Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,166.8 |
1,183.7 |
16.9 |
1.4% |
1,154.4 |
High |
1,188.3 |
1,186.2 |
-2.1 |
-0.2% |
1,188.3 |
Low |
1,166.6 |
1,174.1 |
7.5 |
0.6% |
1,149.7 |
Close |
1,184.1 |
1,176.3 |
-7.8 |
-0.7% |
1,176.3 |
Range |
21.7 |
12.1 |
-9.6 |
-44.2% |
38.6 |
ATR |
15.7 |
15.5 |
-0.3 |
-1.6% |
0.0 |
Volume |
19,402 |
16,620 |
-2,782 |
-14.3% |
62,744 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,215.2 |
1,207.8 |
1,183.0 |
|
R3 |
1,203.1 |
1,195.7 |
1,179.6 |
|
R2 |
1,191.0 |
1,191.0 |
1,178.5 |
|
R1 |
1,183.6 |
1,183.6 |
1,177.4 |
1,181.3 |
PP |
1,178.9 |
1,178.9 |
1,178.9 |
1,177.7 |
S1 |
1,171.5 |
1,171.5 |
1,175.2 |
1,169.2 |
S2 |
1,166.8 |
1,166.8 |
1,174.1 |
|
S3 |
1,154.7 |
1,159.4 |
1,173.0 |
|
S4 |
1,142.6 |
1,147.3 |
1,169.6 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.2 |
1,270.4 |
1,197.5 |
|
R3 |
1,248.6 |
1,231.8 |
1,186.9 |
|
R2 |
1,210.0 |
1,210.0 |
1,183.4 |
|
R1 |
1,193.2 |
1,193.2 |
1,179.8 |
1,201.6 |
PP |
1,171.4 |
1,171.4 |
1,171.4 |
1,175.7 |
S1 |
1,154.6 |
1,154.6 |
1,172.8 |
1,163.0 |
S2 |
1,132.8 |
1,132.8 |
1,169.2 |
|
S3 |
1,094.2 |
1,116.0 |
1,165.7 |
|
S4 |
1,055.6 |
1,077.4 |
1,155.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,188.3 |
1,149.7 |
38.6 |
3.3% |
15.5 |
1.3% |
69% |
False |
False |
14,534 |
10 |
1,188.3 |
1,132.0 |
56.3 |
4.8% |
13.3 |
1.1% |
79% |
False |
False |
9,108 |
20 |
1,188.3 |
1,127.2 |
61.1 |
5.2% |
13.7 |
1.2% |
80% |
False |
False |
6,889 |
40 |
1,343.9 |
1,127.2 |
216.7 |
18.4% |
17.7 |
1.5% |
23% |
False |
False |
6,045 |
60 |
1,343.9 |
1,127.2 |
216.7 |
18.4% |
15.6 |
1.3% |
23% |
False |
False |
4,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,237.6 |
2.618 |
1,217.9 |
1.618 |
1,205.8 |
1.000 |
1,198.3 |
0.618 |
1,193.7 |
HIGH |
1,186.2 |
0.618 |
1,181.6 |
0.500 |
1,180.2 |
0.382 |
1,178.7 |
LOW |
1,174.1 |
0.618 |
1,166.6 |
1.000 |
1,162.0 |
1.618 |
1,154.5 |
2.618 |
1,142.4 |
4.250 |
1,122.7 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,180.2 |
1,175.5 |
PP |
1,178.9 |
1,174.8 |
S1 |
1,177.6 |
1,174.0 |
|