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 |
1,181.0 |
1,172.9 |
-8.1 |
-0.7% |
1,151.4 |
High |
1,183.8 |
1,186.4 |
2.6 |
0.2% |
1,185.9 |
Low |
1,171.1 |
1,172.2 |
1.1 |
0.1% |
1,146.5 |
Close |
1,173.4 |
1,184.9 |
11.5 |
1.0% |
1,173.4 |
Range |
12.7 |
14.2 |
1.5 |
11.8% |
39.4 |
ATR |
16.2 |
16.0 |
-0.1 |
-0.9% |
0.0 |
Volume |
226,432 |
179,034 |
-47,398 |
-20.9% |
907,611 |
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.8 |
1,218.5 |
1,192.7 |
|
R3 |
1,209.6 |
1,204.3 |
1,188.8 |
|
R2 |
1,195.4 |
1,195.4 |
1,187.5 |
|
R1 |
1,190.1 |
1,190.1 |
1,186.2 |
1,192.8 |
PP |
1,181.2 |
1,181.2 |
1,181.2 |
1,182.5 |
S1 |
1,175.9 |
1,175.9 |
1,183.6 |
1,178.6 |
S2 |
1,167.0 |
1,167.0 |
1,182.3 |
|
S3 |
1,152.8 |
1,161.7 |
1,181.0 |
|
S4 |
1,138.6 |
1,147.5 |
1,177.1 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.8 |
1,269.5 |
1,195.1 |
|
R3 |
1,247.4 |
1,230.1 |
1,184.2 |
|
R2 |
1,208.0 |
1,208.0 |
1,180.6 |
|
R1 |
1,190.7 |
1,190.7 |
1,177.0 |
1,199.4 |
PP |
1,168.6 |
1,168.6 |
1,168.6 |
1,172.9 |
S1 |
1,151.3 |
1,151.3 |
1,169.8 |
1,160.0 |
S2 |
1,129.2 |
1,129.2 |
1,166.2 |
|
S3 |
1,089.8 |
1,111.9 |
1,162.6 |
|
S4 |
1,050.4 |
1,072.5 |
1,151.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,186.4 |
1,146.5 |
39.9 |
3.4% |
16.1 |
1.4% |
96% |
True |
False |
217,329 |
10 |
1,186.4 |
1,129.5 |
56.9 |
4.8% |
14.7 |
1.2% |
97% |
True |
False |
168,428 |
20 |
1,186.4 |
1,124.3 |
62.1 |
5.2% |
14.6 |
1.2% |
98% |
True |
False |
166,550 |
40 |
1,296.0 |
1,124.3 |
171.7 |
14.5% |
17.3 |
1.5% |
35% |
False |
False |
137,389 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.3% |
16.9 |
1.4% |
28% |
False |
False |
96,388 |
80 |
1,351.2 |
1,124.3 |
226.9 |
19.1% |
16.3 |
1.4% |
27% |
False |
False |
73,774 |
100 |
1,365.0 |
1,124.3 |
240.7 |
20.3% |
16.0 |
1.4% |
25% |
False |
False |
59,894 |
120 |
1,378.1 |
1,124.3 |
253.8 |
21.4% |
16.1 |
1.4% |
24% |
False |
False |
50,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.8 |
2.618 |
1,223.6 |
1.618 |
1,209.4 |
1.000 |
1,200.6 |
0.618 |
1,195.2 |
HIGH |
1,186.4 |
0.618 |
1,181.0 |
0.500 |
1,179.3 |
0.382 |
1,177.6 |
LOW |
1,172.2 |
0.618 |
1,163.4 |
1.000 |
1,158.0 |
1.618 |
1,149.2 |
2.618 |
1,135.0 |
4.250 |
1,111.9 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1,183.0 |
1,181.6 |
PP |
1,181.2 |
1,178.3 |
S1 |
1,179.3 |
1,175.0 |
|