| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2017 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,425.0 |
11,610.0 |
185.0 |
1.6% |
11,426.0 |
| High |
11,622.5 |
11,649.5 |
27.0 |
0.2% |
11,486.0 |
| Low |
11,402.5 |
11,551.0 |
148.5 |
1.3% |
11,403.0 |
| Close |
11,585.5 |
11,579.0 |
-6.5 |
-0.1% |
11,465.0 |
| Range |
220.0 |
98.5 |
-121.5 |
-55.2% |
83.0 |
| ATR |
112.3 |
111.3 |
-1.0 |
-0.9% |
0.0 |
| Volume |
80,378 |
65,213 |
-15,165 |
-18.9% |
150,154 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,888.7 |
11,832.3 |
11,633.2 |
|
| R3 |
11,790.2 |
11,733.8 |
11,606.1 |
|
| R2 |
11,691.7 |
11,691.7 |
11,597.1 |
|
| R1 |
11,635.3 |
11,635.3 |
11,588.0 |
11,614.3 |
| PP |
11,593.2 |
11,593.2 |
11,593.2 |
11,582.6 |
| S1 |
11,536.8 |
11,536.8 |
11,570.0 |
11,515.8 |
| S2 |
11,494.7 |
11,494.7 |
11,560.9 |
|
| S3 |
11,396.2 |
11,438.3 |
11,551.9 |
|
| S4 |
11,297.7 |
11,339.8 |
11,524.8 |
|
|
| 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 |
11,649.5 |
11,402.5 |
247.0 |
2.1% |
100.4 |
0.9% |
71% |
True |
False |
52,661 |
| 10 |
11,649.5 |
11,402.5 |
247.0 |
2.1% |
79.9 |
0.7% |
71% |
True |
False |
44,547 |
| 20 |
11,649.5 |
10,664.5 |
985.0 |
8.5% |
107.4 |
0.9% |
93% |
True |
False |
44,282 |
| 40 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
129.4 |
1.1% |
96% |
True |
False |
22,376 |
| 60 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
123.9 |
1.1% |
96% |
True |
False |
14,967 |
| 80 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
126.7 |
1.1% |
96% |
True |
False |
11,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,068.1 |
|
2.618 |
11,907.4 |
|
1.618 |
11,808.9 |
|
1.000 |
11,748.0 |
|
0.618 |
11,710.4 |
|
HIGH |
11,649.5 |
|
0.618 |
11,611.9 |
|
0.500 |
11,600.3 |
|
0.382 |
11,588.6 |
|
LOW |
11,551.0 |
|
0.618 |
11,490.1 |
|
1.000 |
11,452.5 |
|
1.618 |
11,391.6 |
|
2.618 |
11,293.1 |
|
4.250 |
11,132.4 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,600.3 |
11,561.3 |
| PP |
11,593.2 |
11,543.7 |
| S1 |
11,586.1 |
11,526.0 |
|