| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,264.50 |
2,264.25 |
-0.25 |
0.0% |
2,240.75 |
| High |
2,266.00 |
2,277.00 |
11.00 |
0.5% |
2,277.00 |
| Low |
2,254.00 |
2,258.25 |
4.25 |
0.2% |
2,239.50 |
| Close |
2,264.25 |
2,271.50 |
7.25 |
0.3% |
2,271.50 |
| Range |
12.00 |
18.75 |
6.75 |
56.3% |
37.50 |
| ATR |
17.23 |
17.33 |
0.11 |
0.6% |
0.00 |
| Volume |
1,324,035 |
1,551,007 |
226,972 |
17.1% |
6,090,268 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.25 |
2,317.00 |
2,281.75 |
|
| R3 |
2,306.50 |
2,298.25 |
2,276.75 |
|
| R2 |
2,287.75 |
2,287.75 |
2,275.00 |
|
| R1 |
2,279.50 |
2,279.50 |
2,273.25 |
2,283.50 |
| PP |
2,269.00 |
2,269.00 |
2,269.00 |
2,271.00 |
| S1 |
2,260.75 |
2,260.75 |
2,269.75 |
2,265.00 |
| S2 |
2,250.25 |
2,250.25 |
2,268.00 |
|
| S3 |
2,231.50 |
2,242.00 |
2,266.25 |
|
| S4 |
2,212.75 |
2,223.25 |
2,261.25 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.25 |
2,360.75 |
2,292.00 |
|
| R3 |
2,337.75 |
2,323.25 |
2,281.75 |
|
| R2 |
2,300.25 |
2,300.25 |
2,278.50 |
|
| R1 |
2,285.75 |
2,285.75 |
2,275.00 |
2,293.00 |
| PP |
2,262.75 |
2,262.75 |
2,262.75 |
2,266.25 |
| S1 |
2,248.25 |
2,248.25 |
2,268.00 |
2,255.50 |
| S2 |
2,225.25 |
2,225.25 |
2,264.50 |
|
| S3 |
2,187.75 |
2,210.75 |
2,261.25 |
|
| S4 |
2,150.25 |
2,173.25 |
2,251.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
18.25 |
0.8% |
89% |
True |
False |
1,474,451 |
| 10 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
15.50 |
0.7% |
89% |
True |
False |
1,102,898 |
| 20 |
2,277.00 |
2,227.75 |
49.25 |
2.2% |
16.25 |
0.7% |
89% |
True |
False |
1,290,489 |
| 40 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
20.00 |
0.9% |
98% |
True |
False |
662,228 |
| 60 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.50 |
0.9% |
98% |
True |
False |
442,513 |
| 80 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
20.25 |
0.9% |
98% |
True |
False |
332,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,356.75 |
|
2.618 |
2,326.00 |
|
1.618 |
2,307.25 |
|
1.000 |
2,295.75 |
|
0.618 |
2,288.50 |
|
HIGH |
2,277.00 |
|
0.618 |
2,269.75 |
|
0.500 |
2,267.50 |
|
0.382 |
2,265.50 |
|
LOW |
2,258.25 |
|
0.618 |
2,246.75 |
|
1.000 |
2,239.50 |
|
1.618 |
2,228.00 |
|
2.618 |
2,209.25 |
|
4.250 |
2,178.50 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,270.25 |
2,269.00 |
| PP |
2,269.00 |
2,266.50 |
| S1 |
2,267.50 |
2,264.00 |
|