| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,293.75 |
2,294.00 |
0.25 |
0.0% |
2,266.00 |
| High |
2,299.50 |
2,296.75 |
-2.75 |
-0.1% |
2,299.50 |
| Low |
2,289.50 |
2,287.00 |
-2.50 |
-0.1% |
2,251.75 |
| Close |
2,294.00 |
2,289.00 |
-5.00 |
-0.2% |
2,289.00 |
| Range |
10.00 |
9.75 |
-0.25 |
-2.5% |
47.75 |
| ATR |
16.13 |
15.67 |
-0.46 |
-2.8% |
0.00 |
| Volume |
1,170,427 |
942,076 |
-228,351 |
-19.5% |
6,246,578 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.25 |
2,314.25 |
2,294.25 |
|
| R3 |
2,310.50 |
2,304.50 |
2,291.75 |
|
| R2 |
2,300.75 |
2,300.75 |
2,290.75 |
|
| R1 |
2,294.75 |
2,294.75 |
2,290.00 |
2,293.00 |
| PP |
2,291.00 |
2,291.00 |
2,291.00 |
2,290.00 |
| S1 |
2,285.00 |
2,285.00 |
2,288.00 |
2,283.00 |
| S2 |
2,281.25 |
2,281.25 |
2,287.25 |
|
| S3 |
2,271.50 |
2,275.25 |
2,286.25 |
|
| S4 |
2,261.75 |
2,265.50 |
2,283.75 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.25 |
2,404.00 |
2,315.25 |
|
| R3 |
2,375.50 |
2,356.25 |
2,302.25 |
|
| R2 |
2,327.75 |
2,327.75 |
2,297.75 |
|
| R1 |
2,308.50 |
2,308.50 |
2,293.50 |
2,318.00 |
| PP |
2,280.00 |
2,280.00 |
2,280.00 |
2,285.00 |
| S1 |
2,260.75 |
2,260.75 |
2,284.50 |
2,270.50 |
| S2 |
2,232.25 |
2,232.25 |
2,280.25 |
|
| S3 |
2,184.50 |
2,213.00 |
2,275.75 |
|
| S4 |
2,136.75 |
2,165.25 |
2,262.75 |
|
|
| 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% |
15.50 |
0.7% |
78% |
False |
False |
1,249,315 |
| 10 |
2,299.50 |
2,251.75 |
47.75 |
2.1% |
14.00 |
0.6% |
78% |
False |
False |
1,321,487 |
| 20 |
2,299.50 |
2,228.00 |
71.50 |
3.1% |
15.50 |
0.7% |
85% |
False |
False |
1,365,837 |
| 40 |
2,299.50 |
2,174.25 |
125.25 |
5.5% |
16.25 |
0.7% |
92% |
False |
False |
1,134,592 |
| 60 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
19.00 |
0.8% |
96% |
False |
False |
759,116 |
| 80 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
19.00 |
0.8% |
96% |
False |
False |
569,983 |
| 100 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
20.00 |
0.9% |
96% |
False |
False |
456,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,338.25 |
|
2.618 |
2,322.25 |
|
1.618 |
2,312.50 |
|
1.000 |
2,306.50 |
|
0.618 |
2,302.75 |
|
HIGH |
2,296.75 |
|
0.618 |
2,293.00 |
|
0.500 |
2,292.00 |
|
0.382 |
2,290.75 |
|
LOW |
2,287.00 |
|
0.618 |
2,281.00 |
|
1.000 |
2,277.25 |
|
1.618 |
2,271.25 |
|
2.618 |
2,261.50 |
|
4.250 |
2,245.50 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,292.00 |
2,288.50 |
| PP |
2,291.00 |
2,287.75 |
| S1 |
2,290.00 |
2,287.00 |
|