Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,876.35 |
19,887.38 |
11.03 |
0.1% |
19,872.86 |
High |
19,957.12 |
19,973.42 |
16.30 |
0.1% |
19,999.63 |
Low |
19,836.03 |
19,833.16 |
-2.87 |
0.0% |
19,775.93 |
Close |
19,855.53 |
19,954.28 |
98.75 |
0.5% |
19,963.80 |
Range |
121.09 |
140.26 |
19.17 |
15.8% |
223.70 |
ATR |
115.82 |
117.56 |
1.75 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,341.07 |
20,287.93 |
20,031.42 |
|
R3 |
20,200.81 |
20,147.67 |
19,992.85 |
|
R2 |
20,060.55 |
20,060.55 |
19,979.99 |
|
R1 |
20,007.41 |
20,007.41 |
19,967.14 |
20,033.98 |
PP |
19,920.29 |
19,920.29 |
19,920.29 |
19,933.57 |
S1 |
19,867.15 |
19,867.15 |
19,941.42 |
19,893.72 |
S2 |
19,780.03 |
19,780.03 |
19,928.57 |
|
S3 |
19,639.77 |
19,726.89 |
19,915.71 |
|
S4 |
19,499.51 |
19,586.63 |
19,877.14 |
|
|
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% |
124.16 |
0.6% |
76% |
False |
False |
|
10 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
123.79 |
0.6% |
84% |
False |
False |
|
20 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
106.44 |
0.5% |
84% |
False |
False |
|
40 |
19,999.63 |
18,806.06 |
1,193.57 |
6.0% |
102.22 |
0.5% |
96% |
False |
False |
|
60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
118.21 |
0.6% |
98% |
False |
False |
|
80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
127.33 |
0.6% |
98% |
False |
False |
|
100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
131.13 |
0.7% |
98% |
False |
False |
|
120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
125.48 |
0.6% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,569.53 |
2.618 |
20,340.62 |
1.618 |
20,200.36 |
1.000 |
20,113.68 |
0.618 |
20,060.10 |
HIGH |
19,973.42 |
0.618 |
19,919.84 |
0.500 |
19,903.29 |
0.382 |
19,886.74 |
LOW |
19,833.16 |
0.618 |
19,746.48 |
1.000 |
19,692.90 |
1.618 |
19,606.22 |
2.618 |
19,465.96 |
4.250 |
19,237.06 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,937.28 |
19,937.28 |
PP |
19,920.29 |
19,920.29 |
S1 |
19,903.29 |
19,903.29 |
|