| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
5,022.00 |
5,032.75 |
10.75 |
0.2% |
4,876.75 |
| High |
5,047.00 |
5,048.25 |
1.25 |
0.0% |
5,017.50 |
| Low |
5,007.25 |
5,007.50 |
0.25 |
0.0% |
4,876.75 |
| Close |
5,031.25 |
5,046.50 |
15.25 |
0.3% |
5,004.00 |
| Range |
39.75 |
40.75 |
1.00 |
2.5% |
140.75 |
| ATR |
51.21 |
50.46 |
-0.75 |
-1.5% |
0.00 |
| Volume |
153,774 |
218,752 |
64,978 |
42.3% |
740,815 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,156.25 |
5,142.25 |
5,069.00 |
|
| R3 |
5,115.50 |
5,101.50 |
5,057.75 |
|
| R2 |
5,074.75 |
5,074.75 |
5,054.00 |
|
| R1 |
5,060.75 |
5,060.75 |
5,050.25 |
5,067.75 |
| PP |
5,034.00 |
5,034.00 |
5,034.00 |
5,037.50 |
| S1 |
5,020.00 |
5,020.00 |
5,042.75 |
5,027.00 |
| S2 |
4,993.25 |
4,993.25 |
5,039.00 |
|
| S3 |
4,952.50 |
4,979.25 |
5,035.25 |
|
| S4 |
4,911.75 |
4,938.50 |
5,024.00 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,388.25 |
5,337.00 |
5,081.50 |
|
| R3 |
5,247.50 |
5,196.25 |
5,042.75 |
|
| R2 |
5,106.75 |
5,106.75 |
5,029.75 |
|
| R1 |
5,055.50 |
5,055.50 |
5,017.00 |
5,081.00 |
| PP |
4,966.00 |
4,966.00 |
4,966.00 |
4,979.00 |
| S1 |
4,914.75 |
4,914.75 |
4,991.00 |
4,940.50 |
| S2 |
4,825.25 |
4,825.25 |
4,978.25 |
|
| S3 |
4,684.50 |
4,774.00 |
4,965.25 |
|
| S4 |
4,543.75 |
4,633.25 |
4,926.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,048.25 |
4,920.50 |
127.75 |
2.5% |
43.25 |
0.9% |
99% |
True |
False |
174,703 |
| 10 |
5,048.25 |
4,850.00 |
198.25 |
3.9% |
48.75 |
1.0% |
99% |
True |
False |
171,733 |
| 20 |
5,048.25 |
4,850.00 |
198.25 |
3.9% |
47.00 |
0.9% |
99% |
True |
False |
168,287 |
| 40 |
5,048.25 |
4,672.00 |
376.25 |
7.5% |
53.00 |
1.0% |
100% |
True |
False |
96,238 |
| 60 |
5,048.25 |
4,557.00 |
491.25 |
9.7% |
59.50 |
1.2% |
100% |
True |
False |
64,343 |
| 80 |
5,048.25 |
4,557.00 |
491.25 |
9.7% |
56.75 |
1.1% |
100% |
True |
False |
48,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,221.50 |
|
2.618 |
5,155.00 |
|
1.618 |
5,114.25 |
|
1.000 |
5,089.00 |
|
0.618 |
5,073.50 |
|
HIGH |
5,048.25 |
|
0.618 |
5,032.75 |
|
0.500 |
5,028.00 |
|
0.382 |
5,023.00 |
|
LOW |
5,007.50 |
|
0.618 |
4,982.25 |
|
1.000 |
4,966.75 |
|
1.618 |
4,941.50 |
|
2.618 |
4,900.75 |
|
4.250 |
4,834.25 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,040.25 |
5,039.50 |
| PP |
5,034.00 |
5,032.50 |
| S1 |
5,028.00 |
5,025.50 |
|