Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
4,876.75 |
4,906.50 |
29.75 |
0.6% |
4,942.00 |
High |
4,927.50 |
4,942.50 |
15.00 |
0.3% |
4,994.50 |
Low |
4,876.75 |
4,903.00 |
26.25 |
0.5% |
4,850.00 |
Close |
4,906.25 |
4,933.50 |
27.25 |
0.6% |
4,864.00 |
Range |
50.75 |
39.50 |
-11.25 |
-22.2% |
144.50 |
ATR |
55.01 |
53.90 |
-1.11 |
-2.0% |
0.00 |
Volume |
215,983 |
171,952 |
-44,031 |
-20.4% |
556,244 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,044.75 |
5,028.75 |
4,955.25 |
|
R3 |
5,005.25 |
4,989.25 |
4,944.25 |
|
R2 |
4,965.75 |
4,965.75 |
4,940.75 |
|
R1 |
4,949.75 |
4,949.75 |
4,937.00 |
4,957.75 |
PP |
4,926.25 |
4,926.25 |
4,926.25 |
4,930.50 |
S1 |
4,910.25 |
4,910.25 |
4,930.00 |
4,918.25 |
S2 |
4,886.75 |
4,886.75 |
4,926.25 |
|
S3 |
4,847.25 |
4,870.75 |
4,922.75 |
|
S4 |
4,807.75 |
4,831.25 |
4,911.75 |
|
|
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 |
4,979.25 |
4,850.00 |
129.25 |
2.6% |
54.25 |
1.1% |
65% |
False |
False |
168,762 |
10 |
4,994.50 |
4,850.00 |
144.50 |
2.9% |
42.75 |
0.9% |
58% |
False |
False |
132,439 |
20 |
4,994.50 |
4,762.50 |
232.00 |
4.7% |
49.25 |
1.0% |
74% |
False |
False |
148,181 |
40 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
64.75 |
1.3% |
86% |
False |
False |
74,501 |
60 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
60.50 |
1.2% |
86% |
False |
False |
49,803 |
80 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
58.50 |
1.2% |
86% |
False |
False |
37,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,110.50 |
2.618 |
5,046.00 |
1.618 |
5,006.50 |
1.000 |
4,982.00 |
0.618 |
4,967.00 |
HIGH |
4,942.50 |
0.618 |
4,927.50 |
0.500 |
4,922.75 |
0.382 |
4,918.00 |
LOW |
4,903.00 |
0.618 |
4,878.50 |
1.000 |
4,863.50 |
1.618 |
4,839.00 |
2.618 |
4,799.50 |
4.250 |
4,735.00 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
4,930.00 |
4,921.00 |
PP |
4,926.25 |
4,908.75 |
S1 |
4,922.75 |
4,896.25 |
|