| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,164.6 |
1,181.0 |
16.4 |
1.4% |
1,151.4 |
| High |
1,185.9 |
1,183.8 |
-2.1 |
-0.2% |
1,185.9 |
| Low |
1,163.6 |
1,171.1 |
7.5 |
0.6% |
1,146.5 |
| Close |
1,181.3 |
1,173.4 |
-7.9 |
-0.7% |
1,173.4 |
| Range |
22.3 |
12.7 |
-9.6 |
-43.0% |
39.4 |
| ATR |
16.5 |
16.2 |
-0.3 |
-1.6% |
0.0 |
| Volume |
272,124 |
226,432 |
-45,692 |
-16.8% |
907,611 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,214.2 |
1,206.5 |
1,180.4 |
|
| R3 |
1,201.5 |
1,193.8 |
1,176.9 |
|
| R2 |
1,188.8 |
1,188.8 |
1,175.7 |
|
| R1 |
1,181.1 |
1,181.1 |
1,174.6 |
1,178.6 |
| PP |
1,176.1 |
1,176.1 |
1,176.1 |
1,174.9 |
| S1 |
1,168.4 |
1,168.4 |
1,172.2 |
1,165.9 |
| S2 |
1,163.4 |
1,163.4 |
1,171.1 |
|
| S3 |
1,150.7 |
1,155.7 |
1,169.9 |
|
| S4 |
1,138.0 |
1,143.0 |
1,166.4 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.8 |
1,269.5 |
1,195.1 |
|
| R3 |
1,247.4 |
1,230.1 |
1,184.2 |
|
| R2 |
1,208.0 |
1,208.0 |
1,180.6 |
|
| R1 |
1,190.7 |
1,190.7 |
1,177.0 |
1,199.4 |
| PP |
1,168.6 |
1,168.6 |
1,168.6 |
1,172.9 |
| S1 |
1,151.3 |
1,151.3 |
1,169.8 |
1,160.0 |
| S2 |
1,129.2 |
1,129.2 |
1,166.2 |
|
| S3 |
1,089.8 |
1,111.9 |
1,162.6 |
|
| S4 |
1,050.4 |
1,072.5 |
1,151.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,185.9 |
1,146.5 |
39.4 |
3.4% |
16.1 |
1.4% |
68% |
False |
False |
210,292 |
| 10 |
1,185.9 |
1,128.6 |
57.3 |
4.9% |
14.0 |
1.2% |
78% |
False |
False |
162,556 |
| 20 |
1,185.9 |
1,124.3 |
61.6 |
5.2% |
14.4 |
1.2% |
80% |
False |
False |
164,986 |
| 40 |
1,341.0 |
1,124.3 |
216.7 |
18.5% |
18.7 |
1.6% |
23% |
False |
False |
134,533 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
18.5% |
16.8 |
1.4% |
23% |
False |
False |
93,492 |
| 80 |
1,351.2 |
1,124.3 |
226.9 |
19.3% |
16.3 |
1.4% |
22% |
False |
False |
71,606 |
| 100 |
1,368.0 |
1,124.3 |
243.7 |
20.8% |
16.1 |
1.4% |
20% |
False |
False |
58,120 |
| 120 |
1,378.1 |
1,124.3 |
253.8 |
21.6% |
16.1 |
1.4% |
19% |
False |
False |
49,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.8 |
|
2.618 |
1,217.0 |
|
1.618 |
1,204.3 |
|
1.000 |
1,196.5 |
|
0.618 |
1,191.6 |
|
HIGH |
1,183.8 |
|
0.618 |
1,178.9 |
|
0.500 |
1,177.5 |
|
0.382 |
1,176.0 |
|
LOW |
1,171.1 |
|
0.618 |
1,163.3 |
|
1.000 |
1,158.4 |
|
1.618 |
1,150.6 |
|
2.618 |
1,137.9 |
|
4.250 |
1,117.1 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,177.5 |
1,172.7 |
| PP |
1,176.1 |
1,172.0 |
| S1 |
1,174.8 |
1,171.3 |
|