Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,154.4 |
1,162.0 |
7.6 |
0.7% |
1,138.5 |
High |
1,168.4 |
1,171.0 |
2.6 |
0.2% |
1,166.8 |
Low |
1,149.7 |
1,159.7 |
10.0 |
0.9% |
1,135.6 |
Close |
1,164.8 |
1,168.1 |
3.3 |
0.3% |
1,154.3 |
Range |
18.7 |
11.3 |
-7.4 |
-39.6% |
31.2 |
ATR |
15.6 |
15.3 |
-0.3 |
-2.0% |
0.0 |
Volume |
16,601 |
10,121 |
-6,480 |
-39.0% |
21,373 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.2 |
1,195.4 |
1,174.3 |
|
R3 |
1,188.9 |
1,184.1 |
1,171.2 |
|
R2 |
1,177.6 |
1,177.6 |
1,170.2 |
|
R1 |
1,172.8 |
1,172.8 |
1,169.1 |
1,175.2 |
PP |
1,166.3 |
1,166.3 |
1,166.3 |
1,167.5 |
S1 |
1,161.5 |
1,161.5 |
1,167.1 |
1,163.9 |
S2 |
1,155.0 |
1,155.0 |
1,166.0 |
|
S3 |
1,143.7 |
1,150.2 |
1,165.0 |
|
S4 |
1,132.4 |
1,138.9 |
1,161.9 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.8 |
1,231.3 |
1,171.5 |
|
R3 |
1,214.6 |
1,200.1 |
1,162.9 |
|
R2 |
1,183.4 |
1,183.4 |
1,160.0 |
|
R1 |
1,168.9 |
1,168.9 |
1,157.2 |
1,176.2 |
PP |
1,152.2 |
1,152.2 |
1,152.2 |
1,155.9 |
S1 |
1,137.7 |
1,137.7 |
1,151.4 |
1,145.0 |
S2 |
1,121.0 |
1,121.0 |
1,148.6 |
|
S3 |
1,089.8 |
1,106.5 |
1,145.7 |
|
S4 |
1,058.6 |
1,075.3 |
1,137.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,171.0 |
1,139.8 |
31.2 |
2.7% |
13.7 |
1.2% |
91% |
True |
False |
9,000 |
10 |
1,171.0 |
1,129.9 |
41.1 |
3.5% |
12.0 |
1.0% |
93% |
True |
False |
6,631 |
20 |
1,185.1 |
1,127.2 |
57.9 |
5.0% |
13.1 |
1.1% |
71% |
False |
False |
5,469 |
40 |
1,343.9 |
1,127.2 |
216.7 |
18.6% |
17.8 |
1.5% |
19% |
False |
False |
5,342 |
60 |
1,343.9 |
1,127.2 |
216.7 |
18.6% |
15.2 |
1.3% |
19% |
False |
False |
4,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,219.0 |
2.618 |
1,200.6 |
1.618 |
1,189.3 |
1.000 |
1,182.3 |
0.618 |
1,178.0 |
HIGH |
1,171.0 |
0.618 |
1,166.7 |
0.500 |
1,165.4 |
0.382 |
1,164.0 |
LOW |
1,159.7 |
0.618 |
1,152.7 |
1.000 |
1,148.4 |
1.618 |
1,141.4 |
2.618 |
1,130.1 |
4.250 |
1,111.7 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,167.2 |
1,165.5 |
PP |
1,166.3 |
1,162.9 |
S1 |
1,165.4 |
1,160.4 |
|