| 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 |
19,828 |
19,746 |
-82 |
-0.4% |
19,887 |
| High |
19,830 |
19,791 |
-39 |
-0.2% |
19,922 |
| Low |
19,698 |
19,669 |
-29 |
-0.1% |
19,692 |
| Close |
19,743 |
19,735 |
-8 |
0.0% |
19,832 |
| Range |
132 |
122 |
-10 |
-7.6% |
230 |
| ATR |
132 |
131 |
-1 |
-0.5% |
0 |
| Volume |
140,716 |
121,032 |
-19,684 |
-14.0% |
633,581 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,098 |
20,038 |
19,802 |
|
| R3 |
19,976 |
19,916 |
19,769 |
|
| R2 |
19,854 |
19,854 |
19,757 |
|
| R1 |
19,794 |
19,794 |
19,746 |
19,763 |
| PP |
19,732 |
19,732 |
19,732 |
19,716 |
| S1 |
19,672 |
19,672 |
19,724 |
19,641 |
| S2 |
19,610 |
19,610 |
19,713 |
|
| S3 |
19,488 |
19,550 |
19,702 |
|
| S4 |
19,366 |
19,428 |
19,668 |
|
|
| 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 |
19,904 |
19,669 |
235 |
1.2% |
140 |
0.7% |
28% |
False |
True |
139,722 |
| 10 |
19,925 |
19,669 |
256 |
1.3% |
132 |
0.7% |
26% |
False |
True |
123,046 |
| 20 |
19,933 |
19,661 |
272 |
1.4% |
115 |
0.6% |
27% |
False |
False |
102,981 |
| 40 |
19,933 |
18,765 |
1,168 |
5.9% |
122 |
0.6% |
83% |
False |
False |
77,391 |
| 60 |
19,933 |
17,360 |
2,573 |
13.0% |
146 |
0.7% |
92% |
False |
False |
51,731 |
| 80 |
19,933 |
17,360 |
2,573 |
13.0% |
153 |
0.8% |
92% |
False |
False |
38,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,310 |
|
2.618 |
20,111 |
|
1.618 |
19,989 |
|
1.000 |
19,913 |
|
0.618 |
19,867 |
|
HIGH |
19,791 |
|
0.618 |
19,745 |
|
0.500 |
19,730 |
|
0.382 |
19,716 |
|
LOW |
19,669 |
|
0.618 |
19,594 |
|
1.000 |
19,547 |
|
1.618 |
19,472 |
|
2.618 |
19,350 |
|
4.250 |
19,151 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,733 |
19,774 |
| PP |
19,732 |
19,761 |
| S1 |
19,730 |
19,748 |
|