Trading Metrics calculated at close of trading on 09-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,906.96 |
19,931.41 |
24.45 |
0.1% |
19,872.86 |
High |
19,999.63 |
19,943.78 |
-55.85 |
-0.3% |
19,999.63 |
Low |
19,834.08 |
19,887.38 |
53.30 |
0.3% |
19,775.93 |
Close |
19,963.80 |
19,887.38 |
-76.42 |
-0.4% |
19,963.80 |
Range |
165.55 |
56.40 |
-109.15 |
-65.9% |
223.70 |
ATR |
118.41 |
115.41 |
-3.00 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,075.38 |
20,037.78 |
19,918.40 |
|
R3 |
20,018.98 |
19,981.38 |
19,902.89 |
|
R2 |
19,962.58 |
19,962.58 |
19,897.72 |
|
R1 |
19,924.98 |
19,924.98 |
19,892.55 |
19,915.58 |
PP |
19,906.18 |
19,906.18 |
19,906.18 |
19,901.48 |
S1 |
19,868.58 |
19,868.58 |
19,882.21 |
19,859.18 |
S2 |
19,849.78 |
19,849.78 |
19,877.04 |
|
S3 |
19,793.38 |
19,812.18 |
19,871.87 |
|
S4 |
19,736.98 |
19,755.78 |
19,856.36 |
|
|
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 |
19,775.93 |
223.70 |
1.1% |
119.87 |
0.6% |
50% |
False |
False |
|
10 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
105.21 |
0.5% |
60% |
False |
False |
|
20 |
19,999.63 |
19,623.19 |
376.44 |
1.9% |
103.94 |
0.5% |
70% |
False |
False |
|
40 |
19,999.63 |
18,603.14 |
1,396.49 |
7.0% |
105.42 |
0.5% |
92% |
False |
False |
|
60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
118.87 |
0.6% |
95% |
False |
False |
|
80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
128.83 |
0.6% |
95% |
False |
False |
|
100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
130.33 |
0.7% |
95% |
False |
False |
|
120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
124.86 |
0.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,183.48 |
2.618 |
20,091.44 |
1.618 |
20,035.04 |
1.000 |
20,000.18 |
0.618 |
19,978.64 |
HIGH |
19,943.78 |
0.618 |
19,922.24 |
0.500 |
19,915.58 |
0.382 |
19,908.92 |
LOW |
19,887.38 |
0.618 |
19,852.52 |
1.000 |
19,830.98 |
1.618 |
19,796.12 |
2.618 |
19,739.72 |
4.250 |
19,647.68 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,915.58 |
19,905.38 |
PP |
19,906.18 |
19,899.38 |
S1 |
19,896.78 |
19,893.38 |
|