Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,833.17 |
19,872.86 |
39.69 |
0.2% |
19,943.46 |
High |
19,852.55 |
19,938.53 |
85.98 |
0.4% |
19,981.11 |
Low |
19,718.67 |
19,775.93 |
57.26 |
0.3% |
19,718.67 |
Close |
19,762.60 |
19,881.76 |
119.16 |
0.6% |
19,762.60 |
Range |
133.88 |
162.60 |
28.72 |
21.5% |
262.44 |
ATR |
111.16 |
115.79 |
4.63 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,353.21 |
20,280.08 |
19,971.19 |
|
R3 |
20,190.61 |
20,117.48 |
19,926.48 |
|
R2 |
20,028.01 |
20,028.01 |
19,911.57 |
|
R1 |
19,954.88 |
19,954.88 |
19,896.67 |
19,991.45 |
PP |
19,865.41 |
19,865.41 |
19,865.41 |
19,883.69 |
S1 |
19,792.28 |
19,792.28 |
19,866.86 |
19,828.85 |
S2 |
19,702.81 |
19,702.81 |
19,851.95 |
|
S3 |
19,540.21 |
19,629.68 |
19,837.05 |
|
S4 |
19,377.61 |
19,467.08 |
19,792.33 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,608.11 |
20,447.80 |
19,906.94 |
|
R3 |
20,345.67 |
20,185.36 |
19,834.77 |
|
R2 |
20,083.23 |
20,083.23 |
19,810.71 |
|
R1 |
19,922.92 |
19,922.92 |
19,786.66 |
19,871.86 |
PP |
19,820.79 |
19,820.79 |
19,820.79 |
19,795.26 |
S1 |
19,660.48 |
19,660.48 |
19,738.54 |
19,609.42 |
S2 |
19,558.35 |
19,558.35 |
19,714.49 |
|
S3 |
19,295.91 |
19,398.04 |
19,690.43 |
|
S4 |
19,033.47 |
19,135.60 |
19,618.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,981.11 |
19,718.67 |
262.44 |
1.3% |
116.04 |
0.6% |
62% |
False |
False |
|
10 |
19,987.63 |
19,718.67 |
268.96 |
1.4% |
86.36 |
0.4% |
61% |
False |
False |
|
20 |
19,987.63 |
19,184.74 |
802.89 |
4.0% |
113.35 |
0.6% |
87% |
False |
False |
|
40 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
118.73 |
0.6% |
95% |
False |
False |
|
60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
122.42 |
0.6% |
95% |
False |
False |
|
80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
136.98 |
0.7% |
95% |
False |
False |
|
100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
129.30 |
0.7% |
95% |
False |
False |
|
120 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
124.08 |
0.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,629.58 |
2.618 |
20,364.22 |
1.618 |
20,201.62 |
1.000 |
20,101.13 |
0.618 |
20,039.02 |
HIGH |
19,938.53 |
0.618 |
19,876.42 |
0.500 |
19,857.23 |
0.382 |
19,838.04 |
LOW |
19,775.93 |
0.618 |
19,675.44 |
1.000 |
19,613.33 |
1.618 |
19,512.84 |
2.618 |
19,350.24 |
4.250 |
19,084.88 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,873.58 |
19,864.04 |
PP |
19,865.41 |
19,846.32 |
S1 |
19,857.23 |
19,828.60 |
|