Trading Metrics calculated at close of trading on 09-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,183.7 |
1,176.0 |
-7.7 |
-0.7% |
1,154.4 |
High |
1,186.2 |
1,189.3 |
3.1 |
0.3% |
1,188.3 |
Low |
1,174.1 |
1,175.8 |
1.7 |
0.1% |
1,149.7 |
Close |
1,176.3 |
1,187.9 |
11.6 |
1.0% |
1,176.3 |
Range |
12.1 |
13.5 |
1.4 |
11.6% |
38.6 |
ATR |
15.5 |
15.3 |
-0.1 |
-0.9% |
0.0 |
Volume |
16,620 |
23,754 |
7,134 |
42.9% |
62,744 |
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.8 |
1,219.9 |
1,195.3 |
|
R3 |
1,211.3 |
1,206.4 |
1,191.6 |
|
R2 |
1,197.8 |
1,197.8 |
1,190.4 |
|
R1 |
1,192.9 |
1,192.9 |
1,189.1 |
1,195.4 |
PP |
1,184.3 |
1,184.3 |
1,184.3 |
1,185.6 |
S1 |
1,179.4 |
1,179.4 |
1,186.7 |
1,181.9 |
S2 |
1,170.8 |
1,170.8 |
1,185.4 |
|
S3 |
1,157.3 |
1,165.9 |
1,184.2 |
|
S4 |
1,143.8 |
1,152.4 |
1,180.5 |
|
|
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 |
1,189.3 |
1,149.7 |
39.6 |
3.3% |
15.5 |
1.3% |
96% |
True |
False |
17,299 |
10 |
1,189.3 |
1,132.8 |
56.5 |
4.8% |
14.1 |
1.2% |
98% |
True |
False |
11,283 |
20 |
1,189.3 |
1,127.2 |
62.1 |
5.2% |
13.9 |
1.2% |
98% |
True |
False |
7,946 |
40 |
1,297.0 |
1,127.2 |
169.8 |
14.3% |
16.4 |
1.4% |
36% |
False |
False |
6,444 |
60 |
1,343.9 |
1,127.2 |
216.7 |
18.2% |
15.7 |
1.3% |
28% |
False |
False |
5,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.7 |
2.618 |
1,224.6 |
1.618 |
1,211.1 |
1.000 |
1,202.8 |
0.618 |
1,197.6 |
HIGH |
1,189.3 |
0.618 |
1,184.1 |
0.500 |
1,182.6 |
0.382 |
1,181.0 |
LOW |
1,175.8 |
0.618 |
1,167.5 |
1.000 |
1,162.3 |
1.618 |
1,154.0 |
2.618 |
1,140.5 |
4.250 |
1,118.4 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,186.1 |
1,184.6 |
PP |
1,184.3 |
1,181.3 |
S1 |
1,182.6 |
1,178.0 |
|