| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,645.0 |
11,845.0 |
200.0 |
1.7% |
11,539.0 |
| High |
11,831.5 |
11,895.0 |
63.5 |
0.5% |
11,644.5 |
| Low |
11,638.0 |
11,821.0 |
183.0 |
1.6% |
11,423.0 |
| Close |
11,825.5 |
11,840.0 |
14.5 |
0.1% |
11,616.0 |
| Range |
193.5 |
74.0 |
-119.5 |
-61.8% |
221.5 |
| ATR |
120.2 |
116.9 |
-3.3 |
-2.7% |
0.0 |
| Volume |
69,302 |
55,668 |
-13,634 |
-19.7% |
302,538 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,074.0 |
12,031.0 |
11,880.7 |
|
| R3 |
12,000.0 |
11,957.0 |
11,860.4 |
|
| R2 |
11,926.0 |
11,926.0 |
11,853.6 |
|
| R1 |
11,883.0 |
11,883.0 |
11,846.8 |
11,867.5 |
| PP |
11,852.0 |
11,852.0 |
11,852.0 |
11,844.3 |
| S1 |
11,809.0 |
11,809.0 |
11,833.2 |
11,793.5 |
| S2 |
11,778.0 |
11,778.0 |
11,826.4 |
|
| S3 |
11,704.0 |
11,735.0 |
11,819.7 |
|
| S4 |
11,630.0 |
11,661.0 |
11,799.3 |
|
|
| 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 |
11,895.0 |
11,506.5 |
388.5 |
3.3% |
112.6 |
1.0% |
86% |
True |
False |
73,841 |
| 10 |
11,895.0 |
11,423.0 |
472.0 |
4.0% |
112.9 |
1.0% |
88% |
True |
False |
68,697 |
| 20 |
11,895.0 |
11,402.5 |
492.5 |
4.2% |
108.4 |
0.9% |
89% |
True |
False |
67,991 |
| 40 |
11,895.0 |
10,398.0 |
1,497.0 |
12.6% |
112.9 |
1.0% |
96% |
True |
False |
50,647 |
| 60 |
11,895.0 |
10,021.5 |
1,873.5 |
15.8% |
121.3 |
1.0% |
97% |
True |
False |
33,866 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
15.8% |
120.1 |
1.0% |
97% |
True |
False |
25,437 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
15.8% |
122.7 |
1.0% |
97% |
True |
False |
20,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,209.5 |
|
2.618 |
12,088.7 |
|
1.618 |
12,014.7 |
|
1.000 |
11,969.0 |
|
0.618 |
11,940.7 |
|
HIGH |
11,895.0 |
|
0.618 |
11,866.7 |
|
0.500 |
11,858.0 |
|
0.382 |
11,849.3 |
|
LOW |
11,821.0 |
|
0.618 |
11,775.3 |
|
1.000 |
11,747.0 |
|
1.618 |
11,701.3 |
|
2.618 |
11,627.3 |
|
4.250 |
11,506.5 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,858.0 |
11,799.0 |
| PP |
11,852.0 |
11,758.0 |
| S1 |
11,846.0 |
11,717.0 |
|