| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,275.75 |
2,293.75 |
18.00 |
0.8% |
2,270.25 |
| High |
2,295.25 |
2,299.50 |
4.25 |
0.2% |
2,272.75 |
| Low |
2,274.75 |
2,289.50 |
14.75 |
0.6% |
2,253.00 |
| Close |
2,294.00 |
2,294.00 |
0.00 |
0.0% |
2,266.00 |
| Range |
20.50 |
10.00 |
-10.50 |
-51.2% |
19.75 |
| ATR |
16.60 |
16.13 |
-0.47 |
-2.8% |
0.00 |
| Volume |
1,386,477 |
1,170,427 |
-216,050 |
-15.6% |
5,775,633 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.25 |
2,319.25 |
2,299.50 |
|
| R3 |
2,314.25 |
2,309.25 |
2,296.75 |
|
| R2 |
2,304.25 |
2,304.25 |
2,295.75 |
|
| R1 |
2,299.25 |
2,299.25 |
2,295.00 |
2,301.75 |
| PP |
2,294.25 |
2,294.25 |
2,294.25 |
2,295.50 |
| S1 |
2,289.25 |
2,289.25 |
2,293.00 |
2,291.75 |
| S2 |
2,284.25 |
2,284.25 |
2,292.25 |
|
| S3 |
2,274.25 |
2,279.25 |
2,291.25 |
|
| S4 |
2,264.25 |
2,269.25 |
2,288.50 |
|
|
| 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 |
2,299.50 |
2,251.75 |
47.75 |
2.1% |
16.00 |
0.7% |
88% |
True |
False |
1,408,336 |
| 10 |
2,299.50 |
2,248.50 |
51.00 |
2.2% |
15.25 |
0.7% |
89% |
True |
False |
1,402,577 |
| 20 |
2,299.50 |
2,228.00 |
71.50 |
3.1% |
16.00 |
0.7% |
92% |
True |
False |
1,368,764 |
| 40 |
2,299.50 |
2,174.25 |
125.25 |
5.5% |
16.50 |
0.7% |
96% |
True |
False |
1,111,555 |
| 60 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
19.25 |
0.8% |
98% |
True |
False |
743,445 |
| 80 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
19.00 |
0.8% |
98% |
True |
False |
558,221 |
| 100 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
20.00 |
0.9% |
98% |
True |
False |
446,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,342.00 |
|
2.618 |
2,325.75 |
|
1.618 |
2,315.75 |
|
1.000 |
2,309.50 |
|
0.618 |
2,305.75 |
|
HIGH |
2,299.50 |
|
0.618 |
2,295.75 |
|
0.500 |
2,294.50 |
|
0.382 |
2,293.25 |
|
LOW |
2,289.50 |
|
0.618 |
2,283.25 |
|
1.000 |
2,279.50 |
|
1.618 |
2,273.25 |
|
2.618 |
2,263.25 |
|
4.250 |
2,247.00 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,294.50 |
2,289.25 |
| PP |
2,294.25 |
2,284.25 |
| S1 |
2,294.25 |
2,279.50 |
|