| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,367.5 |
1,382.0 |
14.5 |
1.1% |
1,370.0 |
| High |
1,383.6 |
1,387.1 |
3.5 |
0.3% |
1,372.0 |
| Low |
1,366.9 |
1,372.2 |
5.3 |
0.4% |
1,339.4 |
| Close |
1,382.4 |
1,376.1 |
-6.3 |
-0.5% |
1,352.1 |
| Range |
16.7 |
14.9 |
-1.8 |
-10.8% |
32.6 |
| ATR |
18.7 |
18.4 |
-0.3 |
-1.4% |
0.0 |
| Volume |
121,822 |
121,534 |
-288 |
-0.2% |
552,887 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.3 |
1,414.5 |
1,384.3 |
|
| R3 |
1,408.3 |
1,399.8 |
1,380.3 |
|
| R2 |
1,393.3 |
1,393.3 |
1,378.8 |
|
| R1 |
1,384.8 |
1,384.8 |
1,377.5 |
1,381.5 |
| PP |
1,378.5 |
1,378.5 |
1,378.5 |
1,377.0 |
| S1 |
1,369.8 |
1,369.8 |
1,374.8 |
1,366.8 |
| S2 |
1,363.5 |
1,363.5 |
1,373.3 |
|
| S3 |
1,348.8 |
1,355.0 |
1,372.0 |
|
| S4 |
1,333.8 |
1,340.0 |
1,368.0 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.3 |
1,434.8 |
1,370.0 |
|
| R3 |
1,419.8 |
1,402.3 |
1,361.0 |
|
| R2 |
1,387.0 |
1,387.0 |
1,358.0 |
|
| R1 |
1,369.5 |
1,369.5 |
1,355.0 |
1,362.0 |
| PP |
1,354.5 |
1,354.5 |
1,354.5 |
1,350.8 |
| S1 |
1,337.0 |
1,337.0 |
1,349.0 |
1,329.5 |
| S2 |
1,322.0 |
1,322.0 |
1,346.0 |
|
| S3 |
1,289.3 |
1,304.5 |
1,343.3 |
|
| S4 |
1,256.8 |
1,271.8 |
1,334.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,387.1 |
1,339.0 |
48.1 |
3.5% |
16.8 |
1.2% |
77% |
True |
False |
127,784 |
| 10 |
1,387.1 |
1,339.0 |
48.1 |
3.5% |
19.0 |
1.4% |
77% |
True |
False |
140,273 |
| 20 |
1,388.8 |
1,339.0 |
49.8 |
3.6% |
19.0 |
1.4% |
74% |
False |
False |
134,304 |
| 40 |
1,395.0 |
1,305.8 |
89.2 |
6.5% |
18.5 |
1.3% |
79% |
False |
False |
120,064 |
| 60 |
1,395.0 |
1,122.9 |
272.1 |
19.8% |
17.8 |
1.3% |
93% |
False |
False |
80,067 |
| 80 |
1,395.0 |
1,122.9 |
272.1 |
19.8% |
15.0 |
1.1% |
93% |
False |
False |
60,052 |
| 100 |
1,395.0 |
1,122.9 |
272.1 |
19.8% |
12.8 |
0.9% |
93% |
False |
False |
48,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,450.5 |
|
2.618 |
1,426.0 |
|
1.618 |
1,411.3 |
|
1.000 |
1,402.0 |
|
0.618 |
1,396.3 |
|
HIGH |
1,387.0 |
|
0.618 |
1,381.5 |
|
0.500 |
1,379.8 |
|
0.382 |
1,378.0 |
|
LOW |
1,372.3 |
|
0.618 |
1,363.0 |
|
1.000 |
1,357.3 |
|
1.618 |
1,348.0 |
|
2.618 |
1,333.3 |
|
4.250 |
1,309.0 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,379.8 |
1,372.8 |
| PP |
1,378.5 |
1,369.5 |
| S1 |
1,377.3 |
1,366.3 |
|