| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,282.00 |
2,275.75 |
-6.25 |
-0.3% |
2,266.00 |
| High |
2,285.75 |
2,278.25 |
-7.50 |
-0.3% |
2,299.50 |
| Low |
2,263.25 |
2,262.25 |
-1.00 |
0.0% |
2,251.75 |
| Close |
2,276.00 |
2,274.50 |
-1.50 |
-0.1% |
2,289.00 |
| Range |
22.50 |
16.00 |
-6.50 |
-28.9% |
47.75 |
| ATR |
16.39 |
16.36 |
-0.03 |
-0.2% |
0.00 |
| Volume |
1,850,992 |
1,628,810 |
-222,182 |
-12.0% |
6,246,578 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,319.75 |
2,313.00 |
2,283.25 |
|
| R3 |
2,303.75 |
2,297.00 |
2,279.00 |
|
| R2 |
2,287.75 |
2,287.75 |
2,277.50 |
|
| R1 |
2,281.00 |
2,281.00 |
2,276.00 |
2,276.50 |
| PP |
2,271.75 |
2,271.75 |
2,271.75 |
2,269.25 |
| S1 |
2,265.00 |
2,265.00 |
2,273.00 |
2,260.50 |
| S2 |
2,255.75 |
2,255.75 |
2,271.50 |
|
| S3 |
2,239.75 |
2,249.00 |
2,270.00 |
|
| S4 |
2,223.75 |
2,233.00 |
2,265.75 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.25 |
2,404.00 |
2,315.25 |
|
| R3 |
2,375.50 |
2,356.25 |
2,302.25 |
|
| R2 |
2,327.75 |
2,327.75 |
2,297.75 |
|
| R1 |
2,308.50 |
2,308.50 |
2,293.50 |
2,318.00 |
| PP |
2,280.00 |
2,280.00 |
2,280.00 |
2,285.00 |
| S1 |
2,260.75 |
2,260.75 |
2,284.50 |
2,270.50 |
| S2 |
2,232.25 |
2,232.25 |
2,280.25 |
|
| S3 |
2,184.50 |
2,213.00 |
2,275.75 |
|
| S4 |
2,136.75 |
2,165.25 |
2,262.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,299.50 |
2,262.25 |
37.25 |
1.6% |
15.75 |
0.7% |
33% |
False |
True |
1,395,756 |
| 10 |
2,299.50 |
2,251.75 |
47.75 |
2.1% |
15.50 |
0.7% |
48% |
False |
False |
1,396,179 |
| 20 |
2,299.50 |
2,239.50 |
60.00 |
2.6% |
15.50 |
0.7% |
58% |
False |
False |
1,430,067 |
| 40 |
2,299.50 |
2,174.25 |
125.25 |
5.5% |
16.50 |
0.7% |
80% |
False |
False |
1,220,733 |
| 60 |
2,299.50 |
2,023.00 |
276.50 |
12.2% |
18.75 |
0.8% |
91% |
False |
False |
816,985 |
| 80 |
2,299.50 |
2,023.00 |
276.50 |
12.2% |
19.00 |
0.8% |
91% |
False |
False |
613,395 |
| 100 |
2,299.50 |
2,023.00 |
276.50 |
12.2% |
20.25 |
0.9% |
91% |
False |
False |
491,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,346.25 |
|
2.618 |
2,320.25 |
|
1.618 |
2,304.25 |
|
1.000 |
2,294.25 |
|
0.618 |
2,288.25 |
|
HIGH |
2,278.25 |
|
0.618 |
2,272.25 |
|
0.500 |
2,270.25 |
|
0.382 |
2,268.25 |
|
LOW |
2,262.25 |
|
0.618 |
2,252.25 |
|
1.000 |
2,246.25 |
|
1.618 |
2,236.25 |
|
2.618 |
2,220.25 |
|
4.250 |
2,194.25 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,273.00 |
2,279.50 |
| PP |
2,271.75 |
2,277.75 |
| S1 |
2,270.25 |
2,276.25 |
|