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 |
5,719.0 |
5,718.0 |
-1.0 |
0.0% |
5,631.0 |
High |
5,723.0 |
5,727.0 |
4.0 |
0.1% |
5,727.0 |
Low |
5,707.0 |
5,707.0 |
0.0 |
0.0% |
5,619.0 |
Close |
5,716.0 |
5,721.0 |
5.0 |
0.1% |
5,721.0 |
Range |
16.0 |
20.0 |
4.0 |
25.0% |
108.0 |
ATR |
47.0 |
45.1 |
-1.9 |
-4.1% |
0.0 |
Volume |
18,822 |
17,668 |
-1,154 |
-6.1% |
78,992 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,778.3 |
5,769.7 |
5,732.0 |
|
R3 |
5,758.3 |
5,749.7 |
5,726.5 |
|
R2 |
5,738.3 |
5,738.3 |
5,724.7 |
|
R1 |
5,729.7 |
5,729.7 |
5,722.8 |
5,734.0 |
PP |
5,718.3 |
5,718.3 |
5,718.3 |
5,720.5 |
S1 |
5,709.7 |
5,709.7 |
5,719.2 |
5,714.0 |
S2 |
5,698.3 |
5,698.3 |
5,717.3 |
|
S3 |
5,678.3 |
5,689.7 |
5,715.5 |
|
S4 |
5,658.3 |
5,669.7 |
5,710.0 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,013.0 |
5,975.0 |
5,780.4 |
|
R3 |
5,905.0 |
5,867.0 |
5,750.7 |
|
R2 |
5,797.0 |
5,797.0 |
5,740.8 |
|
R1 |
5,759.0 |
5,759.0 |
5,730.9 |
5,778.0 |
PP |
5,689.0 |
5,689.0 |
5,689.0 |
5,698.5 |
S1 |
5,651.0 |
5,651.0 |
5,711.1 |
5,670.0 |
S2 |
5,581.0 |
5,581.0 |
5,701.2 |
|
S3 |
5,473.0 |
5,543.0 |
5,691.3 |
|
S4 |
5,365.0 |
5,435.0 |
5,661.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,727.0 |
5,616.0 |
111.0 |
1.9% |
36.6 |
0.6% |
95% |
True |
False |
18,659 |
10 |
5,727.0 |
5,555.0 |
172.0 |
3.0% |
42.0 |
0.7% |
97% |
True |
False |
18,485 |
20 |
5,727.0 |
5,405.0 |
322.0 |
5.6% |
39.9 |
0.7% |
98% |
True |
False |
34,420 |
40 |
5,727.0 |
5,009.0 |
718.0 |
12.6% |
39.0 |
0.7% |
99% |
True |
False |
17,259 |
60 |
5,727.0 |
5,009.0 |
718.0 |
12.6% |
32.6 |
0.6% |
99% |
True |
False |
11,516 |
80 |
5,727.0 |
5,009.0 |
718.0 |
12.6% |
26.6 |
0.5% |
99% |
True |
False |
8,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,812.0 |
2.618 |
5,779.4 |
1.618 |
5,759.4 |
1.000 |
5,747.0 |
0.618 |
5,739.4 |
HIGH |
5,727.0 |
0.618 |
5,719.4 |
0.500 |
5,717.0 |
0.382 |
5,714.6 |
LOW |
5,707.0 |
0.618 |
5,694.6 |
1.000 |
5,687.0 |
1.618 |
5,674.6 |
2.618 |
5,654.6 |
4.250 |
5,622.0 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,719.7 |
5,716.5 |
PP |
5,718.3 |
5,712.0 |
S1 |
5,717.0 |
5,707.5 |
|