| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,725 |
19,851 |
126 |
0.6% |
19,828 |
| High |
19,882 |
20,016 |
134 |
0.7% |
19,830 |
| Low |
19,718 |
19,847 |
129 |
0.7% |
19,607 |
| Close |
19,844 |
20,003 |
159 |
0.8% |
19,745 |
| Range |
164 |
169 |
5 |
3.0% |
223 |
| ATR |
133 |
136 |
3 |
2.1% |
0 |
| Volume |
121,989 |
123,956 |
1,967 |
1.6% |
532,099 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,462 |
20,402 |
20,096 |
|
| R3 |
20,293 |
20,233 |
20,050 |
|
| R2 |
20,124 |
20,124 |
20,034 |
|
| R1 |
20,064 |
20,064 |
20,019 |
20,094 |
| PP |
19,955 |
19,955 |
19,955 |
19,971 |
| S1 |
19,895 |
19,895 |
19,988 |
19,925 |
| S2 |
19,786 |
19,786 |
19,972 |
|
| S3 |
19,617 |
19,726 |
19,957 |
|
| S4 |
19,448 |
19,557 |
19,910 |
|
|
| 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 |
20,016 |
19,607 |
409 |
2.0% |
143 |
0.7% |
97% |
True |
False |
129,228 |
| 10 |
20,016 |
19,607 |
409 |
2.0% |
141 |
0.7% |
97% |
True |
False |
134,475 |
| 20 |
20,016 |
19,607 |
409 |
2.0% |
134 |
0.7% |
97% |
True |
False |
117,936 |
| 40 |
20,016 |
18,983 |
1,033 |
5.2% |
129 |
0.6% |
99% |
True |
False |
93,451 |
| 60 |
20,016 |
17,360 |
2,656 |
13.3% |
148 |
0.7% |
100% |
True |
False |
62,488 |
| 80 |
20,016 |
17,360 |
2,656 |
13.3% |
151 |
0.8% |
100% |
True |
False |
46,898 |
| 100 |
20,016 |
17,360 |
2,656 |
13.3% |
150 |
0.8% |
100% |
True |
False |
37,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,734 |
|
2.618 |
20,459 |
|
1.618 |
20,290 |
|
1.000 |
20,185 |
|
0.618 |
20,121 |
|
HIGH |
20,016 |
|
0.618 |
19,952 |
|
0.500 |
19,932 |
|
0.382 |
19,912 |
|
LOW |
19,847 |
|
0.618 |
19,743 |
|
1.000 |
19,678 |
|
1.618 |
19,574 |
|
2.618 |
19,405 |
|
4.250 |
19,129 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,979 |
19,949 |
| PP |
19,955 |
19,895 |
| S1 |
19,932 |
19,841 |
|