Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
5,700.0 |
5,700.0 |
0.0 |
0.0% |
5,735.0 |
High |
5,719.0 |
5,700.0 |
-19.0 |
-0.3% |
5,790.0 |
Low |
5,696.0 |
5,649.0 |
-47.0 |
-0.8% |
5,666.0 |
Close |
5,703.0 |
5,651.0 |
-52.0 |
-0.9% |
5,689.0 |
Range |
23.0 |
51.0 |
28.0 |
121.7% |
124.0 |
ATR |
48.0 |
48.5 |
0.4 |
0.9% |
0.0 |
Volume |
22,077 |
20,291 |
-1,786 |
-8.1% |
130,254 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,819.7 |
5,786.3 |
5,679.1 |
|
R3 |
5,768.7 |
5,735.3 |
5,665.0 |
|
R2 |
5,717.7 |
5,717.7 |
5,660.4 |
|
R1 |
5,684.3 |
5,684.3 |
5,655.7 |
5,675.5 |
PP |
5,666.7 |
5,666.7 |
5,666.7 |
5,662.3 |
S1 |
5,633.3 |
5,633.3 |
5,646.3 |
5,624.5 |
S2 |
5,615.7 |
5,615.7 |
5,641.7 |
|
S3 |
5,564.7 |
5,582.3 |
5,637.0 |
|
S4 |
5,513.7 |
5,531.3 |
5,623.0 |
|
|
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 |
5,649.0 |
112.0 |
2.0% |
44.4 |
0.8% |
2% |
False |
True |
23,052 |
10 |
5,790.0 |
5,649.0 |
141.0 |
2.5% |
39.7 |
0.7% |
1% |
False |
True |
22,450 |
20 |
5,790.0 |
5,462.0 |
328.0 |
5.8% |
45.3 |
0.8% |
58% |
False |
False |
21,814 |
40 |
5,790.0 |
5,302.0 |
488.0 |
8.6% |
36.2 |
0.6% |
72% |
False |
False |
21,573 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.8% |
37.1 |
0.7% |
82% |
False |
False |
14,389 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.8% |
30.2 |
0.5% |
82% |
False |
False |
10,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,916.8 |
2.618 |
5,833.5 |
1.618 |
5,782.5 |
1.000 |
5,751.0 |
0.618 |
5,731.5 |
HIGH |
5,700.0 |
0.618 |
5,680.5 |
0.500 |
5,674.5 |
0.382 |
5,668.5 |
LOW |
5,649.0 |
0.618 |
5,617.5 |
1.000 |
5,598.0 |
1.618 |
5,566.5 |
2.618 |
5,515.5 |
4.250 |
5,432.3 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
5,674.5 |
5,694.5 |
PP |
5,666.7 |
5,680.0 |
S1 |
5,658.8 |
5,665.5 |
|