| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,266.00 |
2,260.75 |
-5.25 |
-0.2% |
2,270.25 |
| High |
2,267.50 |
2,280.50 |
13.00 |
0.6% |
2,272.75 |
| Low |
2,251.75 |
2,259.50 |
7.75 |
0.3% |
2,253.00 |
| Close |
2,262.00 |
2,274.50 |
12.50 |
0.6% |
2,266.00 |
| Range |
15.75 |
21.00 |
5.25 |
33.3% |
19.75 |
| ATR |
15.91 |
16.28 |
0.36 |
2.3% |
0.00 |
| Volume |
1,474,482 |
1,273,116 |
-201,366 |
-13.7% |
5,775,633 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,334.50 |
2,325.50 |
2,286.00 |
|
| R3 |
2,313.50 |
2,304.50 |
2,280.25 |
|
| R2 |
2,292.50 |
2,292.50 |
2,278.25 |
|
| R1 |
2,283.50 |
2,283.50 |
2,276.50 |
2,288.00 |
| PP |
2,271.50 |
2,271.50 |
2,271.50 |
2,273.75 |
| S1 |
2,262.50 |
2,262.50 |
2,272.50 |
2,267.00 |
| S2 |
2,250.50 |
2,250.50 |
2,270.75 |
|
| S3 |
2,229.50 |
2,241.50 |
2,268.75 |
|
| S4 |
2,208.50 |
2,220.50 |
2,263.00 |
|
|
| 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 |
2,280.50 |
2,251.75 |
28.75 |
1.3% |
15.25 |
0.7% |
79% |
True |
False |
1,396,602 |
| 10 |
2,280.50 |
2,248.50 |
32.00 |
1.4% |
15.50 |
0.7% |
81% |
True |
False |
1,450,711 |
| 20 |
2,280.50 |
2,228.00 |
52.50 |
2.3% |
15.50 |
0.7% |
89% |
True |
False |
1,285,682 |
| 40 |
2,280.50 |
2,174.25 |
106.25 |
4.7% |
16.25 |
0.7% |
94% |
True |
False |
1,048,138 |
| 60 |
2,280.50 |
2,023.00 |
257.50 |
11.3% |
19.50 |
0.9% |
98% |
True |
False |
700,971 |
| 80 |
2,280.50 |
2,023.00 |
257.50 |
11.3% |
19.25 |
0.9% |
98% |
True |
False |
526,329 |
| 100 |
2,280.50 |
2,023.00 |
257.50 |
11.3% |
20.25 |
0.9% |
98% |
True |
False |
421,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,369.75 |
|
2.618 |
2,335.50 |
|
1.618 |
2,314.50 |
|
1.000 |
2,301.50 |
|
0.618 |
2,293.50 |
|
HIGH |
2,280.50 |
|
0.618 |
2,272.50 |
|
0.500 |
2,270.00 |
|
0.382 |
2,267.50 |
|
LOW |
2,259.50 |
|
0.618 |
2,246.50 |
|
1.000 |
2,238.50 |
|
1.618 |
2,225.50 |
|
2.618 |
2,204.50 |
|
4.250 |
2,170.25 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,273.00 |
2,271.75 |
| PP |
2,271.50 |
2,269.00 |
| S1 |
2,270.00 |
2,266.00 |
|