| 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 |
1,181.3 |
1,188.1 |
6.8 |
0.6% |
1,151.4 |
| High |
1,190.6 |
1,198.5 |
7.9 |
0.7% |
1,185.9 |
| Low |
1,180.2 |
1,177.0 |
-3.2 |
-0.3% |
1,146.5 |
| Close |
1,185.5 |
1,196.6 |
11.1 |
0.9% |
1,173.4 |
| Range |
10.4 |
21.5 |
11.1 |
106.7% |
39.4 |
| ATR |
15.6 |
16.1 |
0.4 |
2.7% |
0.0 |
| Volume |
224,813 |
328,686 |
103,873 |
46.2% |
907,611 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.2 |
1,247.4 |
1,208.4 |
|
| R3 |
1,233.7 |
1,225.9 |
1,202.5 |
|
| R2 |
1,212.2 |
1,212.2 |
1,200.5 |
|
| R1 |
1,204.4 |
1,204.4 |
1,198.6 |
1,208.3 |
| PP |
1,190.7 |
1,190.7 |
1,190.7 |
1,192.7 |
| S1 |
1,182.9 |
1,182.9 |
1,194.6 |
1,186.8 |
| S2 |
1,169.2 |
1,169.2 |
1,192.7 |
|
| S3 |
1,147.7 |
1,161.4 |
1,190.7 |
|
| S4 |
1,126.2 |
1,139.9 |
1,184.8 |
|
|
| 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 |
1,198.5 |
1,163.6 |
34.9 |
2.9% |
16.2 |
1.4% |
95% |
True |
False |
246,217 |
| 10 |
1,198.5 |
1,137.1 |
61.4 |
5.1% |
15.3 |
1.3% |
97% |
True |
False |
205,453 |
| 20 |
1,198.5 |
1,124.3 |
74.2 |
6.2% |
14.6 |
1.2% |
97% |
True |
False |
177,744 |
| 40 |
1,236.1 |
1,124.3 |
111.8 |
9.3% |
15.9 |
1.3% |
65% |
False |
False |
148,566 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
18.1% |
17.0 |
1.4% |
33% |
False |
False |
105,311 |
| 80 |
1,351.2 |
1,124.3 |
226.9 |
19.0% |
16.3 |
1.4% |
32% |
False |
False |
80,584 |
| 100 |
1,361.5 |
1,124.3 |
237.2 |
19.8% |
16.1 |
1.3% |
30% |
False |
False |
65,371 |
| 120 |
1,378.1 |
1,124.3 |
253.8 |
21.2% |
16.0 |
1.3% |
28% |
False |
False |
55,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.9 |
|
2.618 |
1,254.8 |
|
1.618 |
1,233.3 |
|
1.000 |
1,220.0 |
|
0.618 |
1,211.8 |
|
HIGH |
1,198.5 |
|
0.618 |
1,190.3 |
|
0.500 |
1,187.8 |
|
0.382 |
1,185.2 |
|
LOW |
1,177.0 |
|
0.618 |
1,163.7 |
|
1.000 |
1,155.5 |
|
1.618 |
1,142.2 |
|
2.618 |
1,120.7 |
|
4.250 |
1,085.6 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.7 |
1,192.9 |
| PP |
1,190.7 |
1,189.1 |
| S1 |
1,187.8 |
1,185.4 |
|