| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,544.0 |
11,575.0 |
31.0 |
0.3% |
11,425.0 |
| High |
11,603.0 |
11,692.5 |
89.5 |
0.8% |
11,649.5 |
| Low |
11,541.0 |
11,520.0 |
-21.0 |
-0.2% |
11,402.5 |
| Close |
11,585.0 |
11,637.0 |
52.0 |
0.4% |
11,591.5 |
| Range |
62.0 |
172.5 |
110.5 |
178.2% |
247.0 |
| ATR |
102.3 |
107.3 |
5.0 |
4.9% |
0.0 |
| Volume |
108,386 |
86,620 |
-21,766 |
-20.1% |
338,212 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,134.0 |
12,058.0 |
11,731.9 |
|
| R3 |
11,961.5 |
11,885.5 |
11,684.4 |
|
| R2 |
11,789.0 |
11,789.0 |
11,668.6 |
|
| R1 |
11,713.0 |
11,713.0 |
11,652.8 |
11,751.0 |
| PP |
11,616.5 |
11,616.5 |
11,616.5 |
11,635.5 |
| S1 |
11,540.5 |
11,540.5 |
11,621.2 |
11,578.5 |
| S2 |
11,444.0 |
11,444.0 |
11,605.4 |
|
| S3 |
11,271.5 |
11,368.0 |
11,589.6 |
|
| S4 |
11,099.0 |
11,195.5 |
11,542.1 |
|
|
| 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 |
11,692.5 |
11,519.0 |
173.5 |
1.5% |
99.2 |
0.9% |
68% |
True |
False |
76,077 |
| 10 |
11,692.5 |
11,402.5 |
290.0 |
2.5% |
103.9 |
0.9% |
81% |
True |
False |
67,286 |
| 20 |
11,692.5 |
11,221.0 |
471.5 |
4.1% |
89.0 |
0.8% |
88% |
True |
False |
57,833 |
| 40 |
11,692.5 |
10,398.0 |
1,294.5 |
11.1% |
111.3 |
1.0% |
96% |
True |
False |
33,520 |
| 60 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
122.2 |
1.0% |
97% |
True |
False |
22,434 |
| 80 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
127.1 |
1.1% |
97% |
True |
False |
16,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,425.6 |
|
2.618 |
12,144.1 |
|
1.618 |
11,971.6 |
|
1.000 |
11,865.0 |
|
0.618 |
11,799.1 |
|
HIGH |
11,692.5 |
|
0.618 |
11,626.6 |
|
0.500 |
11,606.3 |
|
0.382 |
11,585.9 |
|
LOW |
11,520.0 |
|
0.618 |
11,413.4 |
|
1.000 |
11,347.5 |
|
1.618 |
11,240.9 |
|
2.618 |
11,068.4 |
|
4.250 |
10,786.9 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,626.8 |
11,626.6 |
| PP |
11,616.5 |
11,616.2 |
| S1 |
11,606.3 |
11,605.8 |
|