Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
19,887.38 |
19,926.21 |
38.83 |
0.2% |
19,872.86 |
High |
19,973.42 |
19,929.29 |
-44.13 |
-0.2% |
19,999.63 |
Low |
19,833.16 |
19,770.47 |
-62.69 |
-0.3% |
19,775.93 |
Close |
19,954.28 |
19,891.00 |
-63.28 |
-0.3% |
19,963.80 |
Range |
140.26 |
158.82 |
18.56 |
13.2% |
223.70 |
ATR |
117.56 |
122.29 |
4.73 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,340.05 |
20,274.34 |
19,978.35 |
|
R3 |
20,181.23 |
20,115.52 |
19,934.68 |
|
R2 |
20,022.41 |
20,022.41 |
19,920.12 |
|
R1 |
19,956.70 |
19,956.70 |
19,905.56 |
19,910.15 |
PP |
19,863.59 |
19,863.59 |
19,863.59 |
19,840.31 |
S1 |
19,797.88 |
19,797.88 |
19,876.44 |
19,751.33 |
S2 |
19,704.77 |
19,704.77 |
19,861.88 |
|
S3 |
19,545.95 |
19,639.06 |
19,847.32 |
|
S4 |
19,387.13 |
19,480.24 |
19,803.65 |
|
|
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 |
19,770.47 |
229.16 |
1.2% |
128.42 |
0.6% |
53% |
False |
True |
|
10 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
124.29 |
0.6% |
61% |
False |
False |
|
20 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
109.01 |
0.5% |
61% |
False |
False |
|
40 |
19,999.63 |
18,806.06 |
1,193.57 |
6.0% |
103.23 |
0.5% |
91% |
False |
False |
|
60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
119.21 |
0.6% |
95% |
False |
False |
|
80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
127.29 |
0.6% |
95% |
False |
False |
|
100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
131.78 |
0.7% |
95% |
False |
False |
|
120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
126.14 |
0.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,604.28 |
2.618 |
20,345.08 |
1.618 |
20,186.26 |
1.000 |
20,088.11 |
0.618 |
20,027.44 |
HIGH |
19,929.29 |
0.618 |
19,868.62 |
0.500 |
19,849.88 |
0.382 |
19,831.14 |
LOW |
19,770.47 |
0.618 |
19,672.32 |
1.000 |
19,611.65 |
1.618 |
19,513.50 |
2.618 |
19,354.68 |
4.250 |
19,095.49 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
19,877.29 |
19,884.65 |
PP |
19,863.59 |
19,878.30 |
S1 |
19,849.88 |
19,871.95 |
|