| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,216.8 |
1,203.1 |
-13.7 |
-1.1% |
1,172.9 |
| High |
1,217.7 |
1,206.4 |
-11.3 |
-0.9% |
1,207.2 |
| Low |
1,201.8 |
1,195.4 |
-6.4 |
-0.5% |
1,172.2 |
| Close |
1,212.1 |
1,201.5 |
-10.6 |
-0.9% |
1,196.2 |
| Range |
15.9 |
11.0 |
-4.9 |
-30.8% |
35.0 |
| ATR |
16.4 |
16.4 |
0.0 |
0.1% |
0.0 |
| Volume |
203,645 |
247,403 |
43,758 |
21.5% |
1,290,471 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.1 |
1,228.8 |
1,207.6 |
|
| R3 |
1,223.1 |
1,217.8 |
1,204.5 |
|
| R2 |
1,212.1 |
1,212.1 |
1,203.5 |
|
| R1 |
1,206.8 |
1,206.8 |
1,202.5 |
1,204.0 |
| PP |
1,201.1 |
1,201.1 |
1,201.1 |
1,199.7 |
| S1 |
1,195.8 |
1,195.8 |
1,200.5 |
1,193.0 |
| S2 |
1,190.1 |
1,190.1 |
1,199.5 |
|
| S3 |
1,179.1 |
1,184.8 |
1,198.5 |
|
| S4 |
1,168.1 |
1,173.8 |
1,195.5 |
|
|
| 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 |
1,187.5 |
31.4 |
2.6% |
15.7 |
1.3% |
45% |
False |
False |
278,080 |
| 10 |
1,218.9 |
1,163.6 |
55.3 |
4.6% |
16.0 |
1.3% |
69% |
False |
False |
262,149 |
| 20 |
1,218.9 |
1,127.3 |
91.6 |
7.6% |
14.3 |
1.2% |
81% |
False |
False |
200,430 |
| 40 |
1,223.6 |
1,124.3 |
99.3 |
8.3% |
15.9 |
1.3% |
78% |
False |
False |
180,393 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
18.0% |
17.6 |
1.5% |
36% |
False |
False |
127,966 |
| 80 |
1,349.8 |
1,124.3 |
225.5 |
18.8% |
16.5 |
1.4% |
34% |
False |
False |
97,707 |
| 100 |
1,360.7 |
1,124.3 |
236.4 |
19.7% |
16.3 |
1.4% |
33% |
False |
False |
79,039 |
| 120 |
1,378.1 |
1,124.3 |
253.8 |
21.1% |
16.1 |
1.3% |
30% |
False |
False |
66,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,253.2 |
|
2.618 |
1,235.2 |
|
1.618 |
1,224.2 |
|
1.000 |
1,217.4 |
|
0.618 |
1,213.2 |
|
HIGH |
1,206.4 |
|
0.618 |
1,202.2 |
|
0.500 |
1,200.9 |
|
0.382 |
1,199.6 |
|
LOW |
1,195.4 |
|
0.618 |
1,188.6 |
|
1.000 |
1,184.4 |
|
1.618 |
1,177.6 |
|
2.618 |
1,166.6 |
|
4.250 |
1,148.7 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.3 |
1,207.2 |
| PP |
1,201.1 |
1,205.3 |
| S1 |
1,200.9 |
1,203.4 |
|