Trading Metrics calculated at close of trading on 16-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
16-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,739.0 |
5,700.0 |
-39.0 |
-0.7% |
5,735.0 |
High |
5,740.0 |
5,719.0 |
-21.0 |
-0.4% |
5,790.0 |
Low |
5,666.0 |
5,696.0 |
30.0 |
0.5% |
5,666.0 |
Close |
5,689.0 |
5,703.0 |
14.0 |
0.2% |
5,689.0 |
Range |
74.0 |
23.0 |
-51.0 |
-68.9% |
124.0 |
ATR |
49.4 |
48.0 |
-1.4 |
-2.8% |
0.0 |
Volume |
26,181 |
22,077 |
-4,104 |
-15.7% |
130,254 |
|
Daily Pivots for day following 16-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,775.0 |
5,762.0 |
5,715.7 |
|
R3 |
5,752.0 |
5,739.0 |
5,709.3 |
|
R2 |
5,729.0 |
5,729.0 |
5,707.2 |
|
R1 |
5,716.0 |
5,716.0 |
5,705.1 |
5,722.5 |
PP |
5,706.0 |
5,706.0 |
5,706.0 |
5,709.3 |
S1 |
5,693.0 |
5,693.0 |
5,700.9 |
5,699.5 |
S2 |
5,683.0 |
5,683.0 |
5,698.8 |
|
S3 |
5,660.0 |
5,670.0 |
5,696.7 |
|
S4 |
5,637.0 |
5,647.0 |
5,690.4 |
|
|
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 |
5,761.0 |
5,666.0 |
95.0 |
1.7% |
44.6 |
0.8% |
39% |
False |
False |
24,846 |
10 |
5,790.0 |
5,619.0 |
171.0 |
3.0% |
43.1 |
0.8% |
49% |
False |
False |
23,132 |
20 |
5,790.0 |
5,462.0 |
328.0 |
5.8% |
45.1 |
0.8% |
73% |
False |
False |
22,341 |
40 |
5,790.0 |
5,242.0 |
548.0 |
9.6% |
36.2 |
0.6% |
84% |
False |
False |
21,065 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
36.3 |
0.6% |
89% |
False |
False |
14,051 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
29.5 |
0.5% |
89% |
False |
False |
10,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,816.8 |
2.618 |
5,779.2 |
1.618 |
5,756.2 |
1.000 |
5,742.0 |
0.618 |
5,733.2 |
HIGH |
5,719.0 |
0.618 |
5,710.2 |
0.500 |
5,707.5 |
0.382 |
5,704.8 |
LOW |
5,696.0 |
0.618 |
5,681.8 |
1.000 |
5,673.0 |
1.618 |
5,658.8 |
2.618 |
5,635.8 |
4.250 |
5,598.3 |
|
|
Fisher Pivots for day following 16-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,707.5 |
5,713.5 |
PP |
5,706.0 |
5,710.0 |
S1 |
5,704.5 |
5,706.5 |
|