| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,191.7 |
1,194.9 |
3.2 |
0.3% |
1,209.3 |
| High |
1,198.5 |
1,214.7 |
16.2 |
1.4% |
1,220.1 |
| Low |
1,187.1 |
1,193.3 |
6.2 |
0.5% |
1,179.7 |
| Close |
1,193.2 |
1,208.6 |
15.4 |
1.3% |
1,188.4 |
| Range |
11.4 |
21.4 |
10.0 |
87.7% |
40.4 |
| ATR |
15.7 |
16.1 |
0.4 |
2.6% |
0.0 |
| Volume |
50,503 |
3,212 |
-47,291 |
-93.6% |
1,231,263 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.7 |
1,260.6 |
1,220.4 |
|
| R3 |
1,248.3 |
1,239.2 |
1,214.5 |
|
| R2 |
1,226.9 |
1,226.9 |
1,212.5 |
|
| R1 |
1,217.8 |
1,217.8 |
1,210.6 |
1,222.4 |
| PP |
1,205.5 |
1,205.5 |
1,205.5 |
1,207.8 |
| S1 |
1,196.4 |
1,196.4 |
1,206.6 |
1,201.0 |
| S2 |
1,184.1 |
1,184.1 |
1,204.7 |
|
| S3 |
1,162.7 |
1,175.0 |
1,202.7 |
|
| S4 |
1,141.3 |
1,153.6 |
1,196.8 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.3 |
1,293.2 |
1,210.6 |
|
| R3 |
1,276.9 |
1,252.8 |
1,199.5 |
|
| R2 |
1,236.5 |
1,236.5 |
1,195.8 |
|
| R1 |
1,212.4 |
1,212.4 |
1,192.1 |
1,204.3 |
| PP |
1,196.1 |
1,196.1 |
1,196.1 |
1,192.0 |
| S1 |
1,172.0 |
1,172.0 |
1,184.7 |
1,163.9 |
| S2 |
1,155.7 |
1,155.7 |
1,181.0 |
|
| S3 |
1,115.3 |
1,131.6 |
1,177.3 |
|
| S4 |
1,074.9 |
1,091.2 |
1,166.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,214.7 |
1,179.7 |
35.0 |
2.9% |
15.8 |
1.3% |
83% |
True |
False |
166,312 |
| 10 |
1,220.1 |
1,179.7 |
40.4 |
3.3% |
14.7 |
1.2% |
72% |
False |
False |
198,036 |
| 20 |
1,220.1 |
1,146.5 |
73.6 |
6.1% |
15.6 |
1.3% |
84% |
False |
False |
227,993 |
| 40 |
1,220.1 |
1,124.3 |
95.8 |
7.9% |
15.0 |
1.2% |
88% |
False |
False |
190,820 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
17.9% |
17.7 |
1.5% |
39% |
False |
False |
152,096 |
| 80 |
1,341.0 |
1,124.3 |
216.7 |
17.9% |
16.4 |
1.4% |
39% |
False |
False |
116,143 |
| 100 |
1,357.0 |
1,124.3 |
232.7 |
19.3% |
16.0 |
1.3% |
36% |
False |
False |
93,941 |
| 120 |
1,368.0 |
1,124.3 |
243.7 |
20.2% |
16.0 |
1.3% |
35% |
False |
False |
79,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.7 |
|
2.618 |
1,270.7 |
|
1.618 |
1,249.3 |
|
1.000 |
1,236.1 |
|
0.618 |
1,227.9 |
|
HIGH |
1,214.7 |
|
0.618 |
1,206.5 |
|
0.500 |
1,204.0 |
|
0.382 |
1,201.5 |
|
LOW |
1,193.3 |
|
0.618 |
1,180.1 |
|
1.000 |
1,171.9 |
|
1.618 |
1,158.7 |
|
2.618 |
1,137.3 |
|
4.250 |
1,102.4 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.1 |
1,204.8 |
| PP |
1,205.5 |
1,201.0 |
| S1 |
1,204.0 |
1,197.2 |
|