| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,262.00 |
2,265.50 |
3.50 |
0.2% |
2,271.25 |
| High |
2,268.50 |
2,269.50 |
1.00 |
0.0% |
2,275.25 |
| Low |
2,258.25 |
2,253.00 |
-5.25 |
-0.2% |
2,248.50 |
| Close |
2,266.50 |
2,261.50 |
-5.00 |
-0.2% |
2,272.50 |
| Range |
10.25 |
16.50 |
6.25 |
61.0% |
26.75 |
| ATR |
16.13 |
16.15 |
0.03 |
0.2% |
0.00 |
| Volume |
1,111,992 |
1,386,240 |
274,248 |
24.7% |
7,009,068 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.75 |
2,302.75 |
2,270.50 |
|
| R3 |
2,294.25 |
2,286.25 |
2,266.00 |
|
| R2 |
2,277.75 |
2,277.75 |
2,264.50 |
|
| R1 |
2,269.75 |
2,269.75 |
2,263.00 |
2,265.50 |
| PP |
2,261.25 |
2,261.25 |
2,261.25 |
2,259.25 |
| S1 |
2,253.25 |
2,253.25 |
2,260.00 |
2,249.00 |
| S2 |
2,244.75 |
2,244.75 |
2,258.50 |
|
| S3 |
2,228.25 |
2,236.75 |
2,257.00 |
|
| S4 |
2,211.75 |
2,220.25 |
2,252.50 |
|
|
| 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 |
2,273.50 |
2,248.50 |
25.00 |
1.1% |
14.50 |
0.6% |
52% |
False |
False |
1,396,817 |
| 10 |
2,277.00 |
2,248.50 |
28.50 |
1.3% |
14.75 |
0.6% |
46% |
False |
False |
1,392,256 |
| 20 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
14.50 |
0.6% |
68% |
False |
False |
1,177,910 |
| 40 |
2,277.00 |
2,174.00 |
103.00 |
4.6% |
16.00 |
0.7% |
85% |
False |
False |
936,615 |
| 60 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.25 |
0.9% |
94% |
False |
False |
626,344 |
| 80 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.50 |
0.9% |
94% |
False |
False |
470,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,339.50 |
|
2.618 |
2,312.75 |
|
1.618 |
2,296.25 |
|
1.000 |
2,286.00 |
|
0.618 |
2,279.75 |
|
HIGH |
2,269.50 |
|
0.618 |
2,263.25 |
|
0.500 |
2,261.25 |
|
0.382 |
2,259.25 |
|
LOW |
2,253.00 |
|
0.618 |
2,242.75 |
|
1.000 |
2,236.50 |
|
1.618 |
2,226.25 |
|
2.618 |
2,209.75 |
|
4.250 |
2,183.00 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,261.50 |
2,261.75 |
| PP |
2,261.25 |
2,261.75 |
| S1 |
2,261.25 |
2,261.50 |
|