| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,270.50 |
2,264.50 |
-6.00 |
-0.3% |
2,271.25 |
| High |
2,270.50 |
2,273.50 |
3.00 |
0.1% |
2,275.25 |
| Low |
2,248.50 |
2,262.75 |
14.25 |
0.6% |
2,248.50 |
| Close |
2,263.50 |
2,272.50 |
9.00 |
0.4% |
2,272.50 |
| Range |
22.00 |
10.75 |
-11.25 |
-51.1% |
26.75 |
| ATR |
17.14 |
16.68 |
-0.46 |
-2.7% |
0.00 |
| Volume |
1,752,976 |
1,192,660 |
-560,316 |
-32.0% |
7,009,068 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.75 |
2,298.00 |
2,278.50 |
|
| R3 |
2,291.00 |
2,287.25 |
2,275.50 |
|
| R2 |
2,280.25 |
2,280.25 |
2,274.50 |
|
| R1 |
2,276.50 |
2,276.50 |
2,273.50 |
2,278.50 |
| PP |
2,269.50 |
2,269.50 |
2,269.50 |
2,270.50 |
| S1 |
2,265.75 |
2,265.75 |
2,271.50 |
2,267.50 |
| S2 |
2,258.75 |
2,258.75 |
2,270.50 |
|
| S3 |
2,248.00 |
2,255.00 |
2,269.50 |
|
| S4 |
2,237.25 |
2,244.25 |
2,266.50 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.75 |
2,335.75 |
2,287.25 |
|
| R3 |
2,319.00 |
2,309.00 |
2,279.75 |
|
| R2 |
2,292.25 |
2,292.25 |
2,277.50 |
|
| R1 |
2,282.25 |
2,282.25 |
2,275.00 |
2,287.25 |
| PP |
2,265.50 |
2,265.50 |
2,265.50 |
2,268.00 |
| S1 |
2,255.50 |
2,255.50 |
2,270.00 |
2,260.50 |
| S2 |
2,238.75 |
2,238.75 |
2,267.50 |
|
| S3 |
2,212.00 |
2,228.75 |
2,265.25 |
|
| S4 |
2,185.25 |
2,202.00 |
2,257.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,275.25 |
2,248.50 |
26.75 |
1.2% |
15.25 |
0.7% |
90% |
False |
False |
1,401,813 |
| 10 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
16.75 |
0.7% |
91% |
False |
False |
1,438,132 |
| 20 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
14.75 |
0.6% |
91% |
False |
False |
1,192,024 |
| 40 |
2,277.00 |
2,163.75 |
113.25 |
5.0% |
16.00 |
0.7% |
96% |
False |
False |
836,267 |
| 60 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.50 |
0.9% |
98% |
False |
False |
559,159 |
| 80 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.75 |
0.9% |
98% |
False |
False |
419,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,319.25 |
|
2.618 |
2,301.75 |
|
1.618 |
2,291.00 |
|
1.000 |
2,284.25 |
|
0.618 |
2,280.25 |
|
HIGH |
2,273.50 |
|
0.618 |
2,269.50 |
|
0.500 |
2,268.00 |
|
0.382 |
2,266.75 |
|
LOW |
2,262.75 |
|
0.618 |
2,256.00 |
|
1.000 |
2,252.00 |
|
1.618 |
2,245.25 |
|
2.618 |
2,234.50 |
|
4.250 |
2,217.00 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.00 |
2,268.75 |
| PP |
2,269.50 |
2,264.75 |
| S1 |
2,268.00 |
2,261.00 |
|