Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,735.0 |
5,753.0 |
18.0 |
0.3% |
5,631.0 |
High |
5,790.0 |
5,755.0 |
-35.0 |
-0.6% |
5,727.0 |
Low |
5,722.0 |
5,703.0 |
-19.0 |
-0.3% |
5,619.0 |
Close |
5,775.0 |
5,716.0 |
-59.0 |
-1.0% |
5,721.0 |
Range |
68.0 |
52.0 |
-16.0 |
-23.5% |
108.0 |
ATR |
46.8 |
48.6 |
1.8 |
3.8% |
0.0 |
Volume |
28,098 |
29,260 |
1,162 |
4.1% |
78,992 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,880.7 |
5,850.3 |
5,744.6 |
|
R3 |
5,828.7 |
5,798.3 |
5,730.3 |
|
R2 |
5,776.7 |
5,776.7 |
5,725.5 |
|
R1 |
5,746.3 |
5,746.3 |
5,720.8 |
5,735.5 |
PP |
5,724.7 |
5,724.7 |
5,724.7 |
5,719.3 |
S1 |
5,694.3 |
5,694.3 |
5,711.2 |
5,683.5 |
S2 |
5,672.7 |
5,672.7 |
5,706.5 |
|
S3 |
5,620.7 |
5,642.3 |
5,701.7 |
|
S4 |
5,568.7 |
5,590.3 |
5,687.4 |
|
|
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 |
5,688.0 |
102.0 |
1.8% |
35.0 |
0.6% |
27% |
False |
False |
21,848 |
10 |
5,790.0 |
5,577.0 |
213.0 |
3.7% |
45.0 |
0.8% |
65% |
False |
False |
20,092 |
20 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
43.2 |
0.8% |
77% |
False |
False |
37,072 |
40 |
5,790.0 |
5,242.0 |
548.0 |
9.6% |
33.4 |
0.6% |
86% |
False |
False |
18,693 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
34.4 |
0.6% |
91% |
False |
False |
12,468 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
27.4 |
0.5% |
91% |
False |
False |
9,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,976.0 |
2.618 |
5,891.1 |
1.618 |
5,839.1 |
1.000 |
5,807.0 |
0.618 |
5,787.1 |
HIGH |
5,755.0 |
0.618 |
5,735.1 |
0.500 |
5,729.0 |
0.382 |
5,722.9 |
LOW |
5,703.0 |
0.618 |
5,670.9 |
1.000 |
5,651.0 |
1.618 |
5,618.9 |
2.618 |
5,566.9 |
4.250 |
5,482.0 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,729.0 |
5,746.5 |
PP |
5,724.7 |
5,736.3 |
S1 |
5,720.3 |
5,726.2 |
|