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 |
1,364.0 |
1,353.1 |
-10.9 |
-0.8% |
1,360.3 |
High |
1,367.0 |
1,372.1 |
5.1 |
0.4% |
1,388.8 |
Low |
1,352.9 |
1,351.1 |
-1.8 |
-0.1% |
1,353.6 |
Close |
1,355.3 |
1,369.2 |
13.9 |
1.0% |
1,365.1 |
Range |
14.1 |
21.0 |
6.9 |
48.9% |
35.2 |
ATR |
17.9 |
18.1 |
0.2 |
1.2% |
0.0 |
Volume |
127,200 |
134,535 |
7,335 |
5.8% |
550,766 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.3 |
1,419.3 |
1,380.8 |
|
R3 |
1,406.3 |
1,398.3 |
1,375.0 |
|
R2 |
1,385.3 |
1,385.3 |
1,373.0 |
|
R1 |
1,377.3 |
1,377.3 |
1,371.0 |
1,381.3 |
PP |
1,364.3 |
1,364.3 |
1,364.3 |
1,366.0 |
S1 |
1,356.3 |
1,356.3 |
1,367.3 |
1,360.3 |
S2 |
1,343.3 |
1,343.3 |
1,365.3 |
|
S3 |
1,322.3 |
1,335.3 |
1,363.5 |
|
S4 |
1,301.3 |
1,314.3 |
1,357.8 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.8 |
1,455.3 |
1,384.5 |
|
R3 |
1,439.5 |
1,420.0 |
1,374.8 |
|
R2 |
1,404.3 |
1,404.3 |
1,371.5 |
|
R1 |
1,384.8 |
1,384.8 |
1,368.3 |
1,394.5 |
PP |
1,369.3 |
1,369.3 |
1,369.3 |
1,374.0 |
S1 |
1,349.5 |
1,349.5 |
1,361.8 |
1,359.3 |
S2 |
1,334.0 |
1,334.0 |
1,358.8 |
|
S3 |
1,298.8 |
1,314.3 |
1,355.5 |
|
S4 |
1,263.5 |
1,279.3 |
1,345.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,388.8 |
1,351.1 |
37.7 |
2.8% |
19.0 |
1.4% |
48% |
False |
True |
130,650 |
10 |
1,388.8 |
1,351.1 |
37.7 |
2.8% |
18.8 |
1.4% |
48% |
False |
True |
117,118 |
20 |
1,395.0 |
1,351.1 |
43.9 |
3.2% |
18.5 |
1.4% |
41% |
False |
True |
138,776 |
40 |
1,395.0 |
1,276.0 |
119.0 |
8.7% |
16.8 |
1.2% |
78% |
False |
False |
80,724 |
60 |
1,395.0 |
1,122.9 |
272.1 |
19.9% |
15.3 |
1.1% |
91% |
False |
False |
53,829 |
80 |
1,395.0 |
1,122.9 |
272.1 |
19.9% |
13.0 |
1.0% |
91% |
False |
False |
40,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.3 |
2.618 |
1,427.0 |
1.618 |
1,406.0 |
1.000 |
1,393.0 |
0.618 |
1,385.0 |
HIGH |
1,372.0 |
0.618 |
1,364.0 |
0.500 |
1,361.5 |
0.382 |
1,359.0 |
LOW |
1,351.0 |
0.618 |
1,338.0 |
1.000 |
1,330.0 |
1.618 |
1,317.0 |
2.618 |
1,296.0 |
4.250 |
1,261.8 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,366.8 |
1,367.3 |
PP |
1,364.3 |
1,365.5 |
S1 |
1,361.5 |
1,363.5 |
|