% |
19,757 |
High |
19,922 |
19,885 |
-37 |
-0.2% |
19,925 |
Low |
19,816 |
19,765 |
-51 |
-0.3% |
19,703 |
Close |
19,828 |
19,788 |
-40 |
-0.2% |
19,897 |
Range |
106 |
120 |
14 |
13.2% |
222 |
ATR |
129 |
128 |
-1 |
-0.5% |
0 |
Volume |
85,834 |
110,885 |
25,051 |
29.2% |
487,023 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,173 |
20,100 |
19,854 |
|
R3 |
20,053 |
19,980 |
19,821 |
|
R2 |
19,933 |
19,933 |
19,810 |
|
R1 |
19,860 |
19,860 |
19,799 |
19,837 |
PP |
19,813 |
19,813 |
19,813 |
19,801 |
S1 |
19,740 |
19,740 |
19,777 |
19,717 |
S2 |
19,693 |
19,693 |
19,766 |
|
S3 |
19,573 |
19,620 |
19,755 |
|
S4 |
19,453 |
19,500 |
19,722 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,508 |
20,424 |
20,019 |
|
R3 |
20,286 |
20,202 |
19,958 |
|
R2 |
20,064 |
20,064 |
19,938 |
|
R1 |
19,980 |
19,980 |
19,917 |
20,022 |
PP |
19,842 |
19,842 |
19,842 |
19,863 |
S1 |
19,758 |
19,758 |
19,877 |
19,800 |
S2 |
19,620 |
19,620 |
19,856 |
|
S3 |
19,398 |
19,536 |
19,836 |
|
S4 |
19,176 |
19,314 |
19,775 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,925 |
19,733 |
192 |
1.0% |
125 |
0.6% |
29% |
False |
False |
106,371 |
10 |
19,925 |
19,661 |
264 |
1.3% |
126 |
0.6% |
48% |
False |
False |
101,397 |
20 |
19,933 |
19,661 |
272 |
1.4% |
119 |
0.6% |
47% |
False |
False |
110,872 |
40 |
19,933 |
18,613 |
1,320 |
6.7% |
119 |
0.6% |
89% |
False |
False |
60,012 |
60 |
19,933 |
17,360 |
2,573 |
13.0% |
146 |
0.7% |
94% |
False |
False |
40,099 |
80 |
19,933 |
17,360 |
2,573 |
13.0% |
153 |
0.8% |
94% |
False |
False |
30,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,395 |
2.618 |
20,199 |
1.618 |
20,079 |
1.000 |
20,005 |
0.618 |
19,959 |
HIGH |
19,885 |
0.618 |
19,839 |
0.500 |
19,825 |
0.382 |
19,811 |
LOW |
19,765 |
0.618 |
19,691 |
1.000 |
19,645 |
1.618 |
19,571 |
2.618 |
19,451 |
4.250 |
19,255 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,825 |
19,843 |
PP |
19,813 |
19,824 |
S1 |
19,800 |
19,806 |
|