| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,592.5 |
11,564.0 |
-28.5 |
-0.2% |
11,539.0 |
| High |
11,634.0 |
11,607.0 |
-27.0 |
-0.2% |
11,644.5 |
| Low |
11,545.0 |
11,506.5 |
-38.5 |
-0.3% |
11,423.0 |
| Close |
11,616.0 |
11,548.5 |
-67.5 |
-0.6% |
11,616.0 |
| Range |
89.0 |
100.5 |
11.5 |
12.9% |
221.5 |
| ATR |
111.1 |
111.0 |
-0.1 |
-0.1% |
0.0 |
| Volume |
92,004 |
62,675 |
-29,329 |
-31.9% |
302,538 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,855.5 |
11,802.5 |
11,603.8 |
|
| R3 |
11,755.0 |
11,702.0 |
11,576.1 |
|
| R2 |
11,654.5 |
11,654.5 |
11,566.9 |
|
| R1 |
11,601.5 |
11,601.5 |
11,557.7 |
11,577.8 |
| PP |
11,554.0 |
11,554.0 |
11,554.0 |
11,542.1 |
| S1 |
11,501.0 |
11,501.0 |
11,539.3 |
11,477.3 |
| S2 |
11,453.5 |
11,453.5 |
11,530.1 |
|
| S3 |
11,353.0 |
11,400.5 |
11,520.9 |
|
| S4 |
11,252.5 |
11,300.0 |
11,493.2 |
|
|
| 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% |
107.2 |
0.9% |
57% |
False |
False |
73,042 |
| 10 |
11,692.5 |
11,423.0 |
269.5 |
2.3% |
110.3 |
1.0% |
47% |
False |
False |
72,918 |
| 20 |
11,692.5 |
11,402.5 |
290.0 |
2.5% |
99.1 |
0.9% |
50% |
False |
False |
62,060 |
| 40 |
11,692.5 |
10,398.0 |
1,294.5 |
11.2% |
110.6 |
1.0% |
89% |
False |
False |
45,303 |
| 60 |
11,692.5 |
10,021.5 |
1,671.0 |
14.5% |
122.4 |
1.1% |
91% |
False |
False |
30,295 |
| 80 |
11,692.5 |
10,021.5 |
1,671.0 |
14.5% |
125.2 |
1.1% |
91% |
False |
False |
22,760 |
| 100 |
11,692.5 |
10,021.5 |
1,671.0 |
14.5% |
119.8 |
1.0% |
91% |
False |
False |
18,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,034.1 |
|
2.618 |
11,870.1 |
|
1.618 |
11,769.6 |
|
1.000 |
11,707.5 |
|
0.618 |
11,669.1 |
|
HIGH |
11,607.0 |
|
0.618 |
11,568.6 |
|
0.500 |
11,556.8 |
|
0.382 |
11,544.9 |
|
LOW |
11,506.5 |
|
0.618 |
11,444.4 |
|
1.000 |
11,406.0 |
|
1.618 |
11,343.9 |
|
2.618 |
11,243.4 |
|
4.250 |
11,079.4 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,556.8 |
11,575.5 |
| PP |
11,554.0 |
11,566.5 |
| S1 |
11,551.3 |
11,557.5 |
|