Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,032.75 |
5,044.50 |
11.75 |
0.2% |
4,876.75 |
High |
5,048.25 |
5,044.75 |
-3.50 |
-0.1% |
5,017.50 |
Low |
5,007.50 |
4,990.25 |
-17.25 |
-0.3% |
4,876.75 |
Close |
5,046.50 |
5,034.75 |
-11.75 |
-0.2% |
5,004.00 |
Range |
40.75 |
54.50 |
13.75 |
33.7% |
140.75 |
ATR |
50.46 |
50.88 |
0.41 |
0.8% |
0.00 |
Volume |
218,752 |
212,324 |
-6,428 |
-2.9% |
740,815 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,186.75 |
5,165.25 |
5,064.75 |
|
R3 |
5,132.25 |
5,110.75 |
5,049.75 |
|
R2 |
5,077.75 |
5,077.75 |
5,044.75 |
|
R1 |
5,056.25 |
5,056.25 |
5,039.75 |
5,039.75 |
PP |
5,023.25 |
5,023.25 |
5,023.25 |
5,015.00 |
S1 |
5,001.75 |
5,001.75 |
5,029.75 |
4,985.25 |
S2 |
4,968.75 |
4,968.75 |
5,024.75 |
|
S3 |
4,914.25 |
4,947.25 |
5,019.75 |
|
S4 |
4,859.75 |
4,892.75 |
5,004.75 |
|
|
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 |
5,048.25 |
4,952.50 |
95.75 |
1.9% |
45.50 |
0.9% |
86% |
False |
False |
183,255 |
10 |
5,048.25 |
4,850.00 |
198.25 |
3.9% |
48.25 |
1.0% |
93% |
False |
False |
179,299 |
20 |
5,048.25 |
4,850.00 |
198.25 |
3.9% |
44.50 |
0.9% |
93% |
False |
False |
164,083 |
40 |
5,048.25 |
4,687.25 |
361.00 |
7.2% |
51.50 |
1.0% |
96% |
False |
False |
101,532 |
60 |
5,048.25 |
4,557.00 |
491.25 |
9.8% |
60.00 |
1.2% |
97% |
False |
False |
67,878 |
80 |
5,048.25 |
4,557.00 |
491.25 |
9.8% |
56.75 |
1.1% |
97% |
False |
False |
50,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,276.50 |
2.618 |
5,187.50 |
1.618 |
5,133.00 |
1.000 |
5,099.25 |
0.618 |
5,078.50 |
HIGH |
5,044.75 |
0.618 |
5,024.00 |
0.500 |
5,017.50 |
0.382 |
5,011.00 |
LOW |
4,990.25 |
0.618 |
4,956.50 |
1.000 |
4,935.75 |
1.618 |
4,902.00 |
2.618 |
4,847.50 |
4.250 |
4,758.50 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,029.00 |
5,029.50 |
PP |
5,023.25 |
5,024.50 |
S1 |
5,017.50 |
5,019.25 |
|