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 |
5,697.0 |
5,719.0 |
22.0 |
0.4% |
5,591.0 |
High |
5,707.0 |
5,723.0 |
16.0 |
0.3% |
5,675.0 |
Low |
5,688.0 |
5,707.0 |
19.0 |
0.3% |
5,591.0 |
Close |
5,697.0 |
5,716.0 |
19.0 |
0.3% |
5,631.0 |
Range |
19.0 |
16.0 |
-3.0 |
-15.8% |
84.0 |
ATR |
48.7 |
47.0 |
-1.6 |
-3.3% |
0.0 |
Volume |
15,392 |
18,822 |
3,430 |
22.3% |
53,188 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,763.3 |
5,755.7 |
5,724.8 |
|
R3 |
5,747.3 |
5,739.7 |
5,720.4 |
|
R2 |
5,731.3 |
5,731.3 |
5,718.9 |
|
R1 |
5,723.7 |
5,723.7 |
5,717.5 |
5,719.5 |
PP |
5,715.3 |
5,715.3 |
5,715.3 |
5,713.3 |
S1 |
5,707.7 |
5,707.7 |
5,714.5 |
5,703.5 |
S2 |
5,699.3 |
5,699.3 |
5,713.1 |
|
S3 |
5,683.3 |
5,691.7 |
5,711.6 |
|
S4 |
5,667.3 |
5,675.7 |
5,707.2 |
|
|
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 |
5,723.0 |
5,616.0 |
107.0 |
1.9% |
42.8 |
0.7% |
93% |
True |
False |
18,940 |
10 |
5,723.0 |
5,511.0 |
212.0 |
3.7% |
45.3 |
0.8% |
97% |
True |
False |
19,557 |
20 |
5,723.0 |
5,373.0 |
350.0 |
6.1% |
40.2 |
0.7% |
98% |
True |
False |
33,559 |
40 |
5,723.0 |
5,009.0 |
714.0 |
12.5% |
39.2 |
0.7% |
99% |
True |
False |
16,819 |
60 |
5,723.0 |
5,009.0 |
714.0 |
12.5% |
32.3 |
0.6% |
99% |
True |
False |
11,222 |
80 |
5,723.0 |
5,009.0 |
714.0 |
12.5% |
26.4 |
0.5% |
99% |
True |
False |
8,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,791.0 |
2.618 |
5,764.9 |
1.618 |
5,748.9 |
1.000 |
5,739.0 |
0.618 |
5,732.9 |
HIGH |
5,723.0 |
0.618 |
5,716.9 |
0.500 |
5,715.0 |
0.382 |
5,713.1 |
LOW |
5,707.0 |
0.618 |
5,697.1 |
1.000 |
5,691.0 |
1.618 |
5,681.1 |
2.618 |
5,665.1 |
4.250 |
5,639.0 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,715.7 |
5,701.0 |
PP |
5,715.3 |
5,686.0 |
S1 |
5,715.0 |
5,671.0 |
|