| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,263.75 |
2,270.50 |
6.75 |
0.3% |
2,240.75 |
| High |
2,271.75 |
2,270.50 |
-1.25 |
-0.1% |
2,277.00 |
| Low |
2,255.00 |
2,248.50 |
-6.50 |
-0.3% |
2,239.50 |
| Close |
2,270.50 |
2,263.50 |
-7.00 |
-0.3% |
2,271.50 |
| Range |
16.75 |
22.00 |
5.25 |
31.3% |
37.50 |
| ATR |
16.76 |
17.14 |
0.37 |
2.2% |
0.00 |
| Volume |
1,733,727 |
1,752,976 |
19,249 |
1.1% |
6,090,268 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,326.75 |
2,317.25 |
2,275.50 |
|
| R3 |
2,304.75 |
2,295.25 |
2,269.50 |
|
| R2 |
2,282.75 |
2,282.75 |
2,267.50 |
|
| R1 |
2,273.25 |
2,273.25 |
2,265.50 |
2,267.00 |
| PP |
2,260.75 |
2,260.75 |
2,260.75 |
2,257.75 |
| S1 |
2,251.25 |
2,251.25 |
2,261.50 |
2,245.00 |
| S2 |
2,238.75 |
2,238.75 |
2,259.50 |
|
| S3 |
2,216.75 |
2,229.25 |
2,257.50 |
|
| S4 |
2,194.75 |
2,207.25 |
2,251.50 |
|
|
| 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 |
2,248.50 |
28.50 |
1.3% |
16.75 |
0.7% |
53% |
False |
True |
1,473,483 |
| 10 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
16.75 |
0.7% |
72% |
False |
False |
1,410,188 |
| 20 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
15.75 |
0.7% |
72% |
False |
False |
1,245,779 |
| 40 |
2,277.00 |
2,154.00 |
123.00 |
5.4% |
16.25 |
0.7% |
89% |
False |
False |
806,623 |
| 60 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.50 |
0.9% |
95% |
False |
False |
539,303 |
| 80 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.75 |
0.9% |
95% |
False |
False |
405,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,364.00 |
|
2.618 |
2,328.00 |
|
1.618 |
2,306.00 |
|
1.000 |
2,292.50 |
|
0.618 |
2,284.00 |
|
HIGH |
2,270.50 |
|
0.618 |
2,262.00 |
|
0.500 |
2,259.50 |
|
0.382 |
2,257.00 |
|
LOW |
2,248.50 |
|
0.618 |
2,235.00 |
|
1.000 |
2,226.50 |
|
1.618 |
2,213.00 |
|
2.618 |
2,191.00 |
|
4.250 |
2,155.00 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,262.25 |
2,262.75 |
| PP |
2,260.75 |
2,262.00 |
| S1 |
2,259.50 |
2,261.25 |
|