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 |
4,920.50 |
4,876.75 |
-43.75 |
-0.9% |
4,942.00 |
High |
4,940.00 |
4,927.50 |
-12.50 |
-0.3% |
4,994.50 |
Low |
4,850.00 |
4,876.75 |
26.75 |
0.6% |
4,850.00 |
Close |
4,864.00 |
4,906.25 |
42.25 |
0.9% |
4,864.00 |
Range |
90.00 |
50.75 |
-39.25 |
-43.6% |
144.50 |
ATR |
54.36 |
55.01 |
0.65 |
1.2% |
0.00 |
Volume |
197,659 |
215,983 |
18,324 |
9.3% |
556,244 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,055.75 |
5,031.75 |
4,934.25 |
|
R3 |
5,005.00 |
4,981.00 |
4,920.25 |
|
R2 |
4,954.25 |
4,954.25 |
4,915.50 |
|
R1 |
4,930.25 |
4,930.25 |
4,911.00 |
4,942.25 |
PP |
4,903.50 |
4,903.50 |
4,903.50 |
4,909.50 |
S1 |
4,879.50 |
4,879.50 |
4,901.50 |
4,891.50 |
S2 |
4,852.75 |
4,852.75 |
4,897.00 |
|
S3 |
4,802.00 |
4,828.75 |
4,892.25 |
|
S4 |
4,751.25 |
4,778.00 |
4,878.25 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,336.25 |
5,244.75 |
4,943.50 |
|
R3 |
5,191.75 |
5,100.25 |
4,903.75 |
|
R2 |
5,047.25 |
5,047.25 |
4,890.50 |
|
R1 |
4,955.75 |
4,955.75 |
4,877.25 |
4,929.25 |
PP |
4,902.75 |
4,902.75 |
4,902.75 |
4,889.50 |
S1 |
4,811.25 |
4,811.25 |
4,850.75 |
4,784.75 |
S2 |
4,758.25 |
4,758.25 |
4,837.50 |
|
S3 |
4,613.75 |
4,666.75 |
4,824.25 |
|
S4 |
4,469.25 |
4,522.25 |
4,784.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,994.50 |
4,850.00 |
144.50 |
2.9% |
57.25 |
1.2% |
39% |
False |
False |
154,445 |
10 |
4,994.50 |
4,850.00 |
144.50 |
2.9% |
44.25 |
0.9% |
39% |
False |
False |
129,858 |
20 |
4,994.50 |
4,700.50 |
294.00 |
6.0% |
52.00 |
1.1% |
70% |
False |
False |
139,703 |
40 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
64.75 |
1.3% |
80% |
False |
False |
70,208 |
60 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
60.75 |
1.2% |
80% |
False |
False |
46,944 |
80 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
59.50 |
1.2% |
80% |
False |
False |
35,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,143.25 |
2.618 |
5,060.25 |
1.618 |
5,009.50 |
1.000 |
4,978.25 |
0.618 |
4,958.75 |
HIGH |
4,927.50 |
0.618 |
4,908.00 |
0.500 |
4,902.00 |
0.382 |
4,896.25 |
LOW |
4,876.75 |
0.618 |
4,845.50 |
1.000 |
4,826.00 |
1.618 |
4,794.75 |
2.618 |
4,744.00 |
4.250 |
4,661.00 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
4,905.00 |
4,902.50 |
PP |
4,903.50 |
4,898.75 |
S1 |
4,902.00 |
4,895.00 |
|