| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,206.1 |
1,207.0 |
0.9 |
0.1% |
1,203.0 |
| High |
1,209.0 |
1,217.6 |
8.6 |
0.7% |
1,221.8 |
| Low |
1,198.1 |
1,201.0 |
2.9 |
0.2% |
1,198.1 |
| Close |
1,204.3 |
1,207.7 |
3.4 |
0.3% |
1,207.7 |
| Range |
10.9 |
16.6 |
5.7 |
52.3% |
23.7 |
| ATR |
15.9 |
15.9 |
0.1 |
0.3% |
0.0 |
| Volume |
26,810 |
21,281 |
-5,529 |
-20.6% |
109,680 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.6 |
1,249.7 |
1,216.8 |
|
| R3 |
1,242.0 |
1,233.1 |
1,212.3 |
|
| R2 |
1,225.4 |
1,225.4 |
1,210.7 |
|
| R1 |
1,216.5 |
1,216.5 |
1,209.2 |
1,221.0 |
| PP |
1,208.8 |
1,208.8 |
1,208.8 |
1,211.0 |
| S1 |
1,199.9 |
1,199.9 |
1,206.2 |
1,204.4 |
| S2 |
1,192.2 |
1,192.2 |
1,204.7 |
|
| S3 |
1,175.6 |
1,183.3 |
1,203.1 |
|
| S4 |
1,159.0 |
1,166.7 |
1,198.6 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.3 |
1,267.7 |
1,220.7 |
|
| R3 |
1,256.6 |
1,244.0 |
1,214.2 |
|
| R2 |
1,232.9 |
1,232.9 |
1,212.0 |
|
| R1 |
1,220.3 |
1,220.3 |
1,209.9 |
1,226.6 |
| PP |
1,209.2 |
1,209.2 |
1,209.2 |
1,212.4 |
| S1 |
1,196.6 |
1,196.6 |
1,205.5 |
1,202.9 |
| S2 |
1,185.5 |
1,185.5 |
1,203.4 |
|
| S3 |
1,161.8 |
1,172.9 |
1,201.2 |
|
| S4 |
1,138.1 |
1,149.2 |
1,194.7 |
|
|
| 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 |
1,190.7 |
31.1 |
2.6% |
15.5 |
1.3% |
55% |
False |
False |
32,138 |
| 10 |
1,221.8 |
1,174.1 |
47.7 |
3.9% |
15.0 |
1.2% |
70% |
False |
False |
28,155 |
| 20 |
1,221.8 |
1,132.0 |
89.8 |
7.4% |
13.9 |
1.2% |
84% |
False |
False |
18,163 |
| 40 |
1,225.5 |
1,127.2 |
98.3 |
8.1% |
15.3 |
1.3% |
82% |
False |
False |
11,375 |
| 60 |
1,343.9 |
1,127.2 |
216.7 |
17.9% |
16.7 |
1.4% |
37% |
False |
False |
8,866 |
| 80 |
1,349.2 |
1,127.2 |
222.0 |
18.4% |
15.4 |
1.3% |
36% |
False |
False |
7,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,288.2 |
|
2.618 |
1,261.1 |
|
1.618 |
1,244.5 |
|
1.000 |
1,234.2 |
|
0.618 |
1,227.9 |
|
HIGH |
1,217.6 |
|
0.618 |
1,211.3 |
|
0.500 |
1,209.3 |
|
0.382 |
1,207.3 |
|
LOW |
1,201.0 |
|
0.618 |
1,190.7 |
|
1.000 |
1,184.4 |
|
1.618 |
1,174.1 |
|
2.618 |
1,157.5 |
|
4.250 |
1,130.5 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,209.3 |
1,209.4 |
| PP |
1,208.8 |
1,208.8 |
| S1 |
1,208.2 |
1,208.3 |
|