| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,630.0 |
11,544.0 |
-86.0 |
-0.7% |
11,425.0 |
| High |
11,631.5 |
11,603.0 |
-28.5 |
-0.2% |
11,649.5 |
| Low |
11,519.0 |
11,541.0 |
22.0 |
0.2% |
11,402.5 |
| Close |
11,565.0 |
11,585.0 |
20.0 |
0.2% |
11,591.5 |
| Range |
112.5 |
62.0 |
-50.5 |
-44.9% |
247.0 |
| ATR |
105.4 |
102.3 |
-3.1 |
-2.9% |
0.0 |
| Volume |
61,731 |
108,386 |
46,655 |
75.6% |
338,212 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,762.3 |
11,735.7 |
11,619.1 |
|
| R3 |
11,700.3 |
11,673.7 |
11,602.1 |
|
| R2 |
11,638.3 |
11,638.3 |
11,596.4 |
|
| R1 |
11,611.7 |
11,611.7 |
11,590.7 |
11,625.0 |
| PP |
11,576.3 |
11,576.3 |
11,576.3 |
11,583.0 |
| S1 |
11,549.7 |
11,549.7 |
11,579.3 |
11,563.0 |
| S2 |
11,514.3 |
11,514.3 |
11,573.6 |
|
| S3 |
11,452.3 |
11,487.7 |
11,568.0 |
|
| S4 |
11,390.3 |
11,425.7 |
11,550.9 |
|
|
| 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 |
11,631.5 |
11,519.0 |
112.5 |
1.0% |
82.5 |
0.7% |
59% |
False |
False |
72,547 |
| 10 |
11,649.5 |
11,402.5 |
247.0 |
2.1% |
91.5 |
0.8% |
74% |
False |
False |
62,604 |
| 20 |
11,649.5 |
11,173.0 |
476.5 |
4.1% |
87.0 |
0.8% |
86% |
False |
False |
56,408 |
| 40 |
11,649.5 |
10,398.0 |
1,251.5 |
10.8% |
109.2 |
0.9% |
95% |
False |
False |
31,360 |
| 60 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
121.0 |
1.0% |
96% |
False |
False |
20,991 |
| 80 |
11,649.5 |
10,021.5 |
1,628.0 |
14.1% |
125.6 |
1.1% |
96% |
False |
False |
15,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,866.5 |
|
2.618 |
11,765.3 |
|
1.618 |
11,703.3 |
|
1.000 |
11,665.0 |
|
0.618 |
11,641.3 |
|
HIGH |
11,603.0 |
|
0.618 |
11,579.3 |
|
0.500 |
11,572.0 |
|
0.382 |
11,564.7 |
|
LOW |
11,541.0 |
|
0.618 |
11,502.7 |
|
1.000 |
11,479.0 |
|
1.618 |
11,440.7 |
|
2.618 |
11,378.7 |
|
4.250 |
11,277.5 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,580.7 |
11,581.8 |
| PP |
11,576.3 |
11,578.5 |
| S1 |
11,572.0 |
11,575.3 |
|