| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,586.5 |
11,630.0 |
43.5 |
0.4% |
11,630.0 |
| High |
11,625.5 |
11,644.5 |
19.0 |
0.2% |
11,692.5 |
| Low |
11,529.0 |
11,558.5 |
29.5 |
0.3% |
11,488.0 |
| Close |
11,592.5 |
11,592.0 |
-0.5 |
0.0% |
11,619.0 |
| Range |
96.5 |
86.0 |
-10.5 |
-10.9% |
204.5 |
| ATR |
114.9 |
112.9 |
-2.1 |
-1.8% |
0.0 |
| Volume |
71,702 |
75,978 |
4,276 |
6.0% |
363,973 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,856.3 |
11,810.2 |
11,639.3 |
|
| R3 |
11,770.3 |
11,724.2 |
11,615.7 |
|
| R2 |
11,684.3 |
11,684.3 |
11,607.8 |
|
| R1 |
11,638.2 |
11,638.2 |
11,599.9 |
11,618.3 |
| PP |
11,598.3 |
11,598.3 |
11,598.3 |
11,588.4 |
| S1 |
11,552.2 |
11,552.2 |
11,584.1 |
11,532.3 |
| S2 |
11,512.3 |
11,512.3 |
11,576.2 |
|
| S3 |
11,426.3 |
11,466.2 |
11,568.4 |
|
| S4 |
11,340.3 |
11,380.2 |
11,544.7 |
|
|
| 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 |
11,644.5 |
11,423.0 |
221.5 |
1.9% |
113.2 |
1.0% |
76% |
True |
False |
63,554 |
| 10 |
11,692.5 |
11,423.0 |
269.5 |
2.3% |
106.2 |
0.9% |
63% |
False |
False |
69,815 |
| 20 |
11,692.5 |
11,402.5 |
290.0 |
2.5% |
94.1 |
0.8% |
65% |
False |
False |
58,372 |
| 40 |
11,692.5 |
10,398.0 |
1,294.5 |
11.2% |
110.6 |
1.0% |
92% |
False |
False |
41,444 |
| 60 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
123.8 |
1.1% |
94% |
False |
False |
27,719 |
| 80 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
126.9 |
1.1% |
94% |
False |
False |
20,830 |
| 100 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
118.3 |
1.0% |
94% |
False |
False |
16,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,010.0 |
|
2.618 |
11,869.6 |
|
1.618 |
11,783.6 |
|
1.000 |
11,730.5 |
|
0.618 |
11,697.6 |
|
HIGH |
11,644.5 |
|
0.618 |
11,611.6 |
|
0.500 |
11,601.5 |
|
0.382 |
11,591.4 |
|
LOW |
11,558.5 |
|
0.618 |
11,505.4 |
|
1.000 |
11,472.5 |
|
1.618 |
11,419.4 |
|
2.618 |
11,333.4 |
|
4.250 |
11,193.0 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,601.5 |
11,572.6 |
| PP |
11,598.3 |
11,553.2 |
| S1 |
11,595.2 |
11,533.8 |
|