Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,931.41 |
19,876.35 |
-55.06 |
-0.3% |
19,872.86 |
High |
19,943.78 |
19,957.12 |
13.34 |
0.1% |
19,999.63 |
Low |
19,887.38 |
19,836.03 |
-51.35 |
-0.3% |
19,775.93 |
Close |
19,887.38 |
19,855.53 |
-31.85 |
-0.2% |
19,963.80 |
Range |
56.40 |
121.09 |
64.69 |
114.7% |
223.70 |
ATR |
115.41 |
115.82 |
0.41 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,246.16 |
20,171.94 |
19,922.13 |
|
R3 |
20,125.07 |
20,050.85 |
19,888.83 |
|
R2 |
20,003.98 |
20,003.98 |
19,877.73 |
|
R1 |
19,929.76 |
19,929.76 |
19,866.63 |
19,906.33 |
PP |
19,882.89 |
19,882.89 |
19,882.89 |
19,871.18 |
S1 |
19,808.67 |
19,808.67 |
19,844.43 |
19,785.24 |
S2 |
19,761.80 |
19,761.80 |
19,833.33 |
|
S3 |
19,640.71 |
19,687.58 |
19,822.23 |
|
S4 |
19,519.62 |
19,566.49 |
19,788.93 |
|
|
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 |
19,811.12 |
188.51 |
0.9% |
111.57 |
0.6% |
24% |
False |
False |
|
10 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
113.81 |
0.6% |
49% |
False |
False |
|
20 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
103.26 |
0.5% |
49% |
False |
False |
|
40 |
19,999.63 |
18,736.96 |
1,262.67 |
6.4% |
101.68 |
0.5% |
89% |
False |
False |
|
60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
117.92 |
0.6% |
93% |
False |
False |
|
80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
127.42 |
0.6% |
93% |
False |
False |
|
100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
130.40 |
0.7% |
93% |
False |
False |
|
120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
125.31 |
0.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,471.75 |
2.618 |
20,274.13 |
1.618 |
20,153.04 |
1.000 |
20,078.21 |
0.618 |
20,031.95 |
HIGH |
19,957.12 |
0.618 |
19,910.86 |
0.500 |
19,896.58 |
0.382 |
19,882.29 |
LOW |
19,836.03 |
0.618 |
19,761.20 |
1.000 |
19,714.94 |
1.618 |
19,640.11 |
2.618 |
19,519.02 |
4.250 |
19,321.40 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,896.58 |
19,916.86 |
PP |
19,882.89 |
19,896.41 |
S1 |
19,869.21 |
19,875.97 |
|