Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,872.86 |
19,890.94 |
18.08 |
0.1% |
19,943.46 |
High |
19,938.53 |
19,956.14 |
17.61 |
0.1% |
19,981.11 |
Low |
19,775.93 |
19,878.83 |
102.90 |
0.5% |
19,718.67 |
Close |
19,881.76 |
19,942.16 |
60.40 |
0.3% |
19,762.60 |
Range |
162.60 |
77.31 |
-85.29 |
-52.5% |
262.44 |
ATR |
115.79 |
113.04 |
-2.75 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,157.64 |
20,127.21 |
19,984.68 |
|
R3 |
20,080.33 |
20,049.90 |
19,963.42 |
|
R2 |
20,003.02 |
20,003.02 |
19,956.33 |
|
R1 |
19,972.59 |
19,972.59 |
19,949.25 |
19,987.81 |
PP |
19,925.71 |
19,925.71 |
19,925.71 |
19,933.32 |
S1 |
19,895.28 |
19,895.28 |
19,935.07 |
19,910.50 |
S2 |
19,848.40 |
19,848.40 |
19,927.99 |
|
S3 |
19,771.09 |
19,817.97 |
19,920.90 |
|
S4 |
19,693.78 |
19,740.66 |
19,899.64 |
|
|
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% |
123.42 |
0.6% |
85% |
False |
False |
|
10 |
19,987.63 |
19,718.67 |
268.96 |
1.3% |
85.61 |
0.4% |
83% |
False |
False |
|
20 |
19,987.63 |
19,184.74 |
802.89 |
4.0% |
112.81 |
0.6% |
94% |
False |
False |
|
40 |
19,987.63 |
17,994.64 |
1,992.99 |
10.0% |
118.08 |
0.6% |
98% |
False |
False |
|
60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
120.86 |
0.6% |
98% |
False |
False |
|
80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
133.97 |
0.7% |
98% |
False |
False |
|
100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
128.88 |
0.6% |
98% |
False |
False |
|
120 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
123.69 |
0.6% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,284.71 |
2.618 |
20,158.54 |
1.618 |
20,081.23 |
1.000 |
20,033.45 |
0.618 |
20,003.92 |
HIGH |
19,956.14 |
0.618 |
19,926.61 |
0.500 |
19,917.49 |
0.382 |
19,908.36 |
LOW |
19,878.83 |
0.618 |
19,831.05 |
1.000 |
19,801.52 |
1.618 |
19,753.74 |
2.618 |
19,676.43 |
4.250 |
19,550.26 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,933.94 |
19,907.24 |
PP |
19,925.71 |
19,872.32 |
S1 |
19,917.49 |
19,837.41 |
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