| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,246.25 |
2,240.75 |
-5.50 |
-0.2% |
2,258.75 |
| High |
2,252.75 |
2,259.50 |
6.75 |
0.3% |
2,269.50 |
| Low |
2,228.00 |
2,239.50 |
11.50 |
0.5% |
2,228.00 |
| Close |
2,236.25 |
2,252.50 |
16.25 |
0.7% |
2,236.25 |
| Range |
24.75 |
20.00 |
-4.75 |
-19.2% |
41.50 |
| ATR |
17.31 |
17.73 |
0.42 |
2.5% |
0.00 |
| Volume |
1,281,987 |
1,810,351 |
528,364 |
41.2% |
3,694,554 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.50 |
2,301.50 |
2,263.50 |
|
| R3 |
2,290.50 |
2,281.50 |
2,258.00 |
|
| R2 |
2,270.50 |
2,270.50 |
2,256.25 |
|
| R1 |
2,261.50 |
2,261.50 |
2,254.25 |
2,266.00 |
| PP |
2,250.50 |
2,250.50 |
2,250.50 |
2,252.75 |
| S1 |
2,241.50 |
2,241.50 |
2,250.75 |
2,246.00 |
| S2 |
2,230.50 |
2,230.50 |
2,248.75 |
|
| S3 |
2,210.50 |
2,221.50 |
2,247.00 |
|
| S4 |
2,190.50 |
2,201.50 |
2,241.50 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.00 |
2,344.25 |
2,259.00 |
|
| R3 |
2,327.50 |
2,302.75 |
2,247.75 |
|
| R2 |
2,286.00 |
2,286.00 |
2,243.75 |
|
| R1 |
2,261.25 |
2,261.25 |
2,240.00 |
2,253.00 |
| PP |
2,244.50 |
2,244.50 |
2,244.50 |
2,240.50 |
| S1 |
2,219.75 |
2,219.75 |
2,232.50 |
2,211.50 |
| S2 |
2,203.00 |
2,203.00 |
2,228.75 |
|
| S3 |
2,161.50 |
2,178.25 |
2,224.75 |
|
| S4 |
2,120.00 |
2,136.75 |
2,213.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,269.50 |
2,228.00 |
41.50 |
1.8% |
18.25 |
0.8% |
59% |
False |
False |
1,100,981 |
| 10 |
2,269.50 |
2,228.00 |
41.50 |
1.8% |
13.75 |
0.6% |
59% |
False |
False |
915,946 |
| 20 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
17.75 |
0.8% |
79% |
False |
False |
1,100,564 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
20.50 |
0.9% |
92% |
False |
False |
555,540 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
20.00 |
0.9% |
92% |
False |
False |
371,316 |
| 80 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.50 |
1.0% |
92% |
False |
False |
278,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,344.50 |
|
2.618 |
2,311.75 |
|
1.618 |
2,291.75 |
|
1.000 |
2,279.50 |
|
0.618 |
2,271.75 |
|
HIGH |
2,259.50 |
|
0.618 |
2,251.75 |
|
0.500 |
2,249.50 |
|
0.382 |
2,247.25 |
|
LOW |
2,239.50 |
|
0.618 |
2,227.25 |
|
1.000 |
2,219.50 |
|
1.618 |
2,207.25 |
|
2.618 |
2,187.25 |
|
4.250 |
2,154.50 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,251.50 |
2,249.50 |
| PP |
2,250.50 |
2,246.75 |
| S1 |
2,249.50 |
2,243.75 |
|