Trading Metrics calculated at close of trading on 13-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,745.0 |
5,739.0 |
-6.0 |
-0.1% |
5,735.0 |
High |
5,761.0 |
5,740.0 |
-21.0 |
-0.4% |
5,790.0 |
Low |
5,715.0 |
5,666.0 |
-49.0 |
-0.9% |
5,666.0 |
Close |
5,728.0 |
5,689.0 |
-39.0 |
-0.7% |
5,689.0 |
Range |
46.0 |
74.0 |
28.0 |
60.9% |
124.0 |
ATR |
47.5 |
49.4 |
1.9 |
4.0% |
0.0 |
Volume |
22,499 |
26,181 |
3,682 |
16.4% |
130,254 |
|
Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,920.3 |
5,878.7 |
5,729.7 |
|
R3 |
5,846.3 |
5,804.7 |
5,709.4 |
|
R2 |
5,772.3 |
5,772.3 |
5,702.6 |
|
R1 |
5,730.7 |
5,730.7 |
5,695.8 |
5,714.5 |
PP |
5,698.3 |
5,698.3 |
5,698.3 |
5,690.3 |
S1 |
5,656.7 |
5,656.7 |
5,682.2 |
5,640.5 |
S2 |
5,624.3 |
5,624.3 |
5,675.4 |
|
S3 |
5,550.3 |
5,582.7 |
5,668.7 |
|
S4 |
5,476.3 |
5,508.7 |
5,648.3 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,087.0 |
6,012.0 |
5,757.2 |
|
R3 |
5,963.0 |
5,888.0 |
5,723.1 |
|
R2 |
5,839.0 |
5,839.0 |
5,711.7 |
|
R1 |
5,764.0 |
5,764.0 |
5,700.4 |
5,739.5 |
PP |
5,715.0 |
5,715.0 |
5,715.0 |
5,702.8 |
S1 |
5,640.0 |
5,640.0 |
5,677.6 |
5,615.5 |
S2 |
5,591.0 |
5,591.0 |
5,666.3 |
|
S3 |
5,467.0 |
5,516.0 |
5,654.9 |
|
S4 |
5,343.0 |
5,392.0 |
5,620.8 |
|
|
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 |
5,666.0 |
124.0 |
2.2% |
53.6 |
0.9% |
19% |
False |
True |
26,050 |
10 |
5,790.0 |
5,616.0 |
174.0 |
3.1% |
45.1 |
0.8% |
42% |
False |
False |
22,354 |
20 |
5,790.0 |
5,462.0 |
328.0 |
5.8% |
45.9 |
0.8% |
69% |
False |
False |
27,217 |
40 |
5,790.0 |
5,242.0 |
548.0 |
9.6% |
35.6 |
0.6% |
82% |
False |
False |
20,515 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
36.0 |
0.6% |
87% |
False |
False |
13,683 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
29.2 |
0.5% |
87% |
False |
False |
10,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,054.5 |
2.618 |
5,933.7 |
1.618 |
5,859.7 |
1.000 |
5,814.0 |
0.618 |
5,785.7 |
HIGH |
5,740.0 |
0.618 |
5,711.7 |
0.500 |
5,703.0 |
0.382 |
5,694.3 |
LOW |
5,666.0 |
0.618 |
5,620.3 |
1.000 |
5,592.0 |
1.618 |
5,546.3 |
2.618 |
5,472.3 |
4.250 |
5,351.5 |
|
|
Fisher Pivots for day following 13-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,703.0 |
5,713.5 |
PP |
5,698.3 |
5,705.3 |
S1 |
5,693.7 |
5,697.2 |
|