| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,865 |
19,821 |
-44 |
-0.2% |
19,757 |
| High |
19,872 |
19,925 |
53 |
0.3% |
19,925 |
| Low |
19,733 |
19,760 |
27 |
0.1% |
19,703 |
| Close |
19,821 |
19,897 |
76 |
0.4% |
19,897 |
| Range |
139 |
165 |
26 |
18.7% |
222 |
| ATR |
128 |
130 |
3 |
2.1% |
0 |
| Volume |
108,860 |
121,917 |
13,057 |
12.0% |
487,023 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,356 |
20,291 |
19,988 |
|
| R3 |
20,191 |
20,126 |
19,943 |
|
| R2 |
20,026 |
20,026 |
19,927 |
|
| R1 |
19,961 |
19,961 |
19,912 |
19,994 |
| PP |
19,861 |
19,861 |
19,861 |
19,877 |
| S1 |
19,796 |
19,796 |
19,882 |
19,829 |
| S2 |
19,696 |
19,696 |
19,867 |
|
| S3 |
19,531 |
19,631 |
19,852 |
|
| S4 |
19,366 |
19,466 |
19,806 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,508 |
20,424 |
20,019 |
|
| R3 |
20,286 |
20,202 |
19,958 |
|
| R2 |
20,064 |
20,064 |
19,938 |
|
| R1 |
19,980 |
19,980 |
19,917 |
20,022 |
| PP |
19,842 |
19,842 |
19,842 |
19,863 |
| S1 |
19,758 |
19,758 |
19,877 |
19,800 |
| S2 |
19,620 |
19,620 |
19,856 |
|
| S3 |
19,398 |
19,536 |
19,836 |
|
| S4 |
19,176 |
19,314 |
19,775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,925 |
19,661 |
264 |
1.3% |
146 |
0.7% |
89% |
True |
False |
119,299 |
| 10 |
19,925 |
19,661 |
264 |
1.3% |
115 |
0.6% |
89% |
True |
False |
93,107 |
| 20 |
19,933 |
19,431 |
502 |
2.5% |
125 |
0.6% |
93% |
False |
False |
109,036 |
| 40 |
19,933 |
17,360 |
2,573 |
12.9% |
151 |
0.8% |
99% |
False |
False |
55,158 |
| 60 |
19,933 |
17,360 |
2,573 |
12.9% |
147 |
0.7% |
99% |
False |
False |
36,826 |
| 80 |
19,933 |
17,360 |
2,573 |
12.9% |
155 |
0.8% |
99% |
False |
False |
27,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,626 |
|
2.618 |
20,357 |
|
1.618 |
20,192 |
|
1.000 |
20,090 |
|
0.618 |
20,027 |
|
HIGH |
19,925 |
|
0.618 |
19,862 |
|
0.500 |
19,843 |
|
0.382 |
19,823 |
|
LOW |
19,760 |
|
0.618 |
19,658 |
|
1.000 |
19,595 |
|
1.618 |
19,493 |
|
2.618 |
19,328 |
|
4.250 |
19,059 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,879 |
19,874 |
| PP |
19,861 |
19,852 |
| S1 |
19,843 |
19,829 |
|