| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,191.4 |
1,194.6 |
3.2 |
0.3% |
1,212.3 |
| High |
1,193.8 |
1,201.3 |
7.5 |
0.6% |
1,223.0 |
| Low |
1,182.6 |
1,190.0 |
7.4 |
0.6% |
1,182.6 |
| Close |
1,191.1 |
1,196.0 |
4.9 |
0.4% |
1,191.1 |
| Range |
11.2 |
11.3 |
0.1 |
0.9% |
40.4 |
| ATR |
15.7 |
15.4 |
-0.3 |
-2.0% |
0.0 |
| Volume |
143,606 |
191,770 |
48,164 |
33.5% |
403,115 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,229.7 |
1,224.1 |
1,202.2 |
|
| R3 |
1,218.4 |
1,212.8 |
1,199.1 |
|
| R2 |
1,207.1 |
1,207.1 |
1,198.1 |
|
| R1 |
1,201.5 |
1,201.5 |
1,197.0 |
1,204.3 |
| PP |
1,195.8 |
1,195.8 |
1,195.8 |
1,197.2 |
| S1 |
1,190.2 |
1,190.2 |
1,195.0 |
1,193.0 |
| S2 |
1,184.5 |
1,184.5 |
1,193.9 |
|
| S3 |
1,173.2 |
1,178.9 |
1,192.9 |
|
| S4 |
1,161.9 |
1,167.6 |
1,189.8 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.1 |
1,296.0 |
1,213.3 |
|
| R3 |
1,279.7 |
1,255.6 |
1,202.2 |
|
| R2 |
1,239.3 |
1,239.3 |
1,198.5 |
|
| R1 |
1,215.2 |
1,215.2 |
1,194.8 |
1,207.1 |
| PP |
1,198.9 |
1,198.9 |
1,198.9 |
1,194.8 |
| S1 |
1,174.8 |
1,174.8 |
1,187.4 |
1,166.7 |
| S2 |
1,158.5 |
1,158.5 |
1,183.7 |
|
| S3 |
1,118.1 |
1,134.4 |
1,180.0 |
|
| S4 |
1,077.7 |
1,094.0 |
1,168.9 |
|
|
| 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 |
1,182.6 |
40.4 |
3.4% |
14.3 |
1.2% |
33% |
False |
False |
112,173 |
| 10 |
1,223.0 |
1,182.6 |
40.4 |
3.4% |
14.6 |
1.2% |
33% |
False |
False |
70,456 |
| 20 |
1,223.0 |
1,149.7 |
73.3 |
6.1% |
14.8 |
1.2% |
63% |
False |
False |
46,624 |
| 40 |
1,223.0 |
1,127.2 |
95.8 |
8.0% |
14.3 |
1.2% |
72% |
False |
False |
25,450 |
| 60 |
1,343.9 |
1,127.2 |
216.7 |
18.1% |
16.9 |
1.4% |
32% |
False |
False |
18,656 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
18.1% |
15.2 |
1.3% |
32% |
False |
False |
14,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,249.3 |
|
2.618 |
1,230.9 |
|
1.618 |
1,219.6 |
|
1.000 |
1,212.6 |
|
0.618 |
1,208.3 |
|
HIGH |
1,201.3 |
|
0.618 |
1,197.0 |
|
0.500 |
1,195.7 |
|
0.382 |
1,194.3 |
|
LOW |
1,190.0 |
|
0.618 |
1,183.0 |
|
1.000 |
1,178.7 |
|
1.618 |
1,171.7 |
|
2.618 |
1,160.4 |
|
4.250 |
1,142.0 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,195.9 |
1,195.3 |
| PP |
1,195.8 |
1,194.5 |
| S1 |
1,195.7 |
1,193.8 |
|