| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,610.0 |
11,597.0 |
-13.0 |
-0.1% |
11,426.0 |
| High |
11,649.5 |
11,617.5 |
-32.0 |
-0.3% |
11,486.0 |
| Low |
11,551.0 |
11,528.5 |
-22.5 |
-0.2% |
11,403.0 |
| Close |
11,579.0 |
11,572.5 |
-6.5 |
-0.1% |
11,465.0 |
| Range |
98.5 |
89.0 |
-9.5 |
-9.6% |
83.0 |
| ATR |
111.3 |
109.7 |
-1.6 |
-1.4% |
0.0 |
| Volume |
65,213 |
68,970 |
3,757 |
5.8% |
150,154 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,839.8 |
11,795.2 |
11,621.5 |
|
| R3 |
11,750.8 |
11,706.2 |
11,597.0 |
|
| R2 |
11,661.8 |
11,661.8 |
11,588.8 |
|
| R1 |
11,617.2 |
11,617.2 |
11,580.7 |
11,595.0 |
| PP |
11,572.8 |
11,572.8 |
11,572.8 |
11,561.8 |
| S1 |
11,528.2 |
11,528.2 |
11,564.3 |
11,506.0 |
| S2 |
11,483.8 |
11,483.8 |
11,556.2 |
|
| S3 |
11,394.8 |
11,439.2 |
11,548.0 |
|
| S4 |
11,305.8 |
11,350.2 |
11,523.6 |
|
|
| 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% |
108.6 |
0.9% |
69% |
False |
False |
58,494 |
| 10 |
11,649.5 |
11,402.5 |
247.0 |
2.1% |
82.0 |
0.7% |
69% |
False |
False |
46,928 |
| 20 |
11,649.5 |
10,845.5 |
804.0 |
6.9% |
103.5 |
0.9% |
90% |
False |
False |
47,606 |
| 40 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
128.7 |
1.1% |
95% |
False |
False |
24,060 |
| 60 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
123.2 |
1.1% |
95% |
False |
False |
16,115 |
| 80 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
125.3 |
1.1% |
95% |
False |
False |
12,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,995.8 |
|
2.618 |
11,850.5 |
|
1.618 |
11,761.5 |
|
1.000 |
11,706.5 |
|
0.618 |
11,672.5 |
|
HIGH |
11,617.5 |
|
0.618 |
11,583.5 |
|
0.500 |
11,573.0 |
|
0.382 |
11,562.5 |
|
LOW |
11,528.5 |
|
0.618 |
11,473.5 |
|
1.000 |
11,439.5 |
|
1.618 |
11,384.5 |
|
2.618 |
11,295.5 |
|
4.250 |
11,150.3 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,573.0 |
11,557.0 |
| PP |
11,572.8 |
11,541.5 |
| S1 |
11,572.7 |
11,526.0 |
|