| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,271.25 |
2,264.50 |
-6.75 |
-0.3% |
2,240.75 |
| High |
2,275.25 |
2,274.00 |
-1.25 |
-0.1% |
2,277.00 |
| Low |
2,263.50 |
2,259.50 |
-4.00 |
-0.2% |
2,239.50 |
| Close |
2,265.00 |
2,263.75 |
-1.25 |
-0.1% |
2,271.50 |
| Range |
11.75 |
14.50 |
2.75 |
23.4% |
37.50 |
| ATR |
16.94 |
16.76 |
-0.17 |
-1.0% |
0.00 |
| Volume |
1,025,182 |
1,304,523 |
279,341 |
27.2% |
6,090,268 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.25 |
2,301.00 |
2,271.75 |
|
| R3 |
2,294.75 |
2,286.50 |
2,267.75 |
|
| R2 |
2,280.25 |
2,280.25 |
2,266.50 |
|
| R1 |
2,272.00 |
2,272.00 |
2,265.00 |
2,269.00 |
| PP |
2,265.75 |
2,265.75 |
2,265.75 |
2,264.25 |
| S1 |
2,257.50 |
2,257.50 |
2,262.50 |
2,254.50 |
| S2 |
2,251.25 |
2,251.25 |
2,261.00 |
|
| S3 |
2,236.75 |
2,243.00 |
2,259.75 |
|
| S4 |
2,222.25 |
2,228.50 |
2,255.75 |
|
|
| 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 |
2,251.00 |
26.00 |
1.1% |
14.75 |
0.6% |
49% |
False |
False |
1,321,924 |
| 10 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
16.50 |
0.7% |
73% |
False |
False |
1,211,452 |
| 20 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
16.00 |
0.7% |
73% |
False |
False |
1,286,350 |
| 40 |
2,277.00 |
2,143.25 |
133.75 |
5.9% |
16.25 |
0.7% |
90% |
False |
False |
719,729 |
| 60 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.50 |
0.9% |
95% |
False |
False |
481,254 |
| 80 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.75 |
0.9% |
95% |
False |
False |
361,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,335.50 |
|
2.618 |
2,312.00 |
|
1.618 |
2,297.50 |
|
1.000 |
2,288.50 |
|
0.618 |
2,283.00 |
|
HIGH |
2,274.00 |
|
0.618 |
2,268.50 |
|
0.500 |
2,266.75 |
|
0.382 |
2,265.00 |
|
LOW |
2,259.50 |
|
0.618 |
2,250.50 |
|
1.000 |
2,245.00 |
|
1.618 |
2,236.00 |
|
2.618 |
2,221.50 |
|
4.250 |
2,198.00 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,266.75 |
2,267.50 |
| PP |
2,265.75 |
2,266.25 |
| S1 |
2,264.75 |
2,265.00 |
|