| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,574.0 |
11,645.0 |
71.0 |
0.6% |
11,539.0 |
| High |
11,645.0 |
11,831.5 |
186.5 |
1.6% |
11,644.5 |
| Low |
11,539.0 |
11,638.0 |
99.0 |
0.9% |
11,423.0 |
| Close |
11,587.0 |
11,825.5 |
238.5 |
2.1% |
11,616.0 |
| Range |
106.0 |
193.5 |
87.5 |
82.5% |
221.5 |
| ATR |
110.7 |
120.2 |
9.6 |
8.6% |
0.0 |
| Volume |
89,557 |
69,302 |
-20,255 |
-22.6% |
302,538 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,345.5 |
12,279.0 |
11,931.9 |
|
| R3 |
12,152.0 |
12,085.5 |
11,878.7 |
|
| R2 |
11,958.5 |
11,958.5 |
11,861.0 |
|
| R1 |
11,892.0 |
11,892.0 |
11,843.2 |
11,925.3 |
| PP |
11,765.0 |
11,765.0 |
11,765.0 |
11,781.6 |
| S1 |
11,698.5 |
11,698.5 |
11,807.8 |
11,731.8 |
| S2 |
11,571.5 |
11,571.5 |
11,790.0 |
|
| S3 |
11,378.0 |
11,505.0 |
11,772.3 |
|
| S4 |
11,184.5 |
11,311.5 |
11,719.1 |
|
|
| 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 |
11,831.5 |
11,506.5 |
325.0 |
2.7% |
115.0 |
1.0% |
98% |
True |
False |
77,903 |
| 10 |
11,831.5 |
11,423.0 |
408.5 |
3.5% |
122.8 |
1.0% |
99% |
True |
False |
71,792 |
| 20 |
11,831.5 |
11,402.5 |
429.0 |
3.6% |
107.1 |
0.9% |
99% |
True |
False |
67,198 |
| 40 |
11,831.5 |
10,398.0 |
1,433.5 |
12.1% |
113.3 |
1.0% |
100% |
True |
False |
49,258 |
| 60 |
11,831.5 |
10,021.5 |
1,810.0 |
15.3% |
124.8 |
1.1% |
100% |
True |
False |
32,940 |
| 80 |
11,831.5 |
10,021.5 |
1,810.0 |
15.3% |
121.0 |
1.0% |
100% |
True |
False |
24,742 |
| 100 |
11,831.5 |
10,021.5 |
1,810.0 |
15.3% |
122.4 |
1.0% |
100% |
True |
False |
19,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,653.9 |
|
2.618 |
12,338.1 |
|
1.618 |
12,144.6 |
|
1.000 |
12,025.0 |
|
0.618 |
11,951.1 |
|
HIGH |
11,831.5 |
|
0.618 |
11,757.6 |
|
0.500 |
11,734.8 |
|
0.382 |
11,711.9 |
|
LOW |
11,638.0 |
|
0.618 |
11,518.4 |
|
1.000 |
11,444.5 |
|
1.618 |
11,324.9 |
|
2.618 |
11,131.4 |
|
4.250 |
10,815.6 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,795.3 |
11,773.3 |
| PP |
11,765.0 |
11,721.2 |
| S1 |
11,734.8 |
11,669.0 |
|