Trading Metrics calculated at close of trading on 13-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,044.50 |
5,035.25 |
-9.25 |
-0.2% |
5,004.50 |
High |
5,044.75 |
5,063.25 |
18.50 |
0.4% |
5,063.25 |
Low |
4,990.25 |
5,035.25 |
45.00 |
0.9% |
4,990.25 |
Close |
5,034.75 |
5,061.25 |
26.50 |
0.5% |
5,061.25 |
Range |
54.50 |
28.00 |
-26.50 |
-48.6% |
73.00 |
ATR |
50.88 |
49.28 |
-1.60 |
-3.1% |
0.00 |
Volume |
212,324 |
136,613 |
-75,711 |
-35.7% |
869,575 |
|
Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,137.25 |
5,127.25 |
5,076.75 |
|
R3 |
5,109.25 |
5,099.25 |
5,069.00 |
|
R2 |
5,081.25 |
5,081.25 |
5,066.50 |
|
R1 |
5,071.25 |
5,071.25 |
5,063.75 |
5,076.25 |
PP |
5,053.25 |
5,053.25 |
5,053.25 |
5,055.75 |
S1 |
5,043.25 |
5,043.25 |
5,058.75 |
5,048.25 |
S2 |
5,025.25 |
5,025.25 |
5,056.00 |
|
S3 |
4,997.25 |
5,015.25 |
5,053.50 |
|
S4 |
4,969.25 |
4,987.25 |
5,045.75 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,257.25 |
5,232.25 |
5,101.50 |
|
R3 |
5,184.25 |
5,159.25 |
5,081.25 |
|
R2 |
5,111.25 |
5,111.25 |
5,074.75 |
|
R1 |
5,086.25 |
5,086.25 |
5,068.00 |
5,098.75 |
PP |
5,038.25 |
5,038.25 |
5,038.25 |
5,044.50 |
S1 |
5,013.25 |
5,013.25 |
5,054.50 |
5,025.75 |
S2 |
4,965.25 |
4,965.25 |
5,047.75 |
|
S3 |
4,892.25 |
4,940.25 |
5,041.25 |
|
S4 |
4,819.25 |
4,867.25 |
5,021.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,063.25 |
4,990.25 |
73.00 |
1.4% |
38.00 |
0.8% |
97% |
True |
False |
173,915 |
10 |
5,063.25 |
4,850.00 |
213.25 |
4.2% |
48.00 |
0.9% |
99% |
True |
False |
180,804 |
20 |
5,063.25 |
4,850.00 |
213.25 |
4.2% |
43.50 |
0.9% |
99% |
True |
False |
156,375 |
40 |
5,063.25 |
4,700.50 |
362.75 |
7.2% |
50.00 |
1.0% |
99% |
True |
False |
104,927 |
60 |
5,063.25 |
4,557.00 |
506.25 |
10.0% |
59.50 |
1.2% |
100% |
True |
False |
70,147 |
80 |
5,063.25 |
4,557.00 |
506.25 |
10.0% |
56.75 |
1.1% |
100% |
True |
False |
52,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,182.25 |
2.618 |
5,136.50 |
1.618 |
5,108.50 |
1.000 |
5,091.25 |
0.618 |
5,080.50 |
HIGH |
5,063.25 |
0.618 |
5,052.50 |
0.500 |
5,049.25 |
0.382 |
5,046.00 |
LOW |
5,035.25 |
0.618 |
5,018.00 |
1.000 |
5,007.25 |
1.618 |
4,990.00 |
2.618 |
4,962.00 |
4.250 |
4,916.25 |
|
|
Fisher Pivots for day following 13-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,057.25 |
5,049.75 |
PP |
5,053.25 |
5,038.25 |
S1 |
5,049.25 |
5,026.75 |
|