| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,880 |
19,807 |
-73 |
-0.4% |
19,887 |
| High |
19,882 |
19,878 |
-4 |
0.0% |
19,922 |
| Low |
19,692 |
19,772 |
80 |
0.4% |
19,692 |
| Close |
19,803 |
19,832 |
29 |
0.1% |
19,832 |
| Range |
190 |
106 |
-84 |
-44.2% |
230 |
| ATR |
134 |
132 |
-2 |
-1.5% |
0 |
| Volume |
151,822 |
99,768 |
-52,054 |
-34.3% |
633,581 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,145 |
20,095 |
19,890 |
|
| R3 |
20,039 |
19,989 |
19,861 |
|
| R2 |
19,933 |
19,933 |
19,852 |
|
| R1 |
19,883 |
19,883 |
19,842 |
19,908 |
| PP |
19,827 |
19,827 |
19,827 |
19,840 |
| S1 |
19,777 |
19,777 |
19,822 |
19,802 |
| S2 |
19,721 |
19,721 |
19,813 |
|
| S3 |
19,615 |
19,671 |
19,803 |
|
| S4 |
19,509 |
19,565 |
19,774 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,505 |
20,399 |
19,959 |
|
| R3 |
20,275 |
20,169 |
19,895 |
|
| R2 |
20,045 |
20,045 |
19,874 |
|
| R1 |
19,939 |
19,939 |
19,853 |
19,877 |
| PP |
19,815 |
19,815 |
19,815 |
19,785 |
| S1 |
19,709 |
19,709 |
19,811 |
19,647 |
| S2 |
19,585 |
19,585 |
19,790 |
|
| S3 |
19,355 |
19,479 |
19,769 |
|
| S4 |
19,125 |
19,249 |
19,706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,922 |
19,692 |
230 |
1.2% |
134 |
0.7% |
61% |
False |
False |
126,716 |
| 10 |
19,925 |
19,661 |
264 |
1.3% |
140 |
0.7% |
65% |
False |
False |
123,007 |
| 20 |
19,933 |
19,661 |
272 |
1.4% |
115 |
0.6% |
63% |
False |
False |
106,520 |
| 40 |
19,933 |
18,738 |
1,195 |
6.0% |
120 |
0.6% |
92% |
False |
False |
70,862 |
| 60 |
19,933 |
17,360 |
2,573 |
13.0% |
146 |
0.7% |
96% |
False |
False |
47,376 |
| 80 |
19,933 |
17,360 |
2,573 |
13.0% |
154 |
0.8% |
96% |
False |
False |
35,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,329 |
|
2.618 |
20,156 |
|
1.618 |
20,050 |
|
1.000 |
19,984 |
|
0.618 |
19,944 |
|
HIGH |
19,878 |
|
0.618 |
19,838 |
|
0.500 |
19,825 |
|
0.382 |
19,813 |
|
LOW |
19,772 |
|
0.618 |
19,707 |
|
1.000 |
19,666 |
|
1.618 |
19,601 |
|
2.618 |
19,495 |
|
4.250 |
19,322 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,830 |
19,821 |
| PP |
19,827 |
19,809 |
| S1 |
19,825 |
19,798 |
|