| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
5,631.0 |
5,697.0 |
66.0 |
1.2% |
5,591.0 |
| High |
5,704.0 |
5,707.0 |
3.0 |
0.1% |
5,675.0 |
| Low |
5,619.0 |
5,688.0 |
69.0 |
1.2% |
5,591.0 |
| Close |
5,702.0 |
5,697.0 |
-5.0 |
-0.1% |
5,631.0 |
| Range |
85.0 |
19.0 |
-66.0 |
-77.6% |
84.0 |
| ATR |
50.9 |
48.7 |
-2.3 |
-4.5% |
0.0 |
| Volume |
27,110 |
15,392 |
-11,718 |
-43.2% |
53,188 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,754.3 |
5,744.7 |
5,707.5 |
|
| R3 |
5,735.3 |
5,725.7 |
5,702.2 |
|
| R2 |
5,716.3 |
5,716.3 |
5,700.5 |
|
| R1 |
5,706.7 |
5,706.7 |
5,698.7 |
5,706.5 |
| PP |
5,697.3 |
5,697.3 |
5,697.3 |
5,697.3 |
| S1 |
5,687.7 |
5,687.7 |
5,695.3 |
5,687.5 |
| S2 |
5,678.3 |
5,678.3 |
5,693.5 |
|
| S3 |
5,659.3 |
5,668.7 |
5,691.8 |
|
| S4 |
5,640.3 |
5,649.7 |
5,686.6 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,884.3 |
5,841.7 |
5,677.2 |
|
| R3 |
5,800.3 |
5,757.7 |
5,654.1 |
|
| R2 |
5,716.3 |
5,716.3 |
5,646.4 |
|
| R1 |
5,673.7 |
5,673.7 |
5,638.7 |
5,695.0 |
| PP |
5,632.3 |
5,632.3 |
5,632.3 |
5,643.0 |
| S1 |
5,589.7 |
5,589.7 |
5,623.3 |
5,611.0 |
| S2 |
5,548.3 |
5,548.3 |
5,615.6 |
|
| S3 |
5,464.3 |
5,505.7 |
5,607.9 |
|
| S4 |
5,380.3 |
5,421.7 |
5,584.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,707.0 |
5,591.0 |
116.0 |
2.0% |
52.2 |
0.9% |
91% |
True |
False |
19,138 |
| 10 |
5,707.0 |
5,483.0 |
224.0 |
3.9% |
48.7 |
0.9% |
96% |
True |
False |
20,194 |
| 20 |
5,707.0 |
5,333.0 |
374.0 |
6.6% |
40.1 |
0.7% |
97% |
True |
False |
32,641 |
| 40 |
5,707.0 |
5,009.0 |
698.0 |
12.3% |
40.6 |
0.7% |
99% |
True |
False |
16,348 |
| 60 |
5,707.0 |
5,009.0 |
698.0 |
12.3% |
32.4 |
0.6% |
99% |
True |
False |
10,908 |
| 80 |
5,707.0 |
5,009.0 |
698.0 |
12.3% |
26.2 |
0.5% |
99% |
True |
False |
8,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,787.8 |
|
2.618 |
5,756.7 |
|
1.618 |
5,737.7 |
|
1.000 |
5,726.0 |
|
0.618 |
5,718.7 |
|
HIGH |
5,707.0 |
|
0.618 |
5,699.7 |
|
0.500 |
5,697.5 |
|
0.382 |
5,695.3 |
|
LOW |
5,688.0 |
|
0.618 |
5,676.3 |
|
1.000 |
5,669.0 |
|
1.618 |
5,657.3 |
|
2.618 |
5,638.3 |
|
4.250 |
5,607.3 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,697.5 |
5,685.2 |
| PP |
5,697.3 |
5,673.3 |
| S1 |
5,697.2 |
5,661.5 |
|