| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,264.25 |
2,271.25 |
7.00 |
0.3% |
2,240.75 |
| High |
2,277.00 |
2,275.25 |
-1.75 |
-0.1% |
2,277.00 |
| Low |
2,258.25 |
2,263.50 |
5.25 |
0.2% |
2,239.50 |
| Close |
2,271.50 |
2,265.00 |
-6.50 |
-0.3% |
2,271.50 |
| Range |
18.75 |
11.75 |
-7.00 |
-37.3% |
37.50 |
| ATR |
17.33 |
16.94 |
-0.40 |
-2.3% |
0.00 |
| Volume |
1,551,007 |
1,025,182 |
-525,825 |
-33.9% |
6,090,268 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.25 |
2,295.75 |
2,271.50 |
|
| R3 |
2,291.50 |
2,284.00 |
2,268.25 |
|
| R2 |
2,279.75 |
2,279.75 |
2,267.25 |
|
| R1 |
2,272.25 |
2,272.25 |
2,266.00 |
2,270.00 |
| PP |
2,268.00 |
2,268.00 |
2,268.00 |
2,266.75 |
| S1 |
2,260.50 |
2,260.50 |
2,264.00 |
2,258.50 |
| S2 |
2,256.25 |
2,256.25 |
2,262.75 |
|
| S3 |
2,244.50 |
2,248.75 |
2,261.75 |
|
| S4 |
2,232.75 |
2,237.00 |
2,258.50 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.25 |
2,360.75 |
2,292.00 |
|
| R3 |
2,337.75 |
2,323.25 |
2,281.75 |
|
| R2 |
2,300.25 |
2,300.25 |
2,278.50 |
|
| R1 |
2,285.75 |
2,285.75 |
2,275.00 |
2,293.00 |
| PP |
2,262.75 |
2,262.75 |
2,262.75 |
2,266.25 |
| S1 |
2,248.25 |
2,248.25 |
2,268.00 |
2,255.50 |
| S2 |
2,225.25 |
2,225.25 |
2,264.50 |
|
| S3 |
2,187.75 |
2,210.75 |
2,261.25 |
|
| S4 |
2,150.25 |
2,173.25 |
2,251.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,277.00 |
2,239.50 |
37.50 |
1.7% |
15.75 |
0.7% |
68% |
False |
False |
1,423,090 |
| 10 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
15.75 |
0.7% |
76% |
False |
False |
1,120,653 |
| 20 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
16.00 |
0.7% |
76% |
False |
False |
1,301,581 |
| 40 |
2,277.00 |
2,142.25 |
134.75 |
5.9% |
16.75 |
0.7% |
91% |
False |
False |
687,370 |
| 60 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.50 |
0.9% |
95% |
False |
False |
459,575 |
| 80 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
20.00 |
0.9% |
95% |
False |
False |
345,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,325.25 |
|
2.618 |
2,306.00 |
|
1.618 |
2,294.25 |
|
1.000 |
2,287.00 |
|
0.618 |
2,282.50 |
|
HIGH |
2,275.25 |
|
0.618 |
2,270.75 |
|
0.500 |
2,269.50 |
|
0.382 |
2,268.00 |
|
LOW |
2,263.50 |
|
0.618 |
2,256.25 |
|
1.000 |
2,251.75 |
|
1.618 |
2,244.50 |
|
2.618 |
2,232.75 |
|
4.250 |
2,213.50 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,269.50 |
2,265.50 |
| PP |
2,268.00 |
2,265.25 |
| S1 |
2,266.50 |
2,265.25 |
|