| Trading Metrics calculated at close of trading on 02-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
02-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,456.0 |
11,425.0 |
-31.0 |
-0.3% |
11,426.0 |
| High |
11,486.0 |
11,622.5 |
136.5 |
1.2% |
11,486.0 |
| Low |
11,403.0 |
11,402.5 |
-0.5 |
0.0% |
11,403.0 |
| Close |
11,465.0 |
11,585.5 |
120.5 |
1.1% |
11,465.0 |
| Range |
83.0 |
220.0 |
137.0 |
165.1% |
83.0 |
| ATR |
104.0 |
112.3 |
8.3 |
8.0% |
0.0 |
| Volume |
31,665 |
80,378 |
48,713 |
153.8% |
150,154 |
|
| Daily Pivots for day following 02-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,196.8 |
12,111.2 |
11,706.5 |
|
| R3 |
11,976.8 |
11,891.2 |
11,646.0 |
|
| R2 |
11,756.8 |
11,756.8 |
11,625.8 |
|
| R1 |
11,671.2 |
11,671.2 |
11,605.7 |
11,714.0 |
| PP |
11,536.8 |
11,536.8 |
11,536.8 |
11,558.3 |
| S1 |
11,451.2 |
11,451.2 |
11,565.3 |
11,494.0 |
| S2 |
11,316.8 |
11,316.8 |
11,545.2 |
|
| S3 |
11,096.8 |
11,231.2 |
11,525.0 |
|
| S4 |
10,876.8 |
11,011.2 |
11,464.5 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,700.3 |
11,665.7 |
11,510.7 |
|
| R3 |
11,617.3 |
11,582.7 |
11,487.8 |
|
| R2 |
11,534.3 |
11,534.3 |
11,480.2 |
|
| R1 |
11,499.7 |
11,499.7 |
11,472.6 |
11,517.0 |
| PP |
11,451.3 |
11,451.3 |
11,451.3 |
11,460.0 |
| S1 |
11,416.7 |
11,416.7 |
11,457.4 |
11,434.0 |
| S2 |
11,368.3 |
11,368.3 |
11,449.8 |
|
| S3 |
11,285.3 |
11,333.7 |
11,442.2 |
|
| S4 |
11,202.3 |
11,250.7 |
11,419.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,622.5 |
11,402.5 |
220.0 |
1.9% |
92.3 |
0.8% |
83% |
True |
True |
46,106 |
| 10 |
11,622.5 |
11,377.0 |
245.5 |
2.1% |
75.5 |
0.7% |
85% |
True |
False |
43,852 |
| 20 |
11,622.5 |
10,424.5 |
1,198.0 |
10.3% |
117.5 |
1.0% |
97% |
True |
False |
41,104 |
| 40 |
11,622.5 |
10,021.5 |
1,601.0 |
13.8% |
129.1 |
1.1% |
98% |
True |
False |
20,753 |
| 60 |
11,622.5 |
10,021.5 |
1,601.0 |
13.8% |
125.1 |
1.1% |
98% |
True |
False |
13,886 |
| 80 |
11,622.5 |
10,021.5 |
1,601.0 |
13.8% |
127.2 |
1.1% |
98% |
True |
False |
10,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,557.5 |
|
2.618 |
12,198.5 |
|
1.618 |
11,978.5 |
|
1.000 |
11,842.5 |
|
0.618 |
11,758.5 |
|
HIGH |
11,622.5 |
|
0.618 |
11,538.5 |
|
0.500 |
11,512.5 |
|
0.382 |
11,486.5 |
|
LOW |
11,402.5 |
|
0.618 |
11,266.5 |
|
1.000 |
11,182.5 |
|
1.618 |
11,046.5 |
|
2.618 |
10,826.5 |
|
4.250 |
10,467.5 |
|
|
| Fisher Pivots for day following 02-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,561.2 |
11,561.2 |
| PP |
11,536.8 |
11,536.8 |
| S1 |
11,512.5 |
11,512.5 |
|