| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,221.3 |
1,211.5 |
-9.8 |
-0.8% |
1,203.0 |
| High |
1,223.0 |
1,212.2 |
-10.8 |
-0.9% |
1,221.8 |
| Low |
1,209.1 |
1,195.3 |
-13.8 |
-1.1% |
1,198.1 |
| Close |
1,213.6 |
1,200.5 |
-13.1 |
-1.1% |
1,207.7 |
| Range |
13.9 |
16.9 |
3.0 |
21.6% |
23.7 |
| ATR |
15.7 |
15.9 |
0.2 |
1.2% |
0.0 |
| Volume |
49,402 |
81,026 |
31,624 |
64.0% |
109,680 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.4 |
1,243.8 |
1,209.8 |
|
| R3 |
1,236.5 |
1,226.9 |
1,205.1 |
|
| R2 |
1,219.6 |
1,219.6 |
1,203.6 |
|
| R1 |
1,210.0 |
1,210.0 |
1,202.0 |
1,206.4 |
| PP |
1,202.7 |
1,202.7 |
1,202.7 |
1,200.8 |
| S1 |
1,193.1 |
1,193.1 |
1,199.0 |
1,189.5 |
| S2 |
1,185.8 |
1,185.8 |
1,197.4 |
|
| S3 |
1,168.9 |
1,176.2 |
1,195.9 |
|
| S4 |
1,152.0 |
1,159.3 |
1,191.2 |
|
|
| 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 |
1,195.3 |
27.7 |
2.3% |
13.7 |
1.1% |
19% |
False |
True |
42,507 |
| 10 |
1,223.0 |
1,180.3 |
42.7 |
3.6% |
15.5 |
1.3% |
47% |
False |
False |
38,054 |
| 20 |
1,223.0 |
1,135.6 |
87.4 |
7.3% |
15.0 |
1.2% |
74% |
False |
False |
25,675 |
| 40 |
1,223.0 |
1,127.2 |
95.8 |
8.0% |
14.6 |
1.2% |
77% |
False |
False |
15,069 |
| 60 |
1,343.9 |
1,127.2 |
216.7 |
18.1% |
16.9 |
1.4% |
34% |
False |
False |
11,552 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
18.1% |
15.6 |
1.3% |
34% |
False |
False |
9,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.0 |
|
2.618 |
1,256.4 |
|
1.618 |
1,239.5 |
|
1.000 |
1,229.1 |
|
0.618 |
1,222.6 |
|
HIGH |
1,212.2 |
|
0.618 |
1,205.7 |
|
0.500 |
1,203.8 |
|
0.382 |
1,201.8 |
|
LOW |
1,195.3 |
|
0.618 |
1,184.9 |
|
1.000 |
1,178.4 |
|
1.618 |
1,168.0 |
|
2.618 |
1,151.1 |
|
4.250 |
1,123.5 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,203.8 |
1,209.2 |
| PP |
1,202.7 |
1,206.3 |
| S1 |
1,201.6 |
1,203.4 |
|