| 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 |
19,821 |
19,887 |
66 |
0.3% |
19,757 |
| High |
19,925 |
19,922 |
-3 |
0.0% |
19,925 |
| Low |
19,760 |
19,816 |
56 |
0.3% |
19,703 |
| Close |
19,897 |
19,828 |
-69 |
-0.3% |
19,897 |
| Range |
165 |
106 |
-59 |
-35.8% |
222 |
| ATR |
130 |
129 |
-2 |
-1.3% |
0 |
| Volume |
121,917 |
85,834 |
-36,083 |
-29.6% |
487,023 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,173 |
20,107 |
19,886 |
|
| R3 |
20,067 |
20,001 |
19,857 |
|
| R2 |
19,961 |
19,961 |
19,848 |
|
| R1 |
19,895 |
19,895 |
19,838 |
19,875 |
| PP |
19,855 |
19,855 |
19,855 |
19,846 |
| S1 |
19,789 |
19,789 |
19,818 |
19,769 |
| S2 |
19,749 |
19,749 |
19,809 |
|
| S3 |
19,643 |
19,683 |
19,799 |
|
| S4 |
19,537 |
19,577 |
19,770 |
|
|
| 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 |
19,703 |
222 |
1.1% |
136 |
0.7% |
56% |
False |
False |
114,571 |
| 10 |
19,925 |
19,661 |
264 |
1.3% |
118 |
0.6% |
63% |
False |
False |
94,520 |
| 20 |
19,933 |
19,556 |
377 |
1.9% |
121 |
0.6% |
72% |
False |
False |
111,339 |
| 40 |
19,933 |
18,425 |
1,508 |
7.6% |
124 |
0.6% |
93% |
False |
False |
57,266 |
| 60 |
19,933 |
17,360 |
2,573 |
13.0% |
147 |
0.7% |
96% |
False |
False |
38,256 |
| 80 |
19,933 |
17,360 |
2,573 |
13.0% |
154 |
0.8% |
96% |
False |
False |
28,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,373 |
|
2.618 |
20,200 |
|
1.618 |
20,094 |
|
1.000 |
20,028 |
|
0.618 |
19,988 |
|
HIGH |
19,922 |
|
0.618 |
19,882 |
|
0.500 |
19,869 |
|
0.382 |
19,857 |
|
LOW |
19,816 |
|
0.618 |
19,751 |
|
1.000 |
19,710 |
|
1.618 |
19,645 |
|
2.618 |
19,539 |
|
4.250 |
19,366 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,869 |
19,829 |
| PP |
19,855 |
19,829 |
| S1 |
19,842 |
19,828 |
|