| 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 |
2,260.75 |
2,275.75 |
15.00 |
0.7% |
2,270.25 |
| High |
2,280.50 |
2,295.25 |
14.75 |
0.6% |
2,272.75 |
| Low |
2,259.50 |
2,274.75 |
15.25 |
0.7% |
2,253.00 |
| Close |
2,274.50 |
2,294.00 |
19.50 |
0.9% |
2,266.00 |
| Range |
21.00 |
20.50 |
-0.50 |
-2.4% |
19.75 |
| ATR |
16.28 |
16.60 |
0.32 |
2.0% |
0.00 |
| Volume |
1,273,116 |
1,386,477 |
113,361 |
8.9% |
5,775,633 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.50 |
2,342.25 |
2,305.25 |
|
| R3 |
2,329.00 |
2,321.75 |
2,299.75 |
|
| R2 |
2,308.50 |
2,308.50 |
2,297.75 |
|
| R1 |
2,301.25 |
2,301.25 |
2,296.00 |
2,305.00 |
| PP |
2,288.00 |
2,288.00 |
2,288.00 |
2,289.75 |
| S1 |
2,280.75 |
2,280.75 |
2,292.00 |
2,284.50 |
| S2 |
2,267.50 |
2,267.50 |
2,290.25 |
|
| S3 |
2,247.00 |
2,260.25 |
2,288.25 |
|
| S4 |
2,226.50 |
2,239.75 |
2,282.75 |
|
|
| 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 |
2,295.25 |
2,251.75 |
43.50 |
1.9% |
17.25 |
0.8% |
97% |
True |
False |
1,451,499 |
| 10 |
2,295.25 |
2,248.50 |
46.75 |
2.0% |
16.00 |
0.7% |
97% |
True |
False |
1,458,907 |
| 20 |
2,295.25 |
2,228.00 |
67.25 |
2.9% |
16.25 |
0.7% |
98% |
True |
False |
1,335,179 |
| 40 |
2,295.25 |
2,174.25 |
121.00 |
5.3% |
16.50 |
0.7% |
99% |
True |
False |
1,082,579 |
| 60 |
2,295.25 |
2,023.00 |
272.25 |
11.9% |
19.50 |
0.8% |
100% |
True |
False |
724,027 |
| 80 |
2,295.25 |
2,023.00 |
272.25 |
11.9% |
19.25 |
0.8% |
100% |
True |
False |
543,622 |
| 100 |
2,295.25 |
2,023.00 |
272.25 |
11.9% |
20.25 |
0.9% |
100% |
True |
False |
435,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,382.50 |
|
2.618 |
2,349.00 |
|
1.618 |
2,328.50 |
|
1.000 |
2,315.75 |
|
0.618 |
2,308.00 |
|
HIGH |
2,295.25 |
|
0.618 |
2,287.50 |
|
0.500 |
2,285.00 |
|
0.382 |
2,282.50 |
|
LOW |
2,274.75 |
|
0.618 |
2,262.00 |
|
1.000 |
2,254.25 |
|
1.618 |
2,241.50 |
|
2.618 |
2,221.00 |
|
4.250 |
2,187.50 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,291.00 |
2,287.25 |
| PP |
2,288.00 |
2,280.25 |
| S1 |
2,285.00 |
2,273.50 |
|