Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
17.81 |
17.85 |
0.04 |
0.2% |
17.67 |
High |
17.95 |
18.05 |
0.10 |
0.6% |
17.95 |
Low |
17.71 |
17.84 |
0.13 |
0.7% |
17.61 |
Close |
17.92 |
17.99 |
0.07 |
0.4% |
17.92 |
Range |
0.24 |
0.21 |
-0.03 |
-12.5% |
0.34 |
ATR |
0.17 |
0.18 |
0.00 |
1.5% |
0.00 |
Volume |
3,656,100 |
37,662,200 |
34,006,100 |
930.1% |
10,793,300 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.59 |
18.50 |
18.11 |
|
R3 |
18.38 |
18.29 |
18.05 |
|
R2 |
18.17 |
18.17 |
18.03 |
|
R1 |
18.08 |
18.08 |
18.01 |
18.12 |
PP |
17.96 |
17.96 |
17.96 |
17.98 |
S1 |
17.87 |
17.87 |
17.97 |
17.92 |
S2 |
17.75 |
17.75 |
17.95 |
|
S3 |
17.54 |
17.66 |
17.93 |
|
S4 |
17.33 |
17.45 |
17.87 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.85 |
18.72 |
18.11 |
|
R3 |
18.51 |
18.38 |
18.01 |
|
R2 |
18.17 |
18.17 |
17.98 |
|
R1 |
18.04 |
18.04 |
17.95 |
18.11 |
PP |
17.83 |
17.83 |
17.83 |
17.86 |
S1 |
17.70 |
17.70 |
17.89 |
17.77 |
S2 |
17.49 |
17.49 |
17.86 |
|
S3 |
17.15 |
17.36 |
17.83 |
|
S4 |
16.81 |
17.02 |
17.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18.05 |
17.61 |
0.44 |
2.4% |
0.18 |
1.0% |
86% |
True |
False |
9,691,100 |
10 |
18.05 |
17.38 |
0.67 |
3.7% |
0.17 |
1.0% |
91% |
True |
False |
6,580,430 |
20 |
18.05 |
17.13 |
0.92 |
5.1% |
0.19 |
1.1% |
93% |
True |
False |
5,811,780 |
40 |
18.05 |
16.78 |
1.27 |
7.1% |
0.16 |
0.9% |
95% |
True |
False |
3,670,907 |
60 |
18.05 |
16.78 |
1.27 |
7.1% |
0.14 |
0.8% |
95% |
True |
False |
3,154,905 |
80 |
18.05 |
16.68 |
1.37 |
7.6% |
0.14 |
0.8% |
96% |
True |
False |
3,027,347 |
100 |
18.05 |
16.40 |
1.65 |
9.2% |
0.14 |
0.8% |
96% |
True |
False |
2,637,095 |
120 |
18.05 |
15.91 |
2.14 |
11.9% |
0.13 |
0.7% |
97% |
True |
False |
2,345,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.94 |
2.618 |
18.60 |
1.618 |
18.39 |
1.000 |
18.26 |
0.618 |
18.18 |
HIGH |
18.05 |
0.618 |
17.97 |
0.500 |
17.94 |
0.382 |
17.92 |
LOW |
17.84 |
0.618 |
17.71 |
1.000 |
17.63 |
1.618 |
17.50 |
2.618 |
17.29 |
4.250 |
16.95 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
17.97 |
17.94 |
PP |
17.96 |
17.90 |
S1 |
17.94 |
17.85 |
|