Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,004.50 |
5,022.00 |
17.50 |
0.3% |
4,876.75 |
High |
5,029.50 |
5,047.00 |
17.50 |
0.3% |
5,017.50 |
Low |
5,002.50 |
5,007.25 |
4.75 |
0.1% |
4,876.75 |
Close |
5,022.00 |
5,031.25 |
9.25 |
0.2% |
5,004.00 |
Range |
27.00 |
39.75 |
12.75 |
47.2% |
140.75 |
ATR |
52.09 |
51.21 |
-0.88 |
-1.7% |
0.00 |
Volume |
148,112 |
153,774 |
5,662 |
3.8% |
740,815 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,147.75 |
5,129.25 |
5,053.00 |
|
R3 |
5,108.00 |
5,089.50 |
5,042.25 |
|
R2 |
5,068.25 |
5,068.25 |
5,038.50 |
|
R1 |
5,049.75 |
5,049.75 |
5,035.00 |
5,059.00 |
PP |
5,028.50 |
5,028.50 |
5,028.50 |
5,033.00 |
S1 |
5,010.00 |
5,010.00 |
5,027.50 |
5,019.25 |
S2 |
4,988.75 |
4,988.75 |
5,024.00 |
|
S3 |
4,949.00 |
4,970.25 |
5,020.25 |
|
S4 |
4,909.25 |
4,930.50 |
5,009.50 |
|
|
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 |
5,047.00 |
4,903.00 |
144.00 |
2.9% |
43.00 |
0.9% |
89% |
True |
False |
165,343 |
10 |
5,047.00 |
4,850.00 |
197.00 |
3.9% |
50.25 |
1.0% |
92% |
True |
False |
159,894 |
20 |
5,047.00 |
4,850.00 |
197.00 |
3.9% |
48.25 |
1.0% |
92% |
True |
False |
168,900 |
40 |
5,047.00 |
4,672.00 |
375.00 |
7.5% |
53.75 |
1.1% |
96% |
True |
False |
90,781 |
60 |
5,047.00 |
4,557.00 |
490.00 |
9.7% |
59.75 |
1.2% |
97% |
True |
False |
60,700 |
80 |
5,047.00 |
4,557.00 |
490.00 |
9.7% |
56.50 |
1.1% |
97% |
True |
False |
45,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,216.00 |
2.618 |
5,151.00 |
1.618 |
5,111.25 |
1.000 |
5,086.75 |
0.618 |
5,071.50 |
HIGH |
5,047.00 |
0.618 |
5,031.75 |
0.500 |
5,027.00 |
0.382 |
5,022.50 |
LOW |
5,007.25 |
0.618 |
4,982.75 |
1.000 |
4,967.50 |
1.618 |
4,943.00 |
2.618 |
4,903.25 |
4.250 |
4,838.25 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,030.00 |
5,020.75 |
PP |
5,028.50 |
5,010.25 |
S1 |
5,027.00 |
4,999.75 |
|