| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,240.75 |
2,252.75 |
12.00 |
0.5% |
2,258.75 |
| High |
2,259.50 |
2,267.25 |
7.75 |
0.3% |
2,269.50 |
| Low |
2,239.50 |
2,251.00 |
11.50 |
0.5% |
2,228.00 |
| Close |
2,252.50 |
2,264.25 |
11.75 |
0.5% |
2,236.25 |
| Range |
20.00 |
16.25 |
-3.75 |
-18.8% |
41.50 |
| ATR |
17.73 |
17.63 |
-0.11 |
-0.6% |
0.00 |
| Volume |
1,810,351 |
1,404,875 |
-405,476 |
-22.4% |
3,694,554 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.50 |
2,303.25 |
2,273.25 |
|
| R3 |
2,293.25 |
2,287.00 |
2,268.75 |
|
| R2 |
2,277.00 |
2,277.00 |
2,267.25 |
|
| R1 |
2,270.75 |
2,270.75 |
2,265.75 |
2,274.00 |
| PP |
2,260.75 |
2,260.75 |
2,260.75 |
2,262.50 |
| S1 |
2,254.50 |
2,254.50 |
2,262.75 |
2,257.50 |
| S2 |
2,244.50 |
2,244.50 |
2,261.25 |
|
| S3 |
2,228.25 |
2,238.25 |
2,259.75 |
|
| S4 |
2,212.00 |
2,222.00 |
2,255.25 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.00 |
2,344.25 |
2,259.00 |
|
| R3 |
2,327.50 |
2,302.75 |
2,247.75 |
|
| R2 |
2,286.00 |
2,286.00 |
2,243.75 |
|
| R1 |
2,261.25 |
2,261.25 |
2,240.00 |
2,253.00 |
| PP |
2,244.50 |
2,244.50 |
2,244.50 |
2,240.50 |
| S1 |
2,219.75 |
2,219.75 |
2,232.50 |
2,211.50 |
| S2 |
2,203.00 |
2,203.00 |
2,228.75 |
|
| S3 |
2,161.50 |
2,178.25 |
2,224.75 |
|
| S4 |
2,120.00 |
2,136.75 |
2,213.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,267.50 |
2,228.00 |
39.50 |
1.7% |
19.00 |
0.8% |
92% |
False |
False |
1,282,207 |
| 10 |
2,269.50 |
2,228.00 |
41.50 |
1.8% |
14.25 |
0.6% |
87% |
False |
False |
963,565 |
| 20 |
2,273.00 |
2,195.00 |
78.00 |
3.4% |
17.00 |
0.8% |
89% |
False |
False |
1,168,143 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
20.50 |
0.9% |
97% |
False |
False |
590,573 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
20.00 |
0.9% |
97% |
False |
False |
394,698 |
| 80 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
21.00 |
0.9% |
97% |
False |
False |
296,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,336.25 |
|
2.618 |
2,309.75 |
|
1.618 |
2,293.50 |
|
1.000 |
2,283.50 |
|
0.618 |
2,277.25 |
|
HIGH |
2,267.25 |
|
0.618 |
2,261.00 |
|
0.500 |
2,259.00 |
|
0.382 |
2,257.25 |
|
LOW |
2,251.00 |
|
0.618 |
2,241.00 |
|
1.000 |
2,234.75 |
|
1.618 |
2,224.75 |
|
2.618 |
2,208.50 |
|
4.250 |
2,182.00 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,262.50 |
2,258.75 |
| PP |
2,260.75 |
2,253.25 |
| S1 |
2,259.00 |
2,247.50 |
|