| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,194.8 |
1,199.4 |
4.6 |
0.4% |
1,172.9 |
| High |
1,201.8 |
1,218.9 |
17.1 |
1.4% |
1,207.2 |
| Low |
1,187.5 |
1,198.0 |
10.5 |
0.9% |
1,172.2 |
| Close |
1,196.2 |
1,212.9 |
16.7 |
1.4% |
1,196.2 |
| Range |
14.3 |
20.9 |
6.6 |
46.2% |
35.0 |
| ATR |
16.0 |
16.4 |
0.5 |
3.0% |
0.0 |
| Volume |
288,619 |
381,417 |
92,798 |
32.2% |
1,290,471 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.6 |
1,263.7 |
1,224.4 |
|
| R3 |
1,251.7 |
1,242.8 |
1,218.6 |
|
| R2 |
1,230.8 |
1,230.8 |
1,216.7 |
|
| R1 |
1,221.9 |
1,221.9 |
1,214.8 |
1,226.4 |
| PP |
1,209.9 |
1,209.9 |
1,209.9 |
1,212.2 |
| S1 |
1,201.0 |
1,201.0 |
1,211.0 |
1,205.5 |
| S2 |
1,189.0 |
1,189.0 |
1,209.1 |
|
| S3 |
1,168.1 |
1,180.1 |
1,207.2 |
|
| S4 |
1,147.2 |
1,159.2 |
1,201.4 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.9 |
1,281.5 |
1,215.5 |
|
| R3 |
1,261.9 |
1,246.5 |
1,205.8 |
|
| R2 |
1,226.9 |
1,226.9 |
1,202.6 |
|
| R1 |
1,211.5 |
1,211.5 |
1,199.4 |
1,219.2 |
| PP |
1,191.9 |
1,191.9 |
1,191.9 |
1,195.7 |
| S1 |
1,176.5 |
1,176.5 |
1,193.0 |
1,184.2 |
| S2 |
1,156.9 |
1,156.9 |
1,189.8 |
|
| S3 |
1,121.9 |
1,141.5 |
1,186.6 |
|
| S4 |
1,086.9 |
1,106.5 |
1,177.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,218.9 |
1,177.0 |
41.9 |
3.5% |
16.7 |
1.4% |
86% |
True |
False |
298,570 |
| 10 |
1,218.9 |
1,146.5 |
72.4 |
6.0% |
16.4 |
1.4% |
92% |
True |
False |
257,949 |
| 20 |
1,218.9 |
1,127.3 |
91.6 |
7.6% |
14.2 |
1.2% |
93% |
True |
False |
192,769 |
| 40 |
1,234.0 |
1,124.3 |
109.7 |
9.0% |
16.1 |
1.3% |
81% |
False |
False |
170,391 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
17.9% |
17.4 |
1.4% |
41% |
False |
False |
120,663 |
| 80 |
1,351.2 |
1,124.3 |
226.9 |
18.7% |
16.4 |
1.4% |
39% |
False |
False |
92,172 |
| 100 |
1,360.7 |
1,124.3 |
236.4 |
19.5% |
16.3 |
1.3% |
37% |
False |
False |
74,703 |
| 120 |
1,378.1 |
1,124.3 |
253.8 |
20.9% |
16.2 |
1.3% |
35% |
False |
False |
62,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.7 |
|
2.618 |
1,273.6 |
|
1.618 |
1,252.7 |
|
1.000 |
1,239.8 |
|
0.618 |
1,231.8 |
|
HIGH |
1,218.9 |
|
0.618 |
1,210.9 |
|
0.500 |
1,208.5 |
|
0.382 |
1,206.0 |
|
LOW |
1,198.0 |
|
0.618 |
1,185.1 |
|
1.000 |
1,177.1 |
|
1.618 |
1,164.2 |
|
2.618 |
1,143.3 |
|
4.250 |
1,109.2 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,211.4 |
1,209.7 |
| PP |
1,209.9 |
1,206.4 |
| S1 |
1,208.5 |
1,203.2 |
|