| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,270.25 |
2,262.00 |
-8.25 |
-0.4% |
2,271.25 |
| High |
2,270.50 |
2,268.50 |
-2.00 |
-0.1% |
2,275.25 |
| Low |
2,257.25 |
2,258.25 |
1.00 |
0.0% |
2,248.50 |
| Close |
2,262.75 |
2,266.50 |
3.75 |
0.2% |
2,272.50 |
| Range |
13.25 |
10.25 |
-3.00 |
-22.6% |
26.75 |
| ATR |
16.58 |
16.13 |
-0.45 |
-2.7% |
0.00 |
| Volume |
1,540,220 |
1,111,992 |
-428,228 |
-27.8% |
7,009,068 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,295.25 |
2,291.00 |
2,272.25 |
|
| R3 |
2,285.00 |
2,280.75 |
2,269.25 |
|
| R2 |
2,274.75 |
2,274.75 |
2,268.50 |
|
| R1 |
2,270.50 |
2,270.50 |
2,267.50 |
2,272.50 |
| PP |
2,264.50 |
2,264.50 |
2,264.50 |
2,265.50 |
| S1 |
2,260.25 |
2,260.25 |
2,265.50 |
2,262.50 |
| S2 |
2,254.25 |
2,254.25 |
2,264.50 |
|
| S3 |
2,244.00 |
2,250.00 |
2,263.75 |
|
| S4 |
2,233.75 |
2,239.75 |
2,260.75 |
|
|
| 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 |
2,273.50 |
2,248.50 |
25.00 |
1.1% |
14.50 |
0.6% |
72% |
False |
False |
1,466,315 |
| 10 |
2,277.00 |
2,248.50 |
28.50 |
1.3% |
14.50 |
0.6% |
63% |
False |
False |
1,394,119 |
| 20 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
14.25 |
0.6% |
79% |
False |
False |
1,155,033 |
| 40 |
2,277.00 |
2,171.75 |
105.25 |
4.6% |
15.75 |
0.7% |
90% |
False |
False |
902,193 |
| 60 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.25 |
0.8% |
96% |
False |
False |
603,268 |
| 80 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.50 |
0.9% |
96% |
False |
False |
453,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,312.00 |
|
2.618 |
2,295.25 |
|
1.618 |
2,285.00 |
|
1.000 |
2,278.75 |
|
0.618 |
2,274.75 |
|
HIGH |
2,268.50 |
|
0.618 |
2,264.50 |
|
0.500 |
2,263.50 |
|
0.382 |
2,262.25 |
|
LOW |
2,258.25 |
|
0.618 |
2,252.00 |
|
1.000 |
2,248.00 |
|
1.618 |
2,241.75 |
|
2.618 |
2,231.50 |
|
4.250 |
2,214.75 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,265.50 |
2,266.00 |
| PP |
2,264.50 |
2,265.75 |
| S1 |
2,263.50 |
2,265.50 |
|