| 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 |
2,261.00 |
2,266.00 |
5.00 |
0.2% |
2,270.25 |
| High |
2,272.75 |
2,267.50 |
-5.25 |
-0.2% |
2,272.75 |
| Low |
2,259.75 |
2,251.75 |
-8.00 |
-0.4% |
2,253.00 |
| Close |
2,266.00 |
2,262.00 |
-4.00 |
-0.2% |
2,266.00 |
| Range |
13.00 |
15.75 |
2.75 |
21.2% |
19.75 |
| ATR |
15.93 |
15.91 |
-0.01 |
-0.1% |
0.00 |
| Volume |
1,737,181 |
1,474,482 |
-262,699 |
-15.1% |
5,775,633 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.75 |
2,300.50 |
2,270.75 |
|
| R3 |
2,292.00 |
2,284.75 |
2,266.25 |
|
| R2 |
2,276.25 |
2,276.25 |
2,265.00 |
|
| R1 |
2,269.00 |
2,269.00 |
2,263.50 |
2,264.75 |
| PP |
2,260.50 |
2,260.50 |
2,260.50 |
2,258.25 |
| S1 |
2,253.25 |
2,253.25 |
2,260.50 |
2,249.00 |
| S2 |
2,244.75 |
2,244.75 |
2,259.00 |
|
| S3 |
2,229.00 |
2,237.50 |
2,257.75 |
|
| S4 |
2,213.25 |
2,221.75 |
2,253.25 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.25 |
2,314.25 |
2,276.75 |
|
| R3 |
2,303.50 |
2,294.50 |
2,271.50 |
|
| R2 |
2,283.75 |
2,283.75 |
2,269.50 |
|
| R1 |
2,274.75 |
2,274.75 |
2,267.75 |
2,269.50 |
| PP |
2,264.00 |
2,264.00 |
2,264.00 |
2,261.25 |
| S1 |
2,255.00 |
2,255.00 |
2,264.25 |
2,249.50 |
| S2 |
2,244.25 |
2,244.25 |
2,262.50 |
|
| S3 |
2,224.50 |
2,235.25 |
2,260.50 |
|
| S4 |
2,204.75 |
2,215.50 |
2,255.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,272.75 |
2,251.75 |
21.00 |
0.9% |
13.75 |
0.6% |
49% |
False |
True |
1,450,023 |
| 10 |
2,275.25 |
2,248.50 |
26.75 |
1.2% |
14.50 |
0.6% |
50% |
False |
False |
1,425,918 |
| 20 |
2,277.00 |
2,228.00 |
49.00 |
2.2% |
15.00 |
0.7% |
69% |
False |
False |
1,264,408 |
| 40 |
2,277.00 |
2,174.25 |
102.75 |
4.5% |
16.00 |
0.7% |
85% |
False |
False |
1,016,539 |
| 60 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.25 |
0.9% |
94% |
False |
False |
679,813 |
| 80 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
19.25 |
0.9% |
94% |
False |
False |
510,463 |
| 100 |
2,277.00 |
2,023.00 |
254.00 |
11.2% |
20.00 |
0.9% |
94% |
False |
False |
408,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,334.50 |
|
2.618 |
2,308.75 |
|
1.618 |
2,293.00 |
|
1.000 |
2,283.25 |
|
0.618 |
2,277.25 |
|
HIGH |
2,267.50 |
|
0.618 |
2,261.50 |
|
0.500 |
2,259.50 |
|
0.382 |
2,257.75 |
|
LOW |
2,251.75 |
|
0.618 |
2,242.00 |
|
1.000 |
2,236.00 |
|
1.618 |
2,226.25 |
|
2.618 |
2,210.50 |
|
4.250 |
2,184.75 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,261.25 |
2,262.25 |
| PP |
2,260.50 |
2,262.25 |
| S1 |
2,259.50 |
2,262.00 |
|