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 |
4,906.50 |
4,934.75 |
28.25 |
0.6% |
4,942.00 |
High |
4,942.50 |
4,964.25 |
21.75 |
0.4% |
4,994.50 |
Low |
4,903.00 |
4,920.50 |
17.50 |
0.4% |
4,850.00 |
Close |
4,933.50 |
4,962.00 |
28.50 |
0.6% |
4,864.00 |
Range |
39.50 |
43.75 |
4.25 |
10.8% |
144.50 |
ATR |
53.90 |
53.18 |
-0.73 |
-1.3% |
0.00 |
Volume |
171,952 |
169,565 |
-2,387 |
-1.4% |
556,244 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,080.25 |
5,064.75 |
4,986.00 |
|
R3 |
5,036.50 |
5,021.00 |
4,974.00 |
|
R2 |
4,992.75 |
4,992.75 |
4,970.00 |
|
R1 |
4,977.25 |
4,977.25 |
4,966.00 |
4,985.00 |
PP |
4,949.00 |
4,949.00 |
4,949.00 |
4,952.75 |
S1 |
4,933.50 |
4,933.50 |
4,958.00 |
4,941.25 |
S2 |
4,905.25 |
4,905.25 |
4,954.00 |
|
S3 |
4,861.50 |
4,889.75 |
4,950.00 |
|
S4 |
4,817.75 |
4,846.00 |
4,938.00 |
|
|
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 |
4,964.25 |
4,850.00 |
114.25 |
2.3% |
51.25 |
1.0% |
98% |
True |
False |
175,343 |
10 |
4,994.50 |
4,850.00 |
144.50 |
2.9% |
44.75 |
0.9% |
78% |
False |
False |
138,398 |
20 |
4,994.50 |
4,762.50 |
232.00 |
4.7% |
50.00 |
1.0% |
86% |
False |
False |
156,498 |
40 |
4,994.50 |
4,557.00 |
437.50 |
8.8% |
64.00 |
1.3% |
93% |
False |
False |
78,730 |
60 |
4,994.50 |
4,557.00 |
437.50 |
8.8% |
60.75 |
1.2% |
93% |
False |
False |
52,625 |
80 |
4,994.50 |
4,557.00 |
437.50 |
8.8% |
57.25 |
1.2% |
93% |
False |
False |
39,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,150.25 |
2.618 |
5,078.75 |
1.618 |
5,035.00 |
1.000 |
5,008.00 |
0.618 |
4,991.25 |
HIGH |
4,964.25 |
0.618 |
4,947.50 |
0.500 |
4,942.50 |
0.382 |
4,937.25 |
LOW |
4,920.50 |
0.618 |
4,893.50 |
1.000 |
4,876.75 |
1.618 |
4,849.75 |
2.618 |
4,806.00 |
4.250 |
4,734.50 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
4,955.50 |
4,948.25 |
PP |
4,949.00 |
4,934.25 |
S1 |
4,942.50 |
4,920.50 |
|