| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,575.0 |
11,618.0 |
43.0 |
0.4% |
11,425.0 |
| High |
11,692.5 |
11,625.5 |
-67.0 |
-0.6% |
11,649.5 |
| Low |
11,520.0 |
11,488.0 |
-32.0 |
-0.3% |
11,402.5 |
| Close |
11,637.0 |
11,526.0 |
-111.0 |
-1.0% |
11,591.5 |
| Range |
172.5 |
137.5 |
-35.0 |
-20.3% |
247.0 |
| ATR |
107.3 |
110.3 |
3.0 |
2.8% |
0.0 |
| Volume |
86,620 |
64,287 |
-22,333 |
-25.8% |
338,212 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,959.0 |
11,880.0 |
11,601.6 |
|
| R3 |
11,821.5 |
11,742.5 |
11,563.8 |
|
| R2 |
11,684.0 |
11,684.0 |
11,551.2 |
|
| R1 |
11,605.0 |
11,605.0 |
11,538.6 |
11,575.8 |
| PP |
11,546.5 |
11,546.5 |
11,546.5 |
11,531.9 |
| S1 |
11,467.5 |
11,467.5 |
11,513.4 |
11,438.3 |
| S2 |
11,409.0 |
11,409.0 |
11,500.8 |
|
| S3 |
11,271.5 |
11,330.0 |
11,488.2 |
|
| S4 |
11,134.0 |
11,192.5 |
11,450.4 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,288.8 |
12,187.2 |
11,727.4 |
|
| R3 |
12,041.8 |
11,940.2 |
11,659.4 |
|
| R2 |
11,794.8 |
11,794.8 |
11,636.8 |
|
| R1 |
11,693.2 |
11,693.2 |
11,614.1 |
11,744.0 |
| PP |
11,547.8 |
11,547.8 |
11,547.8 |
11,573.3 |
| S1 |
11,446.2 |
11,446.2 |
11,568.9 |
11,497.0 |
| S2 |
11,300.8 |
11,300.8 |
11,546.2 |
|
| S3 |
11,053.8 |
11,199.2 |
11,523.6 |
|
| S4 |
10,806.8 |
10,952.2 |
11,455.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,692.5 |
11,488.0 |
204.5 |
1.8% |
112.2 |
1.0% |
19% |
False |
True |
77,297 |
| 10 |
11,692.5 |
11,402.5 |
290.0 |
2.5% |
112.4 |
1.0% |
43% |
False |
False |
69,090 |
| 20 |
11,692.5 |
11,256.5 |
436.0 |
3.8% |
90.8 |
0.8% |
62% |
False |
False |
58,385 |
| 40 |
11,692.5 |
10,398.0 |
1,294.5 |
11.2% |
110.5 |
1.0% |
87% |
False |
False |
35,124 |
| 60 |
11,692.5 |
10,021.5 |
1,671.0 |
14.5% |
123.1 |
1.1% |
90% |
False |
False |
23,503 |
| 80 |
11,692.5 |
10,021.5 |
1,671.0 |
14.5% |
127.8 |
1.1% |
90% |
False |
False |
17,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,209.9 |
|
2.618 |
11,985.5 |
|
1.618 |
11,848.0 |
|
1.000 |
11,763.0 |
|
0.618 |
11,710.5 |
|
HIGH |
11,625.5 |
|
0.618 |
11,573.0 |
|
0.500 |
11,556.8 |
|
0.382 |
11,540.5 |
|
LOW |
11,488.0 |
|
0.618 |
11,403.0 |
|
1.000 |
11,350.5 |
|
1.618 |
11,265.5 |
|
2.618 |
11,128.0 |
|
4.250 |
10,903.6 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,556.8 |
11,590.3 |
| PP |
11,546.5 |
11,568.8 |
| S1 |
11,536.3 |
11,547.4 |
|