| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,539.0 |
11,586.5 |
47.5 |
0.4% |
11,630.0 |
| High |
11,587.0 |
11,625.5 |
38.5 |
0.3% |
11,692.5 |
| Low |
11,423.0 |
11,529.0 |
106.0 |
0.9% |
11,488.0 |
| Close |
11,557.5 |
11,592.5 |
35.0 |
0.3% |
11,619.0 |
| Range |
164.0 |
96.5 |
-67.5 |
-41.2% |
204.5 |
| ATR |
116.3 |
114.9 |
-1.4 |
-1.2% |
0.0 |
| Volume |
62,854 |
71,702 |
8,848 |
14.1% |
363,973 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,871.8 |
11,828.7 |
11,645.6 |
|
| R3 |
11,775.3 |
11,732.2 |
11,619.0 |
|
| R2 |
11,678.8 |
11,678.8 |
11,610.2 |
|
| R1 |
11,635.7 |
11,635.7 |
11,601.3 |
11,657.3 |
| PP |
11,582.3 |
11,582.3 |
11,582.3 |
11,593.1 |
| S1 |
11,539.2 |
11,539.2 |
11,583.7 |
11,560.8 |
| S2 |
11,485.8 |
11,485.8 |
11,574.8 |
|
| S3 |
11,389.3 |
11,442.7 |
11,566.0 |
|
| S4 |
11,292.8 |
11,346.2 |
11,539.4 |
|
|
| 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 |
11,423.0 |
269.5 |
2.3% |
130.5 |
1.1% |
63% |
False |
False |
65,682 |
| 10 |
11,692.5 |
11,423.0 |
269.5 |
2.3% |
106.5 |
0.9% |
63% |
False |
False |
69,115 |
| 20 |
11,692.5 |
11,402.5 |
290.0 |
2.5% |
93.2 |
0.8% |
66% |
False |
False |
56,831 |
| 40 |
11,692.5 |
10,398.0 |
1,294.5 |
11.2% |
110.3 |
1.0% |
92% |
False |
False |
39,554 |
| 60 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
123.7 |
1.1% |
94% |
False |
False |
26,454 |
| 80 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
127.4 |
1.1% |
94% |
False |
False |
19,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,035.6 |
|
2.618 |
11,878.1 |
|
1.618 |
11,781.6 |
|
1.000 |
11,722.0 |
|
0.618 |
11,685.1 |
|
HIGH |
11,625.5 |
|
0.618 |
11,588.6 |
|
0.500 |
11,577.3 |
|
0.382 |
11,565.9 |
|
LOW |
11,529.0 |
|
0.618 |
11,469.4 |
|
1.000 |
11,432.5 |
|
1.618 |
11,372.9 |
|
2.618 |
11,276.4 |
|
4.250 |
11,118.9 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,587.4 |
11,571.3 |
| PP |
11,582.3 |
11,550.2 |
| S1 |
11,577.3 |
11,529.0 |
|