Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,655.0 |
5,631.0 |
-24.0 |
-0.4% |
5,591.0 |
High |
5,659.0 |
5,704.0 |
45.0 |
0.8% |
5,675.0 |
Low |
5,616.0 |
5,619.0 |
3.0 |
0.1% |
5,591.0 |
Close |
5,631.0 |
5,702.0 |
71.0 |
1.3% |
5,631.0 |
Range |
43.0 |
85.0 |
42.0 |
97.7% |
84.0 |
ATR |
48.3 |
50.9 |
2.6 |
5.4% |
0.0 |
Volume |
14,303 |
27,110 |
12,807 |
89.5% |
53,188 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,930.0 |
5,901.0 |
5,748.8 |
|
R3 |
5,845.0 |
5,816.0 |
5,725.4 |
|
R2 |
5,760.0 |
5,760.0 |
5,717.6 |
|
R1 |
5,731.0 |
5,731.0 |
5,709.8 |
5,745.5 |
PP |
5,675.0 |
5,675.0 |
5,675.0 |
5,682.3 |
S1 |
5,646.0 |
5,646.0 |
5,694.2 |
5,660.5 |
S2 |
5,590.0 |
5,590.0 |
5,686.4 |
|
S3 |
5,505.0 |
5,561.0 |
5,678.6 |
|
S4 |
5,420.0 |
5,476.0 |
5,655.3 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,884.3 |
5,841.7 |
5,677.2 |
|
R3 |
5,800.3 |
5,757.7 |
5,654.1 |
|
R2 |
5,716.3 |
5,716.3 |
5,646.4 |
|
R1 |
5,673.7 |
5,673.7 |
5,638.7 |
5,695.0 |
PP |
5,632.3 |
5,632.3 |
5,632.3 |
5,643.0 |
S1 |
5,589.7 |
5,589.7 |
5,623.3 |
5,611.0 |
S2 |
5,548.3 |
5,548.3 |
5,615.6 |
|
S3 |
5,464.3 |
5,505.7 |
5,607.9 |
|
S4 |
5,380.3 |
5,421.7 |
5,584.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,704.0 |
5,577.0 |
127.0 |
2.2% |
55.0 |
1.0% |
98% |
True |
False |
18,336 |
10 |
5,704.0 |
5,462.0 |
242.0 |
4.2% |
50.8 |
0.9% |
99% |
True |
False |
21,178 |
20 |
5,704.0 |
5,333.0 |
371.0 |
6.5% |
40.0 |
0.7% |
99% |
True |
False |
31,874 |
40 |
5,704.0 |
5,009.0 |
695.0 |
12.2% |
40.5 |
0.7% |
100% |
True |
False |
15,964 |
60 |
5,704.0 |
5,009.0 |
695.0 |
12.2% |
32.1 |
0.6% |
100% |
True |
False |
10,652 |
80 |
5,704.0 |
5,009.0 |
695.0 |
12.2% |
25.9 |
0.5% |
100% |
True |
False |
7,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,065.3 |
2.618 |
5,926.5 |
1.618 |
5,841.5 |
1.000 |
5,789.0 |
0.618 |
5,756.5 |
HIGH |
5,704.0 |
0.618 |
5,671.5 |
0.500 |
5,661.5 |
0.382 |
5,651.5 |
LOW |
5,619.0 |
0.618 |
5,566.5 |
1.000 |
5,534.0 |
1.618 |
5,481.5 |
2.618 |
5,396.5 |
4.250 |
5,257.8 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,688.5 |
5,688.0 |
PP |
5,675.0 |
5,674.0 |
S1 |
5,661.5 |
5,660.0 |
|