| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,798 |
19,880 |
82 |
0.4% |
19,757 |
| High |
19,904 |
19,882 |
-22 |
-0.1% |
19,925 |
| Low |
19,757 |
19,692 |
-65 |
-0.3% |
19,703 |
| Close |
19,877 |
19,803 |
-74 |
-0.4% |
19,897 |
| Range |
147 |
190 |
43 |
29.3% |
222 |
| ATR |
129 |
134 |
4 |
3.3% |
0 |
| Volume |
185,272 |
151,822 |
-33,450 |
-18.1% |
487,023 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,362 |
20,273 |
19,908 |
|
| R3 |
20,172 |
20,083 |
19,855 |
|
| R2 |
19,982 |
19,982 |
19,838 |
|
| R1 |
19,893 |
19,893 |
19,821 |
19,843 |
| PP |
19,792 |
19,792 |
19,792 |
19,767 |
| S1 |
19,703 |
19,703 |
19,786 |
19,653 |
| S2 |
19,602 |
19,602 |
19,768 |
|
| S3 |
19,412 |
19,513 |
19,751 |
|
| S4 |
19,222 |
19,323 |
19,699 |
|
|
| 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 |
19,692 |
233 |
1.2% |
146 |
0.7% |
48% |
False |
True |
131,146 |
| 10 |
19,925 |
19,661 |
264 |
1.3% |
138 |
0.7% |
54% |
False |
False |
121,666 |
| 20 |
19,933 |
19,661 |
272 |
1.4% |
121 |
0.6% |
52% |
False |
False |
112,611 |
| 40 |
19,933 |
18,697 |
1,236 |
6.2% |
120 |
0.6% |
89% |
False |
False |
68,404 |
| 60 |
19,933 |
17,360 |
2,573 |
13.0% |
147 |
0.7% |
95% |
False |
False |
45,714 |
| 80 |
19,933 |
17,360 |
2,573 |
13.0% |
154 |
0.8% |
95% |
False |
False |
34,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,690 |
|
2.618 |
20,380 |
|
1.618 |
20,190 |
|
1.000 |
20,072 |
|
0.618 |
20,000 |
|
HIGH |
19,882 |
|
0.618 |
19,810 |
|
0.500 |
19,787 |
|
0.382 |
19,765 |
|
LOW |
19,692 |
|
0.618 |
19,575 |
|
1.000 |
19,502 |
|
1.618 |
19,385 |
|
2.618 |
19,195 |
|
4.250 |
18,885 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,798 |
19,801 |
| PP |
19,792 |
19,800 |
| S1 |
19,787 |
19,798 |
|