| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,212.3 |
1,221.3 |
9.0 |
0.7% |
1,203.0 |
| High |
1,222.2 |
1,223.0 |
0.8 |
0.1% |
1,221.8 |
| Low |
1,211.8 |
1,209.1 |
-2.7 |
-0.2% |
1,198.1 |
| Close |
1,218.5 |
1,213.6 |
-4.9 |
-0.4% |
1,207.7 |
| Range |
10.4 |
13.9 |
3.5 |
33.7% |
23.7 |
| ATR |
15.8 |
15.7 |
-0.1 |
-0.9% |
0.0 |
| Volume |
34,020 |
49,402 |
15,382 |
45.2% |
109,680 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.9 |
1,249.2 |
1,221.2 |
|
| R3 |
1,243.0 |
1,235.3 |
1,217.4 |
|
| R2 |
1,229.1 |
1,229.1 |
1,216.1 |
|
| R1 |
1,221.4 |
1,221.4 |
1,214.9 |
1,218.3 |
| PP |
1,215.2 |
1,215.2 |
1,215.2 |
1,213.7 |
| S1 |
1,207.5 |
1,207.5 |
1,212.3 |
1,204.4 |
| S2 |
1,201.3 |
1,201.3 |
1,211.1 |
|
| S3 |
1,187.4 |
1,193.6 |
1,209.8 |
|
| S4 |
1,173.5 |
1,179.7 |
1,206.0 |
|
|
| 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 |
1,223.0 |
1,198.1 |
24.9 |
2.1% |
13.6 |
1.1% |
62% |
True |
False |
31,640 |
| 10 |
1,223.0 |
1,180.3 |
42.7 |
3.5% |
14.8 |
1.2% |
78% |
True |
False |
32,460 |
| 20 |
1,223.0 |
1,132.8 |
90.2 |
7.4% |
14.4 |
1.2% |
90% |
True |
False |
21,872 |
| 40 |
1,223.0 |
1,127.2 |
95.8 |
7.9% |
14.8 |
1.2% |
90% |
True |
False |
13,174 |
| 60 |
1,343.9 |
1,127.2 |
216.7 |
17.9% |
16.7 |
1.4% |
40% |
False |
False |
10,222 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
17.9% |
15.5 |
1.3% |
40% |
False |
False |
8,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,282.1 |
|
2.618 |
1,259.4 |
|
1.618 |
1,245.5 |
|
1.000 |
1,236.9 |
|
0.618 |
1,231.6 |
|
HIGH |
1,223.0 |
|
0.618 |
1,217.7 |
|
0.500 |
1,216.1 |
|
0.382 |
1,214.4 |
|
LOW |
1,209.1 |
|
0.618 |
1,200.5 |
|
1.000 |
1,195.2 |
|
1.618 |
1,186.6 |
|
2.618 |
1,172.7 |
|
4.250 |
1,150.0 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,216.1 |
1,213.1 |
| PP |
1,215.2 |
1,212.5 |
| S1 |
1,214.4 |
1,212.0 |
|