| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,252.75 |
2,264.50 |
11.75 |
0.5% |
2,258.75 |
| High |
2,267.25 |
2,266.00 |
-1.25 |
-0.1% |
2,269.50 |
| Low |
2,251.00 |
2,254.00 |
3.00 |
0.1% |
2,228.00 |
| Close |
2,264.25 |
2,264.25 |
0.00 |
0.0% |
2,236.25 |
| Range |
16.25 |
12.00 |
-4.25 |
-26.2% |
41.50 |
| ATR |
17.63 |
17.23 |
-0.40 |
-2.3% |
0.00 |
| Volume |
1,404,875 |
1,324,035 |
-80,840 |
-5.8% |
3,694,554 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,297.50 |
2,292.75 |
2,270.75 |
|
| R3 |
2,285.50 |
2,280.75 |
2,267.50 |
|
| R2 |
2,273.50 |
2,273.50 |
2,266.50 |
|
| R1 |
2,268.75 |
2,268.75 |
2,265.25 |
2,265.00 |
| PP |
2,261.50 |
2,261.50 |
2,261.50 |
2,259.50 |
| S1 |
2,256.75 |
2,256.75 |
2,263.25 |
2,253.00 |
| S2 |
2,249.50 |
2,249.50 |
2,262.00 |
|
| S3 |
2,237.50 |
2,244.75 |
2,261.00 |
|
| S4 |
2,225.50 |
2,232.75 |
2,257.75 |
|
|
| 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 |
2,267.25 |
2,228.00 |
39.25 |
1.7% |
16.75 |
0.7% |
92% |
False |
False |
1,346,893 |
| 10 |
2,269.50 |
2,228.00 |
41.50 |
1.8% |
14.50 |
0.6% |
87% |
False |
False |
1,014,568 |
| 20 |
2,273.00 |
2,201.50 |
71.50 |
3.2% |
17.00 |
0.8% |
88% |
False |
False |
1,229,096 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
20.00 |
0.9% |
97% |
False |
False |
623,557 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
20.00 |
0.9% |
97% |
False |
False |
416,730 |
| 80 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
20.50 |
0.9% |
97% |
False |
False |
313,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,317.00 |
|
2.618 |
2,297.50 |
|
1.618 |
2,285.50 |
|
1.000 |
2,278.00 |
|
0.618 |
2,273.50 |
|
HIGH |
2,266.00 |
|
0.618 |
2,261.50 |
|
0.500 |
2,260.00 |
|
0.382 |
2,258.50 |
|
LOW |
2,254.00 |
|
0.618 |
2,246.50 |
|
1.000 |
2,242.00 |
|
1.618 |
2,234.50 |
|
2.618 |
2,222.50 |
|
4.250 |
2,203.00 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,262.75 |
2,260.50 |
| PP |
2,261.50 |
2,257.00 |
| S1 |
2,260.00 |
2,253.50 |
|