| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,265.50 |
2,261.00 |
-4.50 |
-0.2% |
2,270.25 |
| High |
2,269.50 |
2,272.75 |
3.25 |
0.1% |
2,272.75 |
| Low |
2,253.00 |
2,259.75 |
6.75 |
0.3% |
2,253.00 |
| Close |
2,261.50 |
2,266.00 |
4.50 |
0.2% |
2,266.00 |
| Range |
16.50 |
13.00 |
-3.50 |
-21.2% |
19.75 |
| ATR |
16.15 |
15.93 |
-0.23 |
-1.4% |
0.00 |
| Volume |
1,386,240 |
1,737,181 |
350,941 |
25.3% |
5,775,633 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,305.25 |
2,298.50 |
2,273.25 |
|
| R3 |
2,292.25 |
2,285.50 |
2,269.50 |
|
| R2 |
2,279.25 |
2,279.25 |
2,268.50 |
|
| R1 |
2,272.50 |
2,272.50 |
2,267.25 |
2,276.00 |
| PP |
2,266.25 |
2,266.25 |
2,266.25 |
2,267.75 |
| S1 |
2,259.50 |
2,259.50 |
2,264.75 |
2,263.00 |
| S2 |
2,253.25 |
2,253.25 |
2,263.50 |
|
| S3 |
2,240.25 |
2,246.50 |
2,262.50 |
|
| S4 |
2,227.25 |
2,233.50 |
2,258.75 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.25 |
2,314.25 |
2,276.75 |
|
| R3 |
2,303.50 |
2,294.50 |
2,271.50 |
|
| R2 |
2,283.75 |
2,283.75 |
2,269.50 |
|
| R1 |
2,274.75 |
2,274.75 |
2,267.75 |
2,269.50 |
| PP |
2,264.00 |
2,264.00 |
2,264.00 |
2,261.25 |
| S1 |
2,255.00 |
2,255.00 |
2,264.25 |
2,249.50 |
| S2 |
2,244.25 |
2,244.25 |
2,262.50 |
|
| S3 |
2,224.50 |
2,235.25 |
2,260.50 |
|
| S4 |
2,204.75 |
2,215.50 |
2,255.25 |
|
|
| 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 |
2,253.00 |
20.50 |
0.9% |
12.75 |
0.6% |
63% |
False |
False |
1,393,658 |
| 10 |
2,277.00 |
2,248.50 |
28.50 |
1.3% |
14.75 |
0.7% |
61% |
False |
False |
1,433,570 |
| 20 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
14.75 |
0.6% |
78% |
False |
False |
1,224,069 |
| 40 |
2,277.00 |
2,174.25 |
102.75 |
4.5% |
15.75 |
0.7% |
89% |
False |
False |
979,896 |
| 60 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.25 |
0.8% |
96% |
False |
False |
655,277 |
| 80 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.50 |
0.9% |
96% |
False |
False |
492,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,328.00 |
|
2.618 |
2,306.75 |
|
1.618 |
2,293.75 |
|
1.000 |
2,285.75 |
|
0.618 |
2,280.75 |
|
HIGH |
2,272.75 |
|
0.618 |
2,267.75 |
|
0.500 |
2,266.25 |
|
0.382 |
2,264.75 |
|
LOW |
2,259.75 |
|
0.618 |
2,251.75 |
|
1.000 |
2,246.75 |
|
1.618 |
2,238.75 |
|
2.618 |
2,225.75 |
|
4.250 |
2,204.50 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,266.25 |
2,265.00 |
| PP |
2,266.25 |
2,264.00 |
| S1 |
2,266.00 |
2,263.00 |
|