| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,197.7 |
1,203.0 |
5.3 |
0.4% |
1,176.0 |
| High |
1,204.6 |
1,221.8 |
17.2 |
1.4% |
1,210.0 |
| Low |
1,190.7 |
1,201.5 |
10.8 |
0.9% |
1,175.8 |
| Close |
1,199.1 |
1,215.9 |
16.8 |
1.4% |
1,199.1 |
| Range |
13.9 |
20.3 |
6.4 |
46.0% |
34.2 |
| ATR |
15.3 |
15.8 |
0.5 |
3.5% |
0.0 |
| Volume |
51,013 |
34,898 |
-16,115 |
-31.6% |
155,256 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.0 |
1,265.2 |
1,227.1 |
|
| R3 |
1,253.7 |
1,244.9 |
1,221.5 |
|
| R2 |
1,233.4 |
1,233.4 |
1,219.6 |
|
| R1 |
1,224.6 |
1,224.6 |
1,217.8 |
1,229.0 |
| PP |
1,213.1 |
1,213.1 |
1,213.1 |
1,215.3 |
| S1 |
1,204.3 |
1,204.3 |
1,214.0 |
1,208.7 |
| S2 |
1,192.8 |
1,192.8 |
1,212.2 |
|
| S3 |
1,172.5 |
1,184.0 |
1,210.3 |
|
| S4 |
1,152.2 |
1,163.7 |
1,204.7 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.6 |
1,282.5 |
1,217.9 |
|
| R3 |
1,263.4 |
1,248.3 |
1,208.5 |
|
| R2 |
1,229.2 |
1,229.2 |
1,205.4 |
|
| R1 |
1,214.1 |
1,214.1 |
1,202.2 |
1,221.7 |
| PP |
1,195.0 |
1,195.0 |
1,195.0 |
1,198.7 |
| S1 |
1,179.9 |
1,179.9 |
1,196.0 |
1,187.5 |
| S2 |
1,160.8 |
1,160.8 |
1,192.8 |
|
| S3 |
1,126.6 |
1,145.7 |
1,189.7 |
|
| S4 |
1,092.4 |
1,111.5 |
1,180.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.8 |
1,180.3 |
41.5 |
3.4% |
16.1 |
1.3% |
86% |
True |
False |
33,280 |
| 10 |
1,221.8 |
1,149.7 |
72.1 |
5.9% |
15.8 |
1.3% |
92% |
True |
False |
25,289 |
| 20 |
1,221.8 |
1,129.9 |
91.9 |
7.6% |
13.5 |
1.1% |
94% |
True |
False |
14,926 |
| 40 |
1,236.8 |
1,127.2 |
109.6 |
9.0% |
15.3 |
1.3% |
81% |
False |
False |
9,755 |
| 60 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
16.4 |
1.3% |
41% |
False |
False |
7,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,308.1 |
|
2.618 |
1,274.9 |
|
1.618 |
1,254.6 |
|
1.000 |
1,242.1 |
|
0.618 |
1,234.3 |
|
HIGH |
1,221.8 |
|
0.618 |
1,214.0 |
|
0.500 |
1,211.7 |
|
0.382 |
1,209.3 |
|
LOW |
1,201.5 |
|
0.618 |
1,189.0 |
|
1.000 |
1,181.2 |
|
1.618 |
1,168.7 |
|
2.618 |
1,148.4 |
|
4.250 |
1,115.2 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.5 |
1,212.7 |
| PP |
1,213.1 |
1,209.5 |
| S1 |
1,211.7 |
1,206.3 |
|