Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1,190.8 |
1,195.0 |
4.2 |
0.4% |
1,154.4 |
High |
1,201.5 |
1,210.0 |
8.5 |
0.7% |
1,188.3 |
Low |
1,180.3 |
1,195.0 |
14.7 |
1.2% |
1,149.7 |
Close |
1,199.7 |
1,202.9 |
3.2 |
0.3% |
1,176.3 |
Range |
21.2 |
15.0 |
-6.2 |
-29.2% |
38.6 |
ATR |
15.4 |
15.4 |
0.0 |
-0.2% |
0.0 |
Volume |
28,957 |
26,448 |
-2,509 |
-8.7% |
62,744 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.6 |
1,240.3 |
1,211.2 |
|
R3 |
1,232.6 |
1,225.3 |
1,207.0 |
|
R2 |
1,217.6 |
1,217.6 |
1,205.7 |
|
R1 |
1,210.3 |
1,210.3 |
1,204.3 |
1,214.0 |
PP |
1,202.6 |
1,202.6 |
1,202.6 |
1,204.5 |
S1 |
1,195.3 |
1,195.3 |
1,201.5 |
1,199.0 |
S2 |
1,187.6 |
1,187.6 |
1,200.2 |
|
S3 |
1,172.6 |
1,180.3 |
1,198.8 |
|
S4 |
1,157.6 |
1,165.3 |
1,194.7 |
|
|
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 |
1,210.0 |
1,174.1 |
35.9 |
3.0% |
14.4 |
1.2% |
80% |
True |
False |
24,172 |
10 |
1,210.0 |
1,145.5 |
64.5 |
5.4% |
15.5 |
1.3% |
89% |
True |
False |
18,274 |
20 |
1,210.0 |
1,127.2 |
82.8 |
6.9% |
14.2 |
1.2% |
91% |
True |
False |
11,519 |
40 |
1,237.7 |
1,127.2 |
110.5 |
9.2% |
15.0 |
1.2% |
69% |
False |
False |
7,995 |
60 |
1,343.9 |
1,127.2 |
216.7 |
18.0% |
16.1 |
1.3% |
35% |
False |
False |
6,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.8 |
2.618 |
1,249.3 |
1.618 |
1,234.3 |
1.000 |
1,225.0 |
0.618 |
1,219.3 |
HIGH |
1,210.0 |
0.618 |
1,204.3 |
0.500 |
1,202.5 |
0.382 |
1,200.7 |
LOW |
1,195.0 |
0.618 |
1,185.7 |
1.000 |
1,180.0 |
1.618 |
1,170.7 |
2.618 |
1,155.7 |
4.250 |
1,131.3 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,202.8 |
1,200.3 |
PP |
1,202.6 |
1,197.7 |
S1 |
1,202.5 |
1,195.2 |
|