Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
226.91 |
226.48 |
-0.43 |
-0.2% |
225.04 |
High |
227.07 |
227.45 |
0.38 |
0.2% |
227.75 |
Low |
226.42 |
226.01 |
-0.41 |
-0.2% |
223.88 |
Close |
226.46 |
226.46 |
0.00 |
0.0% |
227.21 |
Range |
0.65 |
1.44 |
0.79 |
121.5% |
3.87 |
ATR |
1.50 |
1.50 |
0.00 |
-0.3% |
0.00 |
Volume |
46,939,600 |
63,771,900 |
16,832,300 |
35.9% |
320,049,800 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
230.96 |
230.15 |
227.25 |
|
R3 |
229.52 |
228.71 |
226.86 |
|
R2 |
228.08 |
228.08 |
226.72 |
|
R1 |
227.27 |
227.27 |
226.59 |
226.96 |
PP |
226.64 |
226.64 |
226.64 |
226.48 |
S1 |
225.83 |
225.83 |
226.33 |
225.52 |
S2 |
225.20 |
225.20 |
226.20 |
|
S3 |
223.76 |
224.39 |
226.06 |
|
S4 |
222.32 |
222.95 |
225.67 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
237.89 |
236.42 |
229.34 |
|
R3 |
234.02 |
232.55 |
228.27 |
|
R2 |
230.15 |
230.15 |
227.92 |
|
R1 |
228.68 |
228.68 |
227.56 |
229.42 |
PP |
226.28 |
226.28 |
226.28 |
226.65 |
S1 |
224.81 |
224.81 |
226.86 |
225.55 |
S2 |
222.41 |
222.41 |
226.50 |
|
S3 |
218.54 |
220.94 |
226.15 |
|
S4 |
214.67 |
217.07 |
225.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
227.75 |
225.48 |
2.27 |
1.0% |
1.24 |
0.5% |
43% |
False |
False |
67,878,960 |
10 |
227.75 |
222.73 |
5.02 |
2.2% |
1.43 |
0.6% |
74% |
False |
False |
69,522,300 |
20 |
228.34 |
222.73 |
5.61 |
2.5% |
1.34 |
0.6% |
66% |
False |
False |
83,630,829 |
40 |
228.34 |
215.32 |
13.02 |
5.7% |
1.30 |
0.6% |
86% |
False |
False |
81,380,267 |
60 |
228.34 |
208.38 |
19.96 |
8.8% |
1.47 |
0.7% |
91% |
False |
False |
87,762,384 |
80 |
228.34 |
208.38 |
19.96 |
8.8% |
1.52 |
0.7% |
91% |
False |
False |
88,981,644 |
100 |
228.34 |
208.38 |
19.96 |
8.8% |
1.57 |
0.7% |
91% |
False |
False |
90,758,610 |
120 |
228.34 |
208.38 |
19.96 |
8.8% |
1.52 |
0.7% |
91% |
False |
False |
86,334,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
233.57 |
2.618 |
231.22 |
1.618 |
229.78 |
1.000 |
228.89 |
0.618 |
228.34 |
HIGH |
227.45 |
0.618 |
226.90 |
0.500 |
226.73 |
0.382 |
226.56 |
LOW |
226.01 |
0.618 |
225.12 |
1.000 |
224.57 |
1.618 |
223.68 |
2.618 |
222.24 |
4.250 |
219.89 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
226.73 |
226.83 |
PP |
226.64 |
226.70 |
S1 |
226.55 |
226.58 |
|