| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,294.00 |
2,282.00 |
-12.00 |
-0.5% |
2,266.00 |
| High |
2,296.75 |
2,285.75 |
-11.00 |
-0.5% |
2,299.50 |
| Low |
2,287.00 |
2,263.25 |
-23.75 |
-1.0% |
2,251.75 |
| Close |
2,289.00 |
2,276.00 |
-13.00 |
-0.6% |
2,289.00 |
| Range |
9.75 |
22.50 |
12.75 |
130.8% |
47.75 |
| ATR |
15.67 |
16.39 |
0.72 |
4.6% |
0.00 |
| Volume |
942,076 |
1,850,992 |
908,916 |
96.5% |
6,246,578 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.50 |
2,331.75 |
2,288.50 |
|
| R3 |
2,320.00 |
2,309.25 |
2,282.25 |
|
| R2 |
2,297.50 |
2,297.50 |
2,280.00 |
|
| R1 |
2,286.75 |
2,286.75 |
2,278.00 |
2,281.00 |
| PP |
2,275.00 |
2,275.00 |
2,275.00 |
2,272.00 |
| S1 |
2,264.25 |
2,264.25 |
2,274.00 |
2,258.50 |
| S2 |
2,252.50 |
2,252.50 |
2,272.00 |
|
| S3 |
2,230.00 |
2,241.75 |
2,269.75 |
|
| S4 |
2,207.50 |
2,219.25 |
2,263.50 |
|
|
| 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 |
2,259.50 |
40.00 |
1.8% |
16.75 |
0.7% |
41% |
False |
False |
1,324,617 |
| 10 |
2,299.50 |
2,251.75 |
47.75 |
2.1% |
15.25 |
0.7% |
51% |
False |
False |
1,387,320 |
| 20 |
2,299.50 |
2,228.00 |
71.50 |
3.1% |
16.00 |
0.7% |
67% |
False |
False |
1,412,726 |
| 40 |
2,299.50 |
2,174.25 |
125.25 |
5.5% |
16.50 |
0.7% |
81% |
False |
False |
1,180,472 |
| 60 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
18.75 |
0.8% |
92% |
False |
False |
789,898 |
| 80 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
19.00 |
0.8% |
92% |
False |
False |
593,063 |
| 100 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
20.25 |
0.9% |
92% |
False |
False |
474,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,381.50 |
|
2.618 |
2,344.75 |
|
1.618 |
2,322.25 |
|
1.000 |
2,308.25 |
|
0.618 |
2,299.75 |
|
HIGH |
2,285.75 |
|
0.618 |
2,277.25 |
|
0.500 |
2,274.50 |
|
0.382 |
2,271.75 |
|
LOW |
2,263.25 |
|
0.618 |
2,249.25 |
|
1.000 |
2,240.75 |
|
1.618 |
2,226.75 |
|
2.618 |
2,204.25 |
|
4.250 |
2,167.50 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,275.50 |
2,281.50 |
| PP |
2,275.00 |
2,279.50 |
| S1 |
2,274.50 |
2,277.75 |
|