| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,085 |
19,175 |
90 |
0.5% |
19,420 |
| High |
19,235 |
19,485 |
250 |
1.3% |
19,535 |
| Low |
19,035 |
19,165 |
130 |
0.7% |
18,990 |
| Close |
19,110 |
19,380 |
270 |
1.4% |
19,110 |
| Range |
200 |
320 |
120 |
60.0% |
545 |
| ATR |
242 |
252 |
9 |
3.9% |
0 |
| Volume |
6,806 |
10,413 |
3,607 |
53.0% |
26,209 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,303 |
20,162 |
19,556 |
|
| R3 |
19,983 |
19,842 |
19,468 |
|
| R2 |
19,663 |
19,663 |
19,439 |
|
| R1 |
19,522 |
19,522 |
19,409 |
19,593 |
| PP |
19,343 |
19,343 |
19,343 |
19,379 |
| S1 |
19,202 |
19,202 |
19,351 |
19,273 |
| S2 |
19,023 |
19,023 |
19,321 |
|
| S3 |
18,703 |
18,882 |
19,292 |
|
| S4 |
18,383 |
18,562 |
19,204 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,847 |
20,523 |
19,410 |
|
| R3 |
20,302 |
19,978 |
19,260 |
|
| R2 |
19,757 |
19,757 |
19,210 |
|
| R1 |
19,433 |
19,433 |
19,160 |
19,323 |
| PP |
19,212 |
19,212 |
19,212 |
19,156 |
| S1 |
18,888 |
18,888 |
19,060 |
18,778 |
| S2 |
18,667 |
18,667 |
19,010 |
|
| S3 |
18,122 |
18,343 |
18,960 |
|
| S4 |
17,577 |
17,798 |
18,810 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,535 |
18,990 |
545 |
2.8% |
244 |
1.3% |
72% |
False |
False |
7,324 |
| 10 |
19,680 |
18,990 |
690 |
3.6% |
212 |
1.1% |
57% |
False |
False |
7,110 |
| 20 |
19,680 |
18,275 |
1,405 |
7.2% |
252 |
1.3% |
79% |
False |
False |
10,669 |
| 40 |
19,680 |
16,190 |
3,490 |
18.0% |
276 |
1.4% |
91% |
False |
False |
5,408 |
| 60 |
19,680 |
16,190 |
3,490 |
18.0% |
235 |
1.2% |
91% |
False |
False |
3,607 |
| 80 |
19,680 |
16,190 |
3,490 |
18.0% |
219 |
1.1% |
91% |
False |
False |
2,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,845 |
|
2.618 |
20,323 |
|
1.618 |
20,003 |
|
1.000 |
19,805 |
|
0.618 |
19,683 |
|
HIGH |
19,485 |
|
0.618 |
19,363 |
|
0.500 |
19,325 |
|
0.382 |
19,287 |
|
LOW |
19,165 |
|
0.618 |
18,967 |
|
1.000 |
18,845 |
|
1.618 |
18,647 |
|
2.618 |
18,327 |
|
4.250 |
17,805 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,362 |
19,333 |
| PP |
19,343 |
19,285 |
| S1 |
19,325 |
19,238 |
|