Trading Metrics calculated at close of trading on 09-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
4,962.50 |
5,004.50 |
42.00 |
0.8% |
4,876.75 |
High |
5,017.50 |
5,029.50 |
12.00 |
0.2% |
5,017.50 |
Low |
4,952.50 |
5,002.50 |
50.00 |
1.0% |
4,876.75 |
Close |
5,004.00 |
5,022.00 |
18.00 |
0.4% |
5,004.00 |
Range |
65.00 |
27.00 |
-38.00 |
-58.5% |
140.75 |
ATR |
54.02 |
52.09 |
-1.93 |
-3.6% |
0.00 |
Volume |
183,315 |
148,112 |
-35,203 |
-19.2% |
740,815 |
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,099.00 |
5,087.50 |
5,036.75 |
|
R3 |
5,072.00 |
5,060.50 |
5,029.50 |
|
R2 |
5,045.00 |
5,045.00 |
5,027.00 |
|
R1 |
5,033.50 |
5,033.50 |
5,024.50 |
5,039.25 |
PP |
5,018.00 |
5,018.00 |
5,018.00 |
5,021.00 |
S1 |
5,006.50 |
5,006.50 |
5,019.50 |
5,012.25 |
S2 |
4,991.00 |
4,991.00 |
5,017.00 |
|
S3 |
4,964.00 |
4,979.50 |
5,014.50 |
|
S4 |
4,937.00 |
4,952.50 |
5,007.25 |
|
|
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 |
5,029.50 |
4,876.75 |
152.75 |
3.0% |
45.25 |
0.9% |
95% |
True |
False |
177,785 |
10 |
5,029.50 |
4,850.00 |
179.50 |
3.6% |
48.25 |
1.0% |
96% |
True |
False |
151,423 |
20 |
5,029.50 |
4,850.00 |
179.50 |
3.6% |
48.50 |
1.0% |
96% |
True |
False |
169,771 |
40 |
5,029.50 |
4,672.00 |
357.50 |
7.1% |
57.75 |
1.1% |
98% |
True |
False |
86,956 |
60 |
5,029.50 |
4,557.00 |
472.50 |
9.4% |
60.00 |
1.2% |
98% |
True |
False |
58,140 |
80 |
5,029.50 |
4,557.00 |
472.50 |
9.4% |
57.25 |
1.1% |
98% |
True |
False |
43,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,144.25 |
2.618 |
5,100.25 |
1.618 |
5,073.25 |
1.000 |
5,056.50 |
0.618 |
5,046.25 |
HIGH |
5,029.50 |
0.618 |
5,019.25 |
0.500 |
5,016.00 |
0.382 |
5,012.75 |
LOW |
5,002.50 |
0.618 |
4,985.75 |
1.000 |
4,975.50 |
1.618 |
4,958.75 |
2.618 |
4,931.75 |
4.250 |
4,887.75 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,020.00 |
5,006.25 |
PP |
5,018.00 |
4,990.75 |
S1 |
5,016.00 |
4,975.00 |
|