| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,757 |
19,798 |
41 |
0.2% |
19,863 |
| High |
19,879 |
19,881 |
2 |
0.0% |
19,922 |
| Low |
19,703 |
19,787 |
84 |
0.4% |
19,661 |
| Close |
19,798 |
19,856 |
58 |
0.3% |
19,720 |
| Range |
176 |
94 |
-82 |
-46.6% |
261 |
| ATR |
130 |
127 |
-3 |
-2.0% |
0 |
| Volume |
151,885 |
104,361 |
-47,524 |
-31.3% |
330,234 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,123 |
20,084 |
19,908 |
|
| R3 |
20,029 |
19,990 |
19,882 |
|
| R2 |
19,935 |
19,935 |
19,873 |
|
| R1 |
19,896 |
19,896 |
19,865 |
19,916 |
| PP |
19,841 |
19,841 |
19,841 |
19,851 |
| S1 |
19,802 |
19,802 |
19,848 |
19,822 |
| S2 |
19,747 |
19,747 |
19,839 |
|
| S3 |
19,653 |
19,708 |
19,830 |
|
| S4 |
19,559 |
19,614 |
19,804 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,551 |
20,396 |
19,864 |
|
| R3 |
20,290 |
20,135 |
19,792 |
|
| R2 |
20,029 |
20,029 |
19,768 |
|
| R1 |
19,874 |
19,874 |
19,744 |
19,821 |
| PP |
19,768 |
19,768 |
19,768 |
19,741 |
| S1 |
19,613 |
19,613 |
19,696 |
19,560 |
| S2 |
19,507 |
19,507 |
19,672 |
|
| S3 |
19,246 |
19,352 |
19,648 |
|
| S4 |
18,985 |
19,091 |
19,577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,920 |
19,661 |
259 |
1.3% |
133 |
0.7% |
75% |
False |
False |
108,180 |
| 10 |
19,933 |
19,661 |
272 |
1.4% |
100 |
0.5% |
72% |
False |
False |
84,649 |
| 20 |
19,933 |
19,114 |
819 |
4.1% |
130 |
0.7% |
91% |
False |
False |
98,107 |
| 40 |
19,933 |
17,360 |
2,573 |
13.0% |
154 |
0.8% |
97% |
False |
False |
49,403 |
| 60 |
19,933 |
17,360 |
2,573 |
13.0% |
150 |
0.8% |
97% |
False |
False |
32,983 |
| 80 |
19,933 |
17,360 |
2,573 |
13.0% |
158 |
0.8% |
97% |
False |
False |
24,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,281 |
|
2.618 |
20,127 |
|
1.618 |
20,033 |
|
1.000 |
19,975 |
|
0.618 |
19,939 |
|
HIGH |
19,881 |
|
0.618 |
19,845 |
|
0.500 |
19,834 |
|
0.382 |
19,823 |
|
LOW |
19,787 |
|
0.618 |
19,729 |
|
1.000 |
19,693 |
|
1.618 |
19,635 |
|
2.618 |
19,541 |
|
4.250 |
19,388 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,849 |
19,828 |
| PP |
19,841 |
19,799 |
| S1 |
19,834 |
19,771 |
|