| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,618.0 |
11,574.0 |
-44.0 |
-0.4% |
11,630.0 |
| High |
11,625.5 |
11,635.0 |
9.5 |
0.1% |
11,692.5 |
| Low |
11,488.0 |
11,553.0 |
65.0 |
0.6% |
11,488.0 |
| Close |
11,526.0 |
11,619.0 |
93.0 |
0.8% |
11,619.0 |
| Range |
137.5 |
82.0 |
-55.5 |
-40.4% |
204.5 |
| ATR |
110.3 |
110.2 |
-0.1 |
-0.1% |
0.0 |
| Volume |
64,287 |
42,949 |
-21,338 |
-33.2% |
363,973 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,848.3 |
11,815.7 |
11,664.1 |
|
| R3 |
11,766.3 |
11,733.7 |
11,641.6 |
|
| R2 |
11,684.3 |
11,684.3 |
11,634.0 |
|
| R1 |
11,651.7 |
11,651.7 |
11,626.5 |
11,668.0 |
| PP |
11,602.3 |
11,602.3 |
11,602.3 |
11,610.5 |
| S1 |
11,569.7 |
11,569.7 |
11,611.5 |
11,586.0 |
| S2 |
11,520.3 |
11,520.3 |
11,604.0 |
|
| S3 |
11,438.3 |
11,487.7 |
11,596.5 |
|
| S4 |
11,356.3 |
11,405.7 |
11,573.9 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,213.3 |
12,120.7 |
11,731.5 |
|
| R3 |
12,008.8 |
11,916.2 |
11,675.2 |
|
| R2 |
11,804.3 |
11,804.3 |
11,656.5 |
|
| R1 |
11,711.7 |
11,711.7 |
11,637.7 |
11,655.8 |
| PP |
11,599.8 |
11,599.8 |
11,599.8 |
11,571.9 |
| S1 |
11,507.2 |
11,507.2 |
11,600.3 |
11,451.3 |
| S2 |
11,395.3 |
11,395.3 |
11,581.5 |
|
| S3 |
11,190.8 |
11,302.7 |
11,562.8 |
|
| S4 |
10,986.3 |
11,098.2 |
11,506.5 |
|
|
| 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 |
11,488.0 |
204.5 |
1.8% |
113.3 |
1.0% |
64% |
False |
False |
72,794 |
| 10 |
11,692.5 |
11,402.5 |
290.0 |
2.5% |
112.3 |
1.0% |
75% |
False |
False |
70,218 |
| 20 |
11,692.5 |
11,351.0 |
341.5 |
2.9% |
87.9 |
0.8% |
78% |
False |
False |
55,633 |
| 40 |
11,692.5 |
10,398.0 |
1,294.5 |
11.1% |
109.5 |
0.9% |
94% |
False |
False |
36,196 |
| 60 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
122.1 |
1.1% |
96% |
False |
False |
24,218 |
| 80 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
127.3 |
1.1% |
96% |
False |
False |
18,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,983.5 |
|
2.618 |
11,849.7 |
|
1.618 |
11,767.7 |
|
1.000 |
11,717.0 |
|
0.618 |
11,685.7 |
|
HIGH |
11,635.0 |
|
0.618 |
11,603.7 |
|
0.500 |
11,594.0 |
|
0.382 |
11,584.3 |
|
LOW |
11,553.0 |
|
0.618 |
11,502.3 |
|
1.000 |
11,471.0 |
|
1.618 |
11,420.3 |
|
2.618 |
11,338.3 |
|
4.250 |
11,204.5 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,610.7 |
11,609.4 |
| PP |
11,602.3 |
11,599.8 |
| S1 |
11,594.0 |
11,590.3 |
|