| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,845.0 |
11,840.0 |
-5.0 |
0.0% |
11,564.0 |
| High |
11,895.0 |
11,854.5 |
-40.5 |
-0.3% |
11,895.0 |
| Low |
11,821.0 |
11,800.5 |
-20.5 |
-0.2% |
11,506.5 |
| Close |
11,840.0 |
11,813.5 |
-26.5 |
-0.2% |
11,813.5 |
| Range |
74.0 |
54.0 |
-20.0 |
-27.0% |
388.5 |
| ATR |
116.9 |
112.4 |
-4.5 |
-3.8% |
0.0 |
| Volume |
55,668 |
78,676 |
23,008 |
41.3% |
355,878 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,984.8 |
11,953.2 |
11,843.2 |
|
| R3 |
11,930.8 |
11,899.2 |
11,828.4 |
|
| R2 |
11,876.8 |
11,876.8 |
11,823.4 |
|
| R1 |
11,845.2 |
11,845.2 |
11,818.5 |
11,834.0 |
| PP |
11,822.8 |
11,822.8 |
11,822.8 |
11,817.3 |
| S1 |
11,791.2 |
11,791.2 |
11,808.6 |
11,780.0 |
| S2 |
11,768.8 |
11,768.8 |
11,803.6 |
|
| S3 |
11,714.8 |
11,737.2 |
11,798.7 |
|
| S4 |
11,660.8 |
11,683.2 |
11,783.8 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,903.8 |
12,747.2 |
12,027.2 |
|
| R3 |
12,515.3 |
12,358.7 |
11,920.3 |
|
| R2 |
12,126.8 |
12,126.8 |
11,884.7 |
|
| R1 |
11,970.2 |
11,970.2 |
11,849.1 |
12,048.5 |
| PP |
11,738.3 |
11,738.3 |
11,738.3 |
11,777.5 |
| S1 |
11,581.7 |
11,581.7 |
11,777.9 |
11,660.0 |
| S2 |
11,349.8 |
11,349.8 |
11,742.3 |
|
| S3 |
10,961.3 |
11,193.2 |
11,706.7 |
|
| S4 |
10,572.8 |
10,804.7 |
11,599.8 |
|
|
| 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% |
105.6 |
0.9% |
79% |
False |
False |
71,175 |
| 10 |
11,895.0 |
11,423.0 |
472.0 |
4.0% |
104.6 |
0.9% |
83% |
False |
False |
70,136 |
| 20 |
11,895.0 |
11,402.5 |
492.5 |
4.2% |
108.5 |
0.9% |
83% |
False |
False |
69,613 |
| 40 |
11,895.0 |
10,398.0 |
1,497.0 |
12.7% |
112.4 |
1.0% |
95% |
False |
False |
52,587 |
| 60 |
11,895.0 |
10,021.5 |
1,873.5 |
15.9% |
120.5 |
1.0% |
96% |
False |
False |
35,175 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
15.9% |
119.6 |
1.0% |
96% |
False |
False |
26,420 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
15.9% |
122.9 |
1.0% |
96% |
False |
False |
21,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,084.0 |
|
2.618 |
11,995.9 |
|
1.618 |
11,941.9 |
|
1.000 |
11,908.5 |
|
0.618 |
11,887.9 |
|
HIGH |
11,854.5 |
|
0.618 |
11,833.9 |
|
0.500 |
11,827.5 |
|
0.382 |
11,821.1 |
|
LOW |
11,800.5 |
|
0.618 |
11,767.1 |
|
1.000 |
11,746.5 |
|
1.618 |
11,713.1 |
|
2.618 |
11,659.1 |
|
4.250 |
11,571.0 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,827.5 |
11,797.8 |
| PP |
11,822.8 |
11,782.2 |
| S1 |
11,818.2 |
11,766.5 |
|