Trading Metrics calculated at close of trading on 09-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,718.0 |
5,735.0 |
17.0 |
0.3% |
5,631.0 |
High |
5,727.0 |
5,790.0 |
63.0 |
1.1% |
5,727.0 |
Low |
5,707.0 |
5,722.0 |
15.0 |
0.3% |
5,619.0 |
Close |
5,721.0 |
5,775.0 |
54.0 |
0.9% |
5,721.0 |
Range |
20.0 |
68.0 |
48.0 |
240.0% |
108.0 |
ATR |
45.1 |
46.8 |
1.7 |
3.8% |
0.0 |
Volume |
17,668 |
28,098 |
10,430 |
59.0% |
78,992 |
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,966.3 |
5,938.7 |
5,812.4 |
|
R3 |
5,898.3 |
5,870.7 |
5,793.7 |
|
R2 |
5,830.3 |
5,830.3 |
5,787.5 |
|
R1 |
5,802.7 |
5,802.7 |
5,781.2 |
5,816.5 |
PP |
5,762.3 |
5,762.3 |
5,762.3 |
5,769.3 |
S1 |
5,734.7 |
5,734.7 |
5,768.8 |
5,748.5 |
S2 |
5,694.3 |
5,694.3 |
5,762.5 |
|
S3 |
5,626.3 |
5,666.7 |
5,756.3 |
|
S4 |
5,558.3 |
5,598.7 |
5,737.6 |
|
|
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 |
5,790.0 |
5,619.0 |
171.0 |
3.0% |
41.6 |
0.7% |
91% |
True |
False |
21,418 |
10 |
5,790.0 |
5,558.0 |
232.0 |
4.0% |
45.4 |
0.8% |
94% |
True |
False |
19,300 |
20 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
42.0 |
0.7% |
95% |
True |
False |
35,762 |
40 |
5,790.0 |
5,174.0 |
616.0 |
10.7% |
35.0 |
0.6% |
98% |
True |
False |
17,961 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
33.7 |
0.6% |
98% |
True |
False |
11,981 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
26.7 |
0.5% |
98% |
True |
False |
8,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,079.0 |
2.618 |
5,968.0 |
1.618 |
5,900.0 |
1.000 |
5,858.0 |
0.618 |
5,832.0 |
HIGH |
5,790.0 |
0.618 |
5,764.0 |
0.500 |
5,756.0 |
0.382 |
5,748.0 |
LOW |
5,722.0 |
0.618 |
5,680.0 |
1.000 |
5,654.0 |
1.618 |
5,612.0 |
2.618 |
5,544.0 |
4.250 |
5,433.0 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,768.7 |
5,766.2 |
PP |
5,762.3 |
5,757.3 |
S1 |
5,756.0 |
5,748.5 |
|