Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
4,934.75 |
4,962.50 |
27.75 |
0.6% |
4,876.75 |
High |
4,964.25 |
5,017.50 |
53.25 |
1.1% |
5,017.50 |
Low |
4,920.50 |
4,952.50 |
32.00 |
0.7% |
4,876.75 |
Close |
4,962.00 |
5,004.00 |
42.00 |
0.8% |
5,004.00 |
Range |
43.75 |
65.00 |
21.25 |
48.6% |
140.75 |
ATR |
53.18 |
54.02 |
0.84 |
1.6% |
0.00 |
Volume |
169,565 |
183,315 |
13,750 |
8.1% |
740,815 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,186.25 |
5,160.25 |
5,039.75 |
|
R3 |
5,121.25 |
5,095.25 |
5,022.00 |
|
R2 |
5,056.25 |
5,056.25 |
5,016.00 |
|
R1 |
5,030.25 |
5,030.25 |
5,010.00 |
5,043.25 |
PP |
4,991.25 |
4,991.25 |
4,991.25 |
4,998.00 |
S1 |
4,965.25 |
4,965.25 |
4,998.00 |
4,978.25 |
S2 |
4,926.25 |
4,926.25 |
4,992.00 |
|
S3 |
4,861.25 |
4,900.25 |
4,986.00 |
|
S4 |
4,796.25 |
4,835.25 |
4,968.25 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,388.25 |
5,337.00 |
5,081.50 |
|
R3 |
5,247.50 |
5,196.25 |
5,042.75 |
|
R2 |
5,106.75 |
5,106.75 |
5,029.75 |
|
R1 |
5,055.50 |
5,055.50 |
5,017.00 |
5,081.00 |
PP |
4,966.00 |
4,966.00 |
4,966.00 |
4,979.00 |
S1 |
4,914.75 |
4,914.75 |
4,991.00 |
4,940.50 |
S2 |
4,825.25 |
4,825.25 |
4,978.25 |
|
S3 |
4,684.50 |
4,774.00 |
4,965.25 |
|
S4 |
4,543.75 |
4,633.25 |
4,926.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,017.50 |
4,850.00 |
167.50 |
3.3% |
57.75 |
1.2% |
92% |
True |
False |
187,694 |
10 |
5,017.50 |
4,850.00 |
167.50 |
3.3% |
49.25 |
1.0% |
92% |
True |
False |
147,664 |
20 |
5,017.50 |
4,836.00 |
181.50 |
3.6% |
48.75 |
1.0% |
93% |
True |
False |
165,137 |
40 |
5,017.50 |
4,557.00 |
460.50 |
9.2% |
64.00 |
1.3% |
97% |
True |
False |
83,300 |
60 |
5,017.50 |
4,557.00 |
460.50 |
9.2% |
60.25 |
1.2% |
97% |
True |
False |
55,674 |
80 |
5,017.50 |
4,557.00 |
460.50 |
9.2% |
57.50 |
1.2% |
97% |
True |
False |
41,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,293.75 |
2.618 |
5,187.75 |
1.618 |
5,122.75 |
1.000 |
5,082.50 |
0.618 |
5,057.75 |
HIGH |
5,017.50 |
0.618 |
4,992.75 |
0.500 |
4,985.00 |
0.382 |
4,977.25 |
LOW |
4,952.50 |
0.618 |
4,912.25 |
1.000 |
4,887.50 |
1.618 |
4,847.25 |
2.618 |
4,782.25 |
4.250 |
4,676.25 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
4,997.75 |
4,989.50 |
PP |
4,991.25 |
4,974.75 |
S1 |
4,985.00 |
4,960.25 |
|