| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,840.0 |
11,778.0 |
-62.0 |
-0.5% |
11,564.0 |
| High |
11,854.5 |
11,796.5 |
-58.0 |
-0.5% |
11,895.0 |
| Low |
11,800.5 |
11,662.5 |
-138.0 |
-1.2% |
11,506.5 |
| Close |
11,813.5 |
11,674.0 |
-139.5 |
-1.2% |
11,813.5 |
| Range |
54.0 |
134.0 |
80.0 |
148.1% |
388.5 |
| ATR |
112.4 |
115.2 |
2.8 |
2.5% |
0.0 |
| Volume |
78,676 |
101,382 |
22,706 |
28.9% |
355,878 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,113.0 |
12,027.5 |
11,747.7 |
|
| R3 |
11,979.0 |
11,893.5 |
11,710.9 |
|
| R2 |
11,845.0 |
11,845.0 |
11,698.6 |
|
| R1 |
11,759.5 |
11,759.5 |
11,686.3 |
11,735.3 |
| PP |
11,711.0 |
11,711.0 |
11,711.0 |
11,698.9 |
| S1 |
11,625.5 |
11,625.5 |
11,661.7 |
11,601.3 |
| S2 |
11,577.0 |
11,577.0 |
11,649.4 |
|
| S3 |
11,443.0 |
11,491.5 |
11,637.2 |
|
| S4 |
11,309.0 |
11,357.5 |
11,600.3 |
|
|
| 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 |
11,539.0 |
356.0 |
3.0% |
112.3 |
1.0% |
38% |
False |
False |
78,917 |
| 10 |
11,895.0 |
11,423.0 |
472.0 |
4.0% |
109.8 |
0.9% |
53% |
False |
False |
75,979 |
| 20 |
11,895.0 |
11,402.5 |
492.5 |
4.2% |
111.0 |
1.0% |
55% |
False |
False |
73,099 |
| 40 |
11,895.0 |
10,398.0 |
1,497.0 |
12.8% |
112.4 |
1.0% |
85% |
False |
False |
55,110 |
| 60 |
11,895.0 |
10,021.5 |
1,873.5 |
16.0% |
121.1 |
1.0% |
88% |
False |
False |
36,863 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.0% |
120.2 |
1.0% |
88% |
False |
False |
27,686 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.0% |
123.5 |
1.1% |
88% |
False |
False |
22,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,366.0 |
|
2.618 |
12,147.3 |
|
1.618 |
12,013.3 |
|
1.000 |
11,930.5 |
|
0.618 |
11,879.3 |
|
HIGH |
11,796.5 |
|
0.618 |
11,745.3 |
|
0.500 |
11,729.5 |
|
0.382 |
11,713.7 |
|
LOW |
11,662.5 |
|
0.618 |
11,579.7 |
|
1.000 |
11,528.5 |
|
1.618 |
11,445.7 |
|
2.618 |
11,311.7 |
|
4.250 |
11,093.0 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,729.5 |
11,778.8 |
| PP |
11,711.0 |
11,743.8 |
| S1 |
11,692.5 |
11,708.9 |
|