| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,826 |
19,798 |
-28 |
-0.1% |
19,757 |
| High |
19,885 |
19,904 |
19 |
0.1% |
19,925 |
| Low |
19,765 |
19,757 |
-8 |
0.0% |
19,703 |
| Close |
19,788 |
19,877 |
89 |
0.4% |
19,897 |
| Range |
120 |
147 |
27 |
22.5% |
222 |
| ATR |
128 |
129 |
1 |
1.1% |
0 |
| Volume |
110,885 |
185,272 |
74,387 |
67.1% |
487,023 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,287 |
20,229 |
19,958 |
|
| R3 |
20,140 |
20,082 |
19,918 |
|
| R2 |
19,993 |
19,993 |
19,904 |
|
| R1 |
19,935 |
19,935 |
19,891 |
19,964 |
| PP |
19,846 |
19,846 |
19,846 |
19,861 |
| S1 |
19,788 |
19,788 |
19,864 |
19,817 |
| S2 |
19,699 |
19,699 |
19,850 |
|
| S3 |
19,552 |
19,641 |
19,837 |
|
| S4 |
19,405 |
19,494 |
19,796 |
|
|
| 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% |
136 |
0.7% |
75% |
False |
False |
122,553 |
| 10 |
19,925 |
19,661 |
264 |
1.3% |
134 |
0.7% |
82% |
False |
False |
115,367 |
| 20 |
19,933 |
19,661 |
272 |
1.4% |
120 |
0.6% |
79% |
False |
False |
112,632 |
| 40 |
19,933 |
18,697 |
1,236 |
6.2% |
119 |
0.6% |
95% |
False |
False |
64,637 |
| 60 |
19,933 |
17,360 |
2,573 |
12.9% |
146 |
0.7% |
98% |
False |
False |
43,185 |
| 80 |
19,933 |
17,360 |
2,573 |
12.9% |
154 |
0.8% |
98% |
False |
False |
32,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,529 |
|
2.618 |
20,289 |
|
1.618 |
20,142 |
|
1.000 |
20,051 |
|
0.618 |
19,995 |
|
HIGH |
19,904 |
|
0.618 |
19,848 |
|
0.500 |
19,831 |
|
0.382 |
19,813 |
|
LOW |
19,757 |
|
0.618 |
19,666 |
|
1.000 |
19,610 |
|
1.618 |
19,519 |
|
2.618 |
19,372 |
|
4.250 |
19,132 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,862 |
19,865 |
| PP |
19,846 |
19,852 |
| S1 |
19,831 |
19,840 |
|