| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1,199.4 |
1,216.8 |
17.4 |
1.5% |
1,172.9 |
| High |
1,218.9 |
1,217.7 |
-1.2 |
-0.1% |
1,207.2 |
| Low |
1,198.0 |
1,201.8 |
3.8 |
0.3% |
1,172.2 |
| Close |
1,212.9 |
1,212.1 |
-0.8 |
-0.1% |
1,196.2 |
| Range |
20.9 |
15.9 |
-5.0 |
-23.9% |
35.0 |
| ATR |
16.4 |
16.4 |
0.0 |
-0.2% |
0.0 |
| Volume |
381,417 |
203,645 |
-177,772 |
-46.6% |
1,290,471 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.2 |
1,251.1 |
1,220.8 |
|
| R3 |
1,242.3 |
1,235.2 |
1,216.5 |
|
| R2 |
1,226.4 |
1,226.4 |
1,215.0 |
|
| R1 |
1,219.3 |
1,219.3 |
1,213.6 |
1,214.9 |
| PP |
1,210.5 |
1,210.5 |
1,210.5 |
1,208.4 |
| S1 |
1,203.4 |
1,203.4 |
1,210.6 |
1,199.0 |
| S2 |
1,194.6 |
1,194.6 |
1,209.2 |
|
| S3 |
1,178.7 |
1,187.5 |
1,207.7 |
|
| S4 |
1,162.8 |
1,171.6 |
1,203.4 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.9 |
1,281.5 |
1,215.5 |
|
| R3 |
1,261.9 |
1,246.5 |
1,205.8 |
|
| R2 |
1,226.9 |
1,226.9 |
1,202.6 |
|
| R1 |
1,211.5 |
1,211.5 |
1,199.4 |
1,219.2 |
| PP |
1,191.9 |
1,191.9 |
1,191.9 |
1,195.7 |
| S1 |
1,176.5 |
1,176.5 |
1,193.0 |
1,184.2 |
| S2 |
1,156.9 |
1,156.9 |
1,189.8 |
|
| S3 |
1,121.9 |
1,141.5 |
1,186.6 |
|
| S4 |
1,086.9 |
1,106.5 |
1,177.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,218.9 |
1,177.0 |
41.9 |
3.5% |
17.8 |
1.5% |
84% |
False |
False |
294,337 |
| 10 |
1,218.9 |
1,156.7 |
62.2 |
5.1% |
16.1 |
1.3% |
89% |
False |
False |
255,396 |
| 20 |
1,218.9 |
1,127.3 |
91.6 |
7.6% |
14.2 |
1.2% |
93% |
False |
False |
194,019 |
| 40 |
1,223.6 |
1,124.3 |
99.3 |
8.2% |
16.0 |
1.3% |
88% |
False |
False |
174,938 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
17.9% |
17.5 |
1.4% |
41% |
False |
False |
123,981 |
| 80 |
1,349.8 |
1,124.3 |
225.5 |
18.6% |
16.5 |
1.4% |
39% |
False |
False |
94,683 |
| 100 |
1,360.7 |
1,124.3 |
236.4 |
19.5% |
16.2 |
1.3% |
37% |
False |
False |
76,653 |
| 120 |
1,378.1 |
1,124.3 |
253.8 |
20.9% |
16.1 |
1.3% |
35% |
False |
False |
64,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.3 |
|
2.618 |
1,259.3 |
|
1.618 |
1,243.4 |
|
1.000 |
1,233.6 |
|
0.618 |
1,227.5 |
|
HIGH |
1,217.7 |
|
0.618 |
1,211.6 |
|
0.500 |
1,209.8 |
|
0.382 |
1,207.9 |
|
LOW |
1,201.8 |
|
0.618 |
1,192.0 |
|
1.000 |
1,185.9 |
|
1.618 |
1,176.1 |
|
2.618 |
1,160.2 |
|
4.250 |
1,134.2 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,211.3 |
1,209.1 |
| PP |
1,210.5 |
1,206.2 |
| S1 |
1,209.8 |
1,203.2 |
|