Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,753.0 |
5,740.0 |
-13.0 |
-0.2% |
5,631.0 |
High |
5,755.0 |
5,751.0 |
-4.0 |
-0.1% |
5,727.0 |
Low |
5,703.0 |
5,723.0 |
20.0 |
0.4% |
5,619.0 |
Close |
5,716.0 |
5,729.0 |
13.0 |
0.2% |
5,721.0 |
Range |
52.0 |
28.0 |
-24.0 |
-46.2% |
108.0 |
ATR |
48.6 |
47.6 |
-1.0 |
-2.0% |
0.0 |
Volume |
29,260 |
24,216 |
-5,044 |
-17.2% |
78,992 |
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,818.3 |
5,801.7 |
5,744.4 |
|
R3 |
5,790.3 |
5,773.7 |
5,736.7 |
|
R2 |
5,762.3 |
5,762.3 |
5,734.1 |
|
R1 |
5,745.7 |
5,745.7 |
5,731.6 |
5,740.0 |
PP |
5,734.3 |
5,734.3 |
5,734.3 |
5,731.5 |
S1 |
5,717.7 |
5,717.7 |
5,726.4 |
5,712.0 |
S2 |
5,706.3 |
5,706.3 |
5,723.9 |
|
S3 |
5,678.3 |
5,689.7 |
5,721.3 |
|
S4 |
5,650.3 |
5,661.7 |
5,713.6 |
|
|
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 |
5,703.0 |
87.0 |
1.5% |
36.8 |
0.6% |
30% |
False |
False |
23,612 |
10 |
5,790.0 |
5,591.0 |
199.0 |
3.5% |
44.5 |
0.8% |
69% |
False |
False |
21,375 |
20 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
43.3 |
0.8% |
81% |
False |
False |
37,983 |
40 |
5,790.0 |
5,242.0 |
548.0 |
9.6% |
34.1 |
0.6% |
89% |
False |
False |
19,298 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
34.4 |
0.6% |
92% |
False |
False |
12,872 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
27.7 |
0.5% |
92% |
False |
False |
9,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,870.0 |
2.618 |
5,824.3 |
1.618 |
5,796.3 |
1.000 |
5,779.0 |
0.618 |
5,768.3 |
HIGH |
5,751.0 |
0.618 |
5,740.3 |
0.500 |
5,737.0 |
0.382 |
5,733.7 |
LOW |
5,723.0 |
0.618 |
5,705.7 |
1.000 |
5,695.0 |
1.618 |
5,677.7 |
2.618 |
5,649.7 |
4.250 |
5,604.0 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,737.0 |
5,746.5 |
PP |
5,734.3 |
5,740.7 |
S1 |
5,731.7 |
5,734.8 |
|