| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,188.1 |
1,191.1 |
3.0 |
0.3% |
1,151.4 |
| High |
1,198.5 |
1,207.2 |
8.7 |
0.7% |
1,185.9 |
| Low |
1,177.0 |
1,190.7 |
13.7 |
1.2% |
1,146.5 |
| Close |
1,196.6 |
1,199.8 |
3.2 |
0.3% |
1,173.4 |
| Range |
21.5 |
16.5 |
-5.0 |
-23.3% |
39.4 |
| ATR |
16.1 |
16.1 |
0.0 |
0.2% |
0.0 |
| Volume |
328,686 |
269,319 |
-59,367 |
-18.1% |
907,611 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.7 |
1,240.8 |
1,208.9 |
|
| R3 |
1,232.2 |
1,224.3 |
1,204.3 |
|
| R2 |
1,215.7 |
1,215.7 |
1,202.8 |
|
| R1 |
1,207.8 |
1,207.8 |
1,201.3 |
1,211.8 |
| PP |
1,199.2 |
1,199.2 |
1,199.2 |
1,201.2 |
| S1 |
1,191.3 |
1,191.3 |
1,198.3 |
1,195.3 |
| S2 |
1,182.7 |
1,182.7 |
1,196.8 |
|
| S3 |
1,166.2 |
1,174.8 |
1,195.3 |
|
| S4 |
1,149.7 |
1,158.3 |
1,190.7 |
|
|
| 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 |
1,207.2 |
1,171.1 |
36.1 |
3.0% |
15.1 |
1.3% |
80% |
True |
False |
245,656 |
| 10 |
1,207.2 |
1,142.6 |
64.6 |
5.4% |
16.1 |
1.3% |
89% |
True |
False |
221,134 |
| 20 |
1,207.2 |
1,124.3 |
82.9 |
6.9% |
14.9 |
1.2% |
91% |
True |
False |
184,067 |
| 40 |
1,236.1 |
1,124.3 |
111.8 |
9.3% |
15.9 |
1.3% |
68% |
False |
False |
154,751 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
18.1% |
17.2 |
1.4% |
35% |
False |
False |
109,671 |
| 80 |
1,351.2 |
1,124.3 |
226.9 |
18.9% |
16.4 |
1.4% |
33% |
False |
False |
83,886 |
| 100 |
1,360.7 |
1,124.3 |
236.4 |
19.7% |
16.1 |
1.3% |
32% |
False |
False |
68,048 |
| 120 |
1,378.1 |
1,124.3 |
253.8 |
21.2% |
16.1 |
1.3% |
30% |
False |
False |
57,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,277.3 |
|
2.618 |
1,250.4 |
|
1.618 |
1,233.9 |
|
1.000 |
1,223.7 |
|
0.618 |
1,217.4 |
|
HIGH |
1,207.2 |
|
0.618 |
1,200.9 |
|
0.500 |
1,199.0 |
|
0.382 |
1,197.0 |
|
LOW |
1,190.7 |
|
0.618 |
1,180.5 |
|
1.000 |
1,174.2 |
|
1.618 |
1,164.0 |
|
2.618 |
1,147.5 |
|
4.250 |
1,120.6 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,199.5 |
1,197.2 |
| PP |
1,199.2 |
1,194.7 |
| S1 |
1,199.0 |
1,192.1 |
|