| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,652 |
19,746 |
94 |
0.5% |
19,828 |
| High |
19,779 |
19,771 |
-8 |
0.0% |
19,830 |
| Low |
19,652 |
19,666 |
14 |
0.1% |
19,607 |
| Close |
19,745 |
19,735 |
-10 |
-0.1% |
19,745 |
| Range |
127 |
105 |
-22 |
-17.3% |
223 |
| ATR |
132 |
130 |
-2 |
-1.5% |
0 |
| Volume |
150,968 |
129,845 |
-21,123 |
-14.0% |
532,099 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,039 |
19,992 |
19,793 |
|
| R3 |
19,934 |
19,887 |
19,764 |
|
| R2 |
19,829 |
19,829 |
19,754 |
|
| R1 |
19,782 |
19,782 |
19,745 |
19,753 |
| PP |
19,724 |
19,724 |
19,724 |
19,710 |
| S1 |
19,677 |
19,677 |
19,726 |
19,648 |
| S2 |
19,619 |
19,619 |
19,716 |
|
| S3 |
19,514 |
19,572 |
19,706 |
|
| S4 |
19,409 |
19,467 |
19,677 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,396 |
20,294 |
19,868 |
|
| R3 |
20,173 |
20,071 |
19,806 |
|
| R2 |
19,950 |
19,950 |
19,786 |
|
| R1 |
19,848 |
19,848 |
19,766 |
19,788 |
| PP |
19,727 |
19,727 |
19,727 |
19,697 |
| S1 |
19,625 |
19,625 |
19,725 |
19,565 |
| S2 |
19,504 |
19,504 |
19,704 |
|
| S3 |
19,281 |
19,402 |
19,684 |
|
| S4 |
19,058 |
19,179 |
19,622 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,830 |
19,607 |
223 |
1.1% |
128 |
0.6% |
57% |
False |
False |
132,388 |
| 10 |
19,922 |
19,607 |
315 |
1.6% |
131 |
0.7% |
41% |
False |
False |
129,552 |
| 20 |
19,925 |
19,607 |
318 |
1.6% |
123 |
0.6% |
40% |
False |
False |
111,330 |
| 40 |
19,933 |
18,907 |
1,026 |
5.2% |
126 |
0.6% |
81% |
False |
False |
87,335 |
| 60 |
19,933 |
17,360 |
2,573 |
13.0% |
147 |
0.7% |
92% |
False |
False |
58,395 |
| 80 |
19,933 |
17,360 |
2,573 |
13.0% |
152 |
0.8% |
92% |
False |
False |
43,826 |
| 100 |
19,933 |
17,360 |
2,573 |
13.0% |
148 |
0.7% |
92% |
False |
False |
35,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,217 |
|
2.618 |
20,046 |
|
1.618 |
19,941 |
|
1.000 |
19,876 |
|
0.618 |
19,836 |
|
HIGH |
19,771 |
|
0.618 |
19,731 |
|
0.500 |
19,719 |
|
0.382 |
19,706 |
|
LOW |
19,666 |
|
0.618 |
19,601 |
|
1.000 |
19,561 |
|
1.618 |
19,496 |
|
2.618 |
19,391 |
|
4.250 |
19,220 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,730 |
19,721 |
| PP |
19,724 |
19,707 |
| S1 |
19,719 |
19,693 |
|