| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,548.0 |
11,564.5 |
16.5 |
0.1% |
11,425.0 |
| High |
11,602.0 |
11,618.0 |
16.0 |
0.1% |
11,649.5 |
| Low |
11,529.5 |
11,541.5 |
12.0 |
0.1% |
11,402.5 |
| Close |
11,570.5 |
11,591.5 |
21.0 |
0.2% |
11,591.5 |
| Range |
72.5 |
76.5 |
4.0 |
5.5% |
247.0 |
| ATR |
107.0 |
104.9 |
-2.2 |
-2.0% |
0.0 |
| Volume |
58,188 |
65,463 |
7,275 |
12.5% |
338,212 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,813.2 |
11,778.8 |
11,633.6 |
|
| R3 |
11,736.7 |
11,702.3 |
11,612.5 |
|
| R2 |
11,660.2 |
11,660.2 |
11,605.5 |
|
| R1 |
11,625.8 |
11,625.8 |
11,598.5 |
11,643.0 |
| PP |
11,583.7 |
11,583.7 |
11,583.7 |
11,592.3 |
| S1 |
11,549.3 |
11,549.3 |
11,584.5 |
11,566.5 |
| S2 |
11,507.2 |
11,507.2 |
11,577.5 |
|
| S3 |
11,430.7 |
11,472.8 |
11,570.5 |
|
| S4 |
11,354.2 |
11,396.3 |
11,549.4 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,288.8 |
12,187.2 |
11,727.4 |
|
| R3 |
12,041.8 |
11,940.2 |
11,659.4 |
|
| R2 |
11,794.8 |
11,794.8 |
11,636.8 |
|
| R1 |
11,693.2 |
11,693.2 |
11,614.1 |
11,744.0 |
| PP |
11,547.8 |
11,547.8 |
11,547.8 |
11,573.3 |
| S1 |
11,446.2 |
11,446.2 |
11,568.9 |
11,497.0 |
| S2 |
11,300.8 |
11,300.8 |
11,546.2 |
|
| S3 |
11,053.8 |
11,199.2 |
11,523.6 |
|
| S4 |
10,806.8 |
10,952.2 |
11,455.7 |
|
|
| 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% |
111.3 |
1.0% |
77% |
False |
False |
67,642 |
| 10 |
11,649.5 |
11,402.5 |
247.0 |
2.1% |
87.9 |
0.8% |
77% |
False |
False |
51,202 |
| 20 |
11,649.5 |
11,139.0 |
510.5 |
4.4% |
88.1 |
0.8% |
89% |
False |
False |
53,358 |
| 40 |
11,649.5 |
10,398.0 |
1,251.5 |
10.8% |
110.8 |
1.0% |
95% |
False |
False |
27,115 |
| 60 |
11,649.5 |
10,021.5 |
1,628.0 |
14.0% |
122.3 |
1.1% |
96% |
False |
False |
18,158 |
| 80 |
11,649.5 |
10,021.5 |
1,628.0 |
14.0% |
125.2 |
1.1% |
96% |
False |
False |
13,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,943.1 |
|
2.618 |
11,818.3 |
|
1.618 |
11,741.8 |
|
1.000 |
11,694.5 |
|
0.618 |
11,665.3 |
|
HIGH |
11,618.0 |
|
0.618 |
11,588.8 |
|
0.500 |
11,579.8 |
|
0.382 |
11,570.7 |
|
LOW |
11,541.5 |
|
0.618 |
11,494.2 |
|
1.000 |
11,465.0 |
|
1.618 |
11,417.7 |
|
2.618 |
11,341.2 |
|
4.250 |
11,216.4 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,587.6 |
11,585.4 |
| PP |
11,583.7 |
11,579.3 |
| S1 |
11,579.8 |
11,573.3 |
|