| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,630.0 |
11,592.5 |
-37.5 |
-0.3% |
11,539.0 |
| High |
11,644.5 |
11,634.0 |
-10.5 |
-0.1% |
11,644.5 |
| Low |
11,558.5 |
11,545.0 |
-13.5 |
-0.1% |
11,423.0 |
| Close |
11,592.0 |
11,616.0 |
24.0 |
0.2% |
11,616.0 |
| Range |
86.0 |
89.0 |
3.0 |
3.5% |
221.5 |
| ATR |
112.9 |
111.1 |
-1.7 |
-1.5% |
0.0 |
| Volume |
75,978 |
92,004 |
16,026 |
21.1% |
302,538 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,865.3 |
11,829.7 |
11,665.0 |
|
| R3 |
11,776.3 |
11,740.7 |
11,640.5 |
|
| R2 |
11,687.3 |
11,687.3 |
11,632.3 |
|
| R1 |
11,651.7 |
11,651.7 |
11,624.2 |
11,669.5 |
| PP |
11,598.3 |
11,598.3 |
11,598.3 |
11,607.3 |
| S1 |
11,562.7 |
11,562.7 |
11,607.8 |
11,580.5 |
| S2 |
11,509.3 |
11,509.3 |
11,599.7 |
|
| S3 |
11,420.3 |
11,473.7 |
11,591.5 |
|
| S4 |
11,331.3 |
11,384.7 |
11,567.1 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,225.7 |
12,142.3 |
11,737.8 |
|
| R3 |
12,004.2 |
11,920.8 |
11,676.9 |
|
| R2 |
11,782.7 |
11,782.7 |
11,656.6 |
|
| R1 |
11,699.3 |
11,699.3 |
11,636.3 |
11,741.0 |
| PP |
11,561.2 |
11,561.2 |
11,561.2 |
11,582.0 |
| S1 |
11,477.8 |
11,477.8 |
11,595.7 |
11,519.5 |
| S2 |
11,339.7 |
11,339.7 |
11,575.4 |
|
| S3 |
11,118.2 |
11,256.3 |
11,555.1 |
|
| S4 |
10,896.7 |
11,034.8 |
11,494.2 |
|
|
| 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% |
103.5 |
0.9% |
87% |
False |
False |
69,097 |
| 10 |
11,692.5 |
11,423.0 |
269.5 |
2.3% |
107.9 |
0.9% |
72% |
False |
False |
73,197 |
| 20 |
11,692.5 |
11,402.5 |
290.0 |
2.5% |
96.6 |
0.8% |
74% |
False |
False |
60,729 |
| 40 |
11,692.5 |
10,398.0 |
1,294.5 |
11.1% |
109.7 |
0.9% |
94% |
False |
False |
43,738 |
| 60 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
123.1 |
1.1% |
95% |
False |
False |
29,252 |
| 80 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
125.6 |
1.1% |
95% |
False |
False |
21,979 |
| 100 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
119.0 |
1.0% |
95% |
False |
False |
17,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,012.3 |
|
2.618 |
11,867.0 |
|
1.618 |
11,778.0 |
|
1.000 |
11,723.0 |
|
0.618 |
11,689.0 |
|
HIGH |
11,634.0 |
|
0.618 |
11,600.0 |
|
0.500 |
11,589.5 |
|
0.382 |
11,579.0 |
|
LOW |
11,545.0 |
|
0.618 |
11,490.0 |
|
1.000 |
11,456.0 |
|
1.618 |
11,401.0 |
|
2.618 |
11,312.0 |
|
4.250 |
11,166.8 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,607.2 |
11,606.3 |
| PP |
11,598.3 |
11,596.5 |
| S1 |
11,589.5 |
11,586.8 |
|