| 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 |
19,794.79 |
19,794.68 |
-0.11 |
0.0% |
19,848.82 |
| High |
19,833.98 |
19,949.24 |
115.26 |
0.6% |
19,882.99 |
| Low |
19,732.36 |
19,786.71 |
54.35 |
0.3% |
19,677.94 |
| Close |
19,799.85 |
19,912.71 |
112.86 |
0.6% |
19,827.25 |
| Range |
101.62 |
162.53 |
60.91 |
59.9% |
205.05 |
| ATR |
118.08 |
121.26 |
3.17 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,370.48 |
20,304.12 |
20,002.10 |
|
| R3 |
20,207.95 |
20,141.59 |
19,957.41 |
|
| R2 |
20,045.42 |
20,045.42 |
19,942.51 |
|
| R1 |
19,979.06 |
19,979.06 |
19,927.61 |
20,012.24 |
| PP |
19,882.89 |
19,882.89 |
19,882.89 |
19,899.48 |
| S1 |
19,816.53 |
19,816.53 |
19,897.81 |
19,849.71 |
| S2 |
19,720.36 |
19,720.36 |
19,882.91 |
|
| S3 |
19,557.83 |
19,654.00 |
19,868.01 |
|
| S4 |
19,395.30 |
19,491.47 |
19,823.32 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,411.21 |
20,324.28 |
19,940.03 |
|
| R3 |
20,206.16 |
20,119.23 |
19,883.64 |
|
| R2 |
20,001.11 |
20,001.11 |
19,864.84 |
|
| R1 |
19,914.18 |
19,914.18 |
19,846.05 |
19,855.12 |
| PP |
19,796.06 |
19,796.06 |
19,796.06 |
19,766.53 |
| S1 |
19,709.13 |
19,709.13 |
19,808.45 |
19,650.07 |
| S2 |
19,591.01 |
19,591.01 |
19,789.66 |
|
| S3 |
19,385.96 |
19,504.08 |
19,770.86 |
|
| S4 |
19,180.91 |
19,299.03 |
19,714.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,949.24 |
19,677.94 |
271.30 |
1.4% |
116.87 |
0.6% |
87% |
True |
False |
|
| 10 |
19,973.42 |
19,677.94 |
295.48 |
1.5% |
121.48 |
0.6% |
79% |
False |
False |
|
| 20 |
19,999.63 |
19,677.94 |
321.69 |
1.6% |
113.34 |
0.6% |
73% |
False |
False |
|
| 40 |
19,999.63 |
19,062.22 |
937.41 |
4.7% |
108.95 |
0.5% |
91% |
False |
False |
|
| 60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
119.69 |
0.6% |
96% |
False |
False |
|
| 80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
124.60 |
0.6% |
96% |
False |
False |
|
| 100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
131.80 |
0.7% |
96% |
False |
False |
|
| 120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
125.87 |
0.6% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,639.99 |
|
2.618 |
20,374.74 |
|
1.618 |
20,212.21 |
|
1.000 |
20,111.77 |
|
0.618 |
20,049.68 |
|
HIGH |
19,949.24 |
|
0.618 |
19,887.15 |
|
0.500 |
19,867.98 |
|
0.382 |
19,848.80 |
|
LOW |
19,786.71 |
|
0.618 |
19,686.27 |
|
1.000 |
19,624.18 |
|
1.618 |
19,523.74 |
|
2.618 |
19,361.21 |
|
4.250 |
19,095.96 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,897.80 |
19,888.74 |
| PP |
19,882.89 |
19,864.77 |
| S1 |
19,867.98 |
19,840.80 |
|