| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,887 |
19,826 |
-61 |
-0.3% |
19,757 |
| High |
19,922 |
19,885 |
-37 |
-0.2% |
19,925 |
| Low |
19,816 |
19,765 |
-51 |
-0.3% |
19,703 |
| Close |
19,828 |
19,788 |
-40 |
-0.2% |
19,897 |
| Range |
106 |
120 |
14 |
13.2% |
222 |
| ATR |
129 |
128 |
-1 |
-0.5% |
0 |
| Volume |
85,834 |
110,885 |
25,051 |
29.2% |
487,023 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,173 |
20,100 |
19,854 |
|
| R3 |
20,053 |
19,980 |
19,821 |
|
| R2 |
19,933 |
19,933 |
19,810 |
|
| R1 |
19,860 |
19,860 |
19,799 |
19,837 |
| PP |
19,813 |
19,813 |
19,813 |
19,801 |
| S1 |
19,740 |
19,740 |
19,777 |
19,717 |
| S2 |
19,693 |
19,693 |
19,766 |
|
| S3 |
19,573 |
19,620 |
19,755 |
|
| S4 |
19,453 |
19,500 |
19,722 |
|
|
| 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 |
19,733 |
192 |
1.0% |
125 |
0.6% |
29% |
False |
False |
106,371 |
| 10 |
19,925 |
19,661 |
264 |
1.3% |
126 |
0.6% |
48% |
False |
False |
101,397 |
| 20 |
19,933 |
19,661 |
272 |
1.4% |
119 |
0.6% |
47% |
False |
False |
110,872 |
| 40 |
19,933 |
18,613 |
1,320 |
6.7% |
119 |
0.6% |
89% |
False |
False |
60,012 |
| 60 |
19,933 |
17,360 |
2,573 |
13.0% |
146 |
0.7% |
94% |
False |
False |
40,099 |
| 80 |
19,933 |
17,360 |
2,573 |
13.0% |
153 |
0.8% |
94% |
False |
False |
30,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,395 |
|
2.618 |
20,199 |
|
1.618 |
20,079 |
|
1.000 |
20,005 |
|
0.618 |
19,959 |
|
HIGH |
19,885 |
|
0.618 |
19,839 |
|
0.500 |
19,825 |
|
0.382 |
19,811 |
|
LOW |
19,765 |
|
0.618 |
19,691 |
|
1.000 |
19,645 |
|
1.618 |
19,571 |
|
2.618 |
19,451 |
|
4.250 |
19,255 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,825 |
19,843 |
| PP |
19,813 |
19,824 |
| S1 |
19,800 |
19,806 |
|