Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,740.0 |
5,745.0 |
5.0 |
0.1% |
5,631.0 |
High |
5,751.0 |
5,761.0 |
10.0 |
0.2% |
5,727.0 |
Low |
5,723.0 |
5,715.0 |
-8.0 |
-0.1% |
5,619.0 |
Close |
5,729.0 |
5,728.0 |
-1.0 |
0.0% |
5,721.0 |
Range |
28.0 |
46.0 |
18.0 |
64.3% |
108.0 |
ATR |
47.6 |
47.5 |
-0.1 |
-0.2% |
0.0 |
Volume |
24,216 |
22,499 |
-1,717 |
-7.1% |
78,992 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,872.7 |
5,846.3 |
5,753.3 |
|
R3 |
5,826.7 |
5,800.3 |
5,740.7 |
|
R2 |
5,780.7 |
5,780.7 |
5,736.4 |
|
R1 |
5,754.3 |
5,754.3 |
5,732.2 |
5,744.5 |
PP |
5,734.7 |
5,734.7 |
5,734.7 |
5,729.8 |
S1 |
5,708.3 |
5,708.3 |
5,723.8 |
5,698.5 |
S2 |
5,688.7 |
5,688.7 |
5,719.6 |
|
S3 |
5,642.7 |
5,662.3 |
5,715.4 |
|
S4 |
5,596.7 |
5,616.3 |
5,702.7 |
|
|
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% |
42.8 |
0.7% |
29% |
False |
False |
24,348 |
10 |
5,790.0 |
5,616.0 |
174.0 |
3.0% |
42.8 |
0.7% |
64% |
False |
False |
21,644 |
20 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
43.9 |
0.8% |
81% |
False |
False |
33,948 |
40 |
5,790.0 |
5,242.0 |
548.0 |
9.6% |
34.4 |
0.6% |
89% |
False |
False |
19,860 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
34.7 |
0.6% |
92% |
False |
False |
13,247 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
28.3 |
0.5% |
92% |
False |
False |
9,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,956.5 |
2.618 |
5,881.4 |
1.618 |
5,835.4 |
1.000 |
5,807.0 |
0.618 |
5,789.4 |
HIGH |
5,761.0 |
0.618 |
5,743.4 |
0.500 |
5,738.0 |
0.382 |
5,732.6 |
LOW |
5,715.0 |
0.618 |
5,686.6 |
1.000 |
5,669.0 |
1.618 |
5,640.6 |
2.618 |
5,594.6 |
4.250 |
5,519.5 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,738.0 |
5,732.0 |
PP |
5,734.7 |
5,730.7 |
S1 |
5,731.3 |
5,729.3 |
|