Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,890.94 |
19,924.56 |
33.62 |
0.2% |
19,943.46 |
High |
19,956.14 |
19,948.60 |
-7.54 |
0.0% |
19,981.11 |
Low |
19,878.83 |
19,811.12 |
-67.71 |
-0.3% |
19,718.67 |
Close |
19,942.16 |
19,899.29 |
-42.87 |
-0.2% |
19,762.60 |
Range |
77.31 |
137.48 |
60.17 |
77.8% |
262.44 |
ATR |
113.04 |
114.78 |
1.75 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,298.78 |
20,236.51 |
19,974.90 |
|
R3 |
20,161.30 |
20,099.03 |
19,937.10 |
|
R2 |
20,023.82 |
20,023.82 |
19,924.49 |
|
R1 |
19,961.55 |
19,961.55 |
19,911.89 |
19,923.95 |
PP |
19,886.34 |
19,886.34 |
19,886.34 |
19,867.53 |
S1 |
19,824.07 |
19,824.07 |
19,886.69 |
19,786.47 |
S2 |
19,748.86 |
19,748.86 |
19,874.09 |
|
S3 |
19,611.38 |
19,686.59 |
19,861.48 |
|
S4 |
19,473.90 |
19,549.11 |
19,823.68 |
|
|
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 |
19,956.14 |
19,718.67 |
237.47 |
1.2% |
120.15 |
0.6% |
76% |
False |
False |
|
10 |
19,986.56 |
19,718.67 |
267.89 |
1.3% |
92.63 |
0.5% |
67% |
False |
False |
|
20 |
19,987.63 |
19,229.83 |
757.80 |
3.8% |
116.13 |
0.6% |
88% |
False |
False |
|
40 |
19,987.63 |
18,200.75 |
1,786.88 |
9.0% |
114.80 |
0.6% |
95% |
False |
False |
|
60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
121.21 |
0.6% |
96% |
False |
False |
|
80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
131.14 |
0.7% |
96% |
False |
False |
|
100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
129.55 |
0.7% |
96% |
False |
False |
|
120 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
124.12 |
0.6% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,532.89 |
2.618 |
20,308.52 |
1.618 |
20,171.04 |
1.000 |
20,086.08 |
0.618 |
20,033.56 |
HIGH |
19,948.60 |
0.618 |
19,896.08 |
0.500 |
19,879.86 |
0.382 |
19,863.64 |
LOW |
19,811.12 |
0.618 |
19,726.16 |
1.000 |
19,673.64 |
1.618 |
19,588.68 |
2.618 |
19,451.20 |
4.250 |
19,226.83 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,892.81 |
19,888.21 |
PP |
19,886.34 |
19,877.12 |
S1 |
19,879.86 |
19,866.04 |
|