| 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 |
16.22 |
15.92 |
-0.30 |
-1.8% |
15.25 |
| High |
16.48 |
16.36 |
-0.12 |
-0.7% |
16.48 |
| Low |
15.98 |
15.89 |
-0.09 |
-0.6% |
15.20 |
| Close |
16.02 |
16.13 |
0.11 |
0.7% |
16.22 |
| Range |
0.50 |
0.47 |
-0.03 |
-6.0% |
1.28 |
| ATR |
0.38 |
0.39 |
0.01 |
1.6% |
0.00 |
| Volume |
3,785,000 |
11,971,800 |
8,186,800 |
216.3% |
12,736,600 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17.54 |
17.30 |
16.39 |
|
| R3 |
17.07 |
16.83 |
16.26 |
|
| R2 |
16.60 |
16.60 |
16.22 |
|
| R1 |
16.36 |
16.36 |
16.17 |
16.48 |
| PP |
16.13 |
16.13 |
16.13 |
16.19 |
| S1 |
15.89 |
15.89 |
16.09 |
16.01 |
| S2 |
15.66 |
15.66 |
16.04 |
|
| S3 |
15.19 |
15.42 |
16.00 |
|
| S4 |
14.72 |
14.95 |
15.87 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.81 |
19.29 |
16.92 |
|
| R3 |
18.53 |
18.01 |
16.57 |
|
| R2 |
17.25 |
17.25 |
16.45 |
|
| R1 |
16.73 |
16.73 |
16.34 |
16.99 |
| PP |
15.97 |
15.97 |
15.97 |
16.09 |
| S1 |
15.45 |
15.45 |
16.10 |
15.71 |
| S2 |
14.69 |
14.69 |
15.99 |
|
| S3 |
13.41 |
14.17 |
15.87 |
|
| S4 |
12.13 |
12.89 |
15.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16.48 |
15.89 |
0.59 |
3.7% |
0.41 |
2.5% |
41% |
False |
True |
4,926,940 |
| 10 |
16.48 |
14.73 |
1.75 |
10.8% |
0.41 |
2.5% |
80% |
False |
False |
3,473,190 |
| 20 |
16.48 |
14.67 |
1.81 |
11.2% |
0.38 |
2.4% |
81% |
False |
False |
2,656,570 |
| 40 |
16.48 |
13.77 |
2.71 |
16.8% |
0.34 |
2.1% |
87% |
False |
False |
2,051,887 |
| 60 |
16.48 |
13.00 |
3.48 |
21.6% |
0.35 |
2.2% |
90% |
False |
False |
2,168,061 |
| 80 |
16.48 |
12.43 |
4.05 |
25.1% |
0.33 |
2.1% |
91% |
False |
False |
2,081,796 |
| 100 |
16.48 |
12.43 |
4.05 |
25.1% |
0.33 |
2.0% |
91% |
False |
False |
1,978,067 |
| 120 |
16.48 |
12.43 |
4.05 |
25.1% |
0.32 |
2.0% |
91% |
False |
False |
1,891,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18.36 |
|
2.618 |
17.59 |
|
1.618 |
17.12 |
|
1.000 |
16.83 |
|
0.618 |
16.65 |
|
HIGH |
16.36 |
|
0.618 |
16.18 |
|
0.500 |
16.13 |
|
0.382 |
16.07 |
|
LOW |
15.89 |
|
0.618 |
15.60 |
|
1.000 |
15.42 |
|
1.618 |
15.13 |
|
2.618 |
14.66 |
|
4.250 |
13.89 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
16.13 |
16.19 |
| PP |
16.13 |
16.17 |
| S1 |
16.13 |
16.15 |
|