| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,597.0 |
11,548.0 |
-49.0 |
-0.4% |
11,426.0 |
| High |
11,617.5 |
11,602.0 |
-15.5 |
-0.1% |
11,486.0 |
| Low |
11,528.5 |
11,529.5 |
1.0 |
0.0% |
11,403.0 |
| Close |
11,572.5 |
11,570.5 |
-2.0 |
0.0% |
11,465.0 |
| Range |
89.0 |
72.5 |
-16.5 |
-18.5% |
83.0 |
| ATR |
109.7 |
107.0 |
-2.7 |
-2.4% |
0.0 |
| Volume |
68,970 |
58,188 |
-10,782 |
-15.6% |
150,154 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,784.8 |
11,750.2 |
11,610.4 |
|
| R3 |
11,712.3 |
11,677.7 |
11,590.4 |
|
| R2 |
11,639.8 |
11,639.8 |
11,583.8 |
|
| R1 |
11,605.2 |
11,605.2 |
11,577.1 |
11,622.5 |
| PP |
11,567.3 |
11,567.3 |
11,567.3 |
11,576.0 |
| S1 |
11,532.7 |
11,532.7 |
11,563.9 |
11,550.0 |
| S2 |
11,494.8 |
11,494.8 |
11,557.2 |
|
| S3 |
11,422.3 |
11,460.2 |
11,550.6 |
|
| S4 |
11,349.8 |
11,387.7 |
11,530.6 |
|
|
| 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% |
112.6 |
1.0% |
68% |
False |
False |
60,882 |
| 10 |
11,649.5 |
11,402.5 |
247.0 |
2.1% |
85.3 |
0.7% |
68% |
False |
False |
48,262 |
| 20 |
11,649.5 |
10,977.5 |
672.0 |
5.8% |
95.4 |
0.8% |
88% |
False |
False |
50,343 |
| 40 |
11,649.5 |
10,398.0 |
1,251.5 |
10.8% |
114.2 |
1.0% |
94% |
False |
False |
25,481 |
| 60 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
122.7 |
1.1% |
95% |
False |
False |
17,083 |
| 80 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
124.5 |
1.1% |
95% |
False |
False |
12,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,910.1 |
|
2.618 |
11,791.8 |
|
1.618 |
11,719.3 |
|
1.000 |
11,674.5 |
|
0.618 |
11,646.8 |
|
HIGH |
11,602.0 |
|
0.618 |
11,574.3 |
|
0.500 |
11,565.8 |
|
0.382 |
11,557.2 |
|
LOW |
11,529.5 |
|
0.618 |
11,484.7 |
|
1.000 |
11,457.0 |
|
1.618 |
11,412.2 |
|
2.618 |
11,339.7 |
|
4.250 |
11,221.4 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,568.9 |
11,589.0 |
| PP |
11,567.3 |
11,582.8 |
| S1 |
11,565.8 |
11,576.7 |
|