| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,778.0 |
11,677.0 |
-101.0 |
-0.9% |
11,564.0 |
| High |
11,796.5 |
11,735.0 |
-61.5 |
-0.5% |
11,895.0 |
| Low |
11,662.5 |
11,535.0 |
-127.5 |
-1.1% |
11,506.5 |
| Close |
11,674.0 |
11,565.0 |
-109.0 |
-0.9% |
11,813.5 |
| Range |
134.0 |
200.0 |
66.0 |
49.3% |
388.5 |
| ATR |
115.2 |
121.2 |
6.1 |
5.3% |
0.0 |
| Volume |
101,382 |
101,382 |
0 |
0.0% |
355,878 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,211.7 |
12,088.3 |
11,675.0 |
|
| R3 |
12,011.7 |
11,888.3 |
11,620.0 |
|
| R2 |
11,811.7 |
11,811.7 |
11,601.7 |
|
| R1 |
11,688.3 |
11,688.3 |
11,583.3 |
11,650.0 |
| PP |
11,611.7 |
11,611.7 |
11,611.7 |
11,592.5 |
| S1 |
11,488.3 |
11,488.3 |
11,546.7 |
11,450.0 |
| S2 |
11,411.7 |
11,411.7 |
11,528.3 |
|
| S3 |
11,211.7 |
11,288.3 |
11,510.0 |
|
| S4 |
11,011.7 |
11,088.3 |
11,455.0 |
|
|
| 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 |
11,535.0 |
360.0 |
3.1% |
131.1 |
1.1% |
8% |
False |
True |
81,282 |
| 10 |
11,895.0 |
11,506.5 |
388.5 |
3.4% |
113.4 |
1.0% |
15% |
False |
False |
79,832 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.1% |
110.0 |
1.0% |
30% |
False |
False |
74,149 |
| 40 |
11,895.0 |
10,424.5 |
1,470.5 |
12.7% |
113.8 |
1.0% |
78% |
False |
False |
57,627 |
| 60 |
11,895.0 |
10,021.5 |
1,873.5 |
16.2% |
122.7 |
1.1% |
82% |
False |
False |
38,552 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.2% |
121.3 |
1.0% |
82% |
False |
False |
28,952 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.2% |
123.8 |
1.1% |
82% |
False |
False |
23,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,585.0 |
|
2.618 |
12,258.6 |
|
1.618 |
12,058.6 |
|
1.000 |
11,935.0 |
|
0.618 |
11,858.6 |
|
HIGH |
11,735.0 |
|
0.618 |
11,658.6 |
|
0.500 |
11,635.0 |
|
0.382 |
11,611.4 |
|
LOW |
11,535.0 |
|
0.618 |
11,411.4 |
|
1.000 |
11,335.0 |
|
1.618 |
11,211.4 |
|
2.618 |
11,011.4 |
|
4.250 |
10,685.0 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,635.0 |
11,694.8 |
| PP |
11,611.7 |
11,651.5 |
| S1 |
11,588.3 |
11,608.3 |
|