| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,194.6 |
1,197.7 |
3.1 |
0.3% |
1,212.3 |
| High |
1,201.3 |
1,217.4 |
16.1 |
1.3% |
1,223.0 |
| Low |
1,190.0 |
1,195.6 |
5.6 |
0.5% |
1,182.6 |
| Close |
1,196.0 |
1,211.4 |
15.4 |
1.3% |
1,191.1 |
| Range |
11.3 |
21.8 |
10.5 |
92.9% |
40.4 |
| ATR |
15.4 |
15.9 |
0.5 |
3.0% |
0.0 |
| Volume |
191,770 |
246,904 |
55,134 |
28.8% |
403,115 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.5 |
1,264.3 |
1,223.4 |
|
| R3 |
1,251.7 |
1,242.5 |
1,217.4 |
|
| R2 |
1,229.9 |
1,229.9 |
1,215.4 |
|
| R1 |
1,220.7 |
1,220.7 |
1,213.4 |
1,225.3 |
| PP |
1,208.1 |
1,208.1 |
1,208.1 |
1,210.5 |
| S1 |
1,198.9 |
1,198.9 |
1,209.4 |
1,203.5 |
| S2 |
1,186.3 |
1,186.3 |
1,207.4 |
|
| S3 |
1,164.5 |
1,177.1 |
1,205.4 |
|
| S4 |
1,142.7 |
1,155.3 |
1,199.4 |
|
|
| 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 |
1,217.4 |
1,182.6 |
34.8 |
2.9% |
15.9 |
1.3% |
83% |
True |
False |
151,673 |
| 10 |
1,223.0 |
1,182.6 |
40.4 |
3.3% |
14.7 |
1.2% |
71% |
False |
False |
91,657 |
| 20 |
1,223.0 |
1,149.7 |
73.3 |
6.1% |
15.3 |
1.3% |
84% |
False |
False |
58,473 |
| 40 |
1,223.0 |
1,127.2 |
95.8 |
7.9% |
14.5 |
1.2% |
88% |
False |
False |
31,557 |
| 60 |
1,343.9 |
1,127.2 |
216.7 |
17.9% |
17.0 |
1.4% |
39% |
False |
False |
22,727 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
17.9% |
15.4 |
1.3% |
39% |
False |
False |
17,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,310.1 |
|
2.618 |
1,274.5 |
|
1.618 |
1,252.7 |
|
1.000 |
1,239.2 |
|
0.618 |
1,230.9 |
|
HIGH |
1,217.4 |
|
0.618 |
1,209.1 |
|
0.500 |
1,206.5 |
|
0.382 |
1,203.9 |
|
LOW |
1,195.6 |
|
0.618 |
1,182.1 |
|
1.000 |
1,173.8 |
|
1.618 |
1,160.3 |
|
2.618 |
1,138.5 |
|
4.250 |
1,103.0 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,209.8 |
1,207.6 |
| PP |
1,208.1 |
1,203.8 |
| S1 |
1,206.5 |
1,200.0 |
|