Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,924.56 |
19,906.96 |
-17.60 |
-0.1% |
19,872.86 |
High |
19,948.60 |
19,999.63 |
51.03 |
0.3% |
19,999.63 |
Low |
19,811.12 |
19,834.08 |
22.96 |
0.1% |
19,775.93 |
Close |
19,899.29 |
19,963.80 |
64.51 |
0.3% |
19,963.80 |
Range |
137.48 |
165.55 |
28.07 |
20.4% |
223.70 |
ATR |
114.78 |
118.41 |
3.63 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,429.15 |
20,362.03 |
20,054.85 |
|
R3 |
20,263.60 |
20,196.48 |
20,009.33 |
|
R2 |
20,098.05 |
20,098.05 |
19,994.15 |
|
R1 |
20,030.93 |
20,030.93 |
19,978.98 |
20,064.49 |
PP |
19,932.50 |
19,932.50 |
19,932.50 |
19,949.29 |
S1 |
19,865.38 |
19,865.38 |
19,948.62 |
19,898.94 |
S2 |
19,766.95 |
19,766.95 |
19,933.45 |
|
S3 |
19,601.40 |
19,699.83 |
19,918.27 |
|
S4 |
19,435.85 |
19,534.28 |
19,872.75 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,584.22 |
20,497.71 |
20,086.84 |
|
R3 |
20,360.52 |
20,274.01 |
20,025.32 |
|
R2 |
20,136.82 |
20,136.82 |
20,004.81 |
|
R1 |
20,050.31 |
20,050.31 |
19,984.31 |
20,093.57 |
PP |
19,913.12 |
19,913.12 |
19,913.12 |
19,934.75 |
S1 |
19,826.61 |
19,826.61 |
19,943.29 |
19,869.87 |
S2 |
19,689.42 |
19,689.42 |
19,922.79 |
|
S3 |
19,465.72 |
19,602.91 |
19,902.28 |
|
S4 |
19,242.02 |
19,379.21 |
19,840.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
135.36 |
0.7% |
87% |
True |
False |
|
10 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
104.73 |
0.5% |
87% |
True |
False |
|
20 |
19,999.63 |
19,527.83 |
471.80 |
2.4% |
107.97 |
0.5% |
92% |
True |
False |
|
40 |
19,999.63 |
18,252.55 |
1,747.08 |
8.8% |
113.95 |
0.6% |
98% |
True |
False |
|
60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
119.79 |
0.6% |
98% |
True |
False |
|
80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
130.27 |
0.7% |
98% |
True |
False |
|
100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
130.41 |
0.7% |
98% |
True |
False |
|
120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
124.95 |
0.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,703.22 |
2.618 |
20,433.04 |
1.618 |
20,267.49 |
1.000 |
20,165.18 |
0.618 |
20,101.94 |
HIGH |
19,999.63 |
0.618 |
19,936.39 |
0.500 |
19,916.86 |
0.382 |
19,897.32 |
LOW |
19,834.08 |
0.618 |
19,731.77 |
1.000 |
19,668.53 |
1.618 |
19,566.22 |
2.618 |
19,400.67 |
4.250 |
19,130.49 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,948.15 |
19,944.33 |
PP |
19,932.50 |
19,924.85 |
S1 |
19,916.86 |
19,905.38 |
|