| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,564.5 |
11,630.0 |
65.5 |
0.6% |
11,425.0 |
| High |
11,618.0 |
11,631.5 |
13.5 |
0.1% |
11,649.5 |
| Low |
11,541.5 |
11,519.0 |
-22.5 |
-0.2% |
11,402.5 |
| Close |
11,591.5 |
11,565.0 |
-26.5 |
-0.2% |
11,591.5 |
| Range |
76.5 |
112.5 |
36.0 |
47.1% |
247.0 |
| ATR |
104.9 |
105.4 |
0.5 |
0.5% |
0.0 |
| Volume |
65,463 |
61,731 |
-3,732 |
-5.7% |
338,212 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,909.3 |
11,849.7 |
11,626.9 |
|
| R3 |
11,796.8 |
11,737.2 |
11,595.9 |
|
| R2 |
11,684.3 |
11,684.3 |
11,585.6 |
|
| R1 |
11,624.7 |
11,624.7 |
11,575.3 |
11,598.3 |
| PP |
11,571.8 |
11,571.8 |
11,571.8 |
11,558.6 |
| S1 |
11,512.2 |
11,512.2 |
11,554.7 |
11,485.8 |
| S2 |
11,459.3 |
11,459.3 |
11,544.4 |
|
| S3 |
11,346.8 |
11,399.7 |
11,534.1 |
|
| S4 |
11,234.3 |
11,287.2 |
11,503.1 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,288.8 |
12,187.2 |
11,727.4 |
|
| R3 |
12,041.8 |
11,940.2 |
11,659.4 |
|
| R2 |
11,794.8 |
11,794.8 |
11,636.8 |
|
| R1 |
11,693.2 |
11,693.2 |
11,614.1 |
11,744.0 |
| PP |
11,547.8 |
11,547.8 |
11,547.8 |
11,573.3 |
| S1 |
11,446.2 |
11,446.2 |
11,568.9 |
11,497.0 |
| S2 |
11,300.8 |
11,300.8 |
11,546.2 |
|
| S3 |
11,053.8 |
11,199.2 |
11,523.6 |
|
| S4 |
10,806.8 |
10,952.2 |
11,455.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,649.5 |
11,519.0 |
130.5 |
1.1% |
89.8 |
0.8% |
35% |
False |
True |
63,913 |
| 10 |
11,649.5 |
11,402.5 |
247.0 |
2.1% |
91.1 |
0.8% |
66% |
False |
False |
55,009 |
| 20 |
11,649.5 |
11,139.0 |
510.5 |
4.4% |
89.2 |
0.8% |
83% |
False |
False |
54,951 |
| 40 |
11,649.5 |
10,398.0 |
1,251.5 |
10.8% |
110.7 |
1.0% |
93% |
False |
False |
28,654 |
| 60 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
121.4 |
1.0% |
95% |
False |
False |
19,186 |
| 80 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
125.4 |
1.1% |
95% |
False |
False |
14,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,109.6 |
|
2.618 |
11,926.0 |
|
1.618 |
11,813.5 |
|
1.000 |
11,744.0 |
|
0.618 |
11,701.0 |
|
HIGH |
11,631.5 |
|
0.618 |
11,588.5 |
|
0.500 |
11,575.3 |
|
0.382 |
11,562.0 |
|
LOW |
11,519.0 |
|
0.618 |
11,449.5 |
|
1.000 |
11,406.5 |
|
1.618 |
11,337.0 |
|
2.618 |
11,224.5 |
|
4.250 |
11,040.9 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,575.3 |
11,575.3 |
| PP |
11,571.8 |
11,571.8 |
| S1 |
11,568.4 |
11,568.4 |
|