| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,574.0 |
11,539.0 |
-35.0 |
-0.3% |
11,630.0 |
| High |
11,635.0 |
11,587.0 |
-48.0 |
-0.4% |
11,692.5 |
| Low |
11,553.0 |
11,423.0 |
-130.0 |
-1.1% |
11,488.0 |
| Close |
11,619.0 |
11,557.5 |
-61.5 |
-0.5% |
11,619.0 |
| Range |
82.0 |
164.0 |
82.0 |
100.0% |
204.5 |
| ATR |
110.2 |
116.3 |
6.1 |
5.6% |
0.0 |
| Volume |
42,949 |
62,854 |
19,905 |
46.3% |
363,973 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,014.5 |
11,950.0 |
11,647.7 |
|
| R3 |
11,850.5 |
11,786.0 |
11,602.6 |
|
| R2 |
11,686.5 |
11,686.5 |
11,587.6 |
|
| R1 |
11,622.0 |
11,622.0 |
11,572.5 |
11,654.3 |
| PP |
11,522.5 |
11,522.5 |
11,522.5 |
11,538.6 |
| S1 |
11,458.0 |
11,458.0 |
11,542.5 |
11,490.3 |
| S2 |
11,358.5 |
11,358.5 |
11,527.4 |
|
| S3 |
11,194.5 |
11,294.0 |
11,512.4 |
|
| S4 |
11,030.5 |
11,130.0 |
11,467.3 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,213.3 |
12,120.7 |
11,731.5 |
|
| R3 |
12,008.8 |
11,916.2 |
11,675.2 |
|
| R2 |
11,804.3 |
11,804.3 |
11,656.5 |
|
| R1 |
11,711.7 |
11,711.7 |
11,637.7 |
11,655.8 |
| PP |
11,599.8 |
11,599.8 |
11,599.8 |
11,571.9 |
| S1 |
11,507.2 |
11,507.2 |
11,600.3 |
11,451.3 |
| S2 |
11,395.3 |
11,395.3 |
11,581.5 |
|
| S3 |
11,190.8 |
11,302.7 |
11,562.8 |
|
| S4 |
10,986.3 |
11,098.2 |
11,506.5 |
|
|
| 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 |
11,423.0 |
269.5 |
2.3% |
123.6 |
1.1% |
50% |
False |
True |
73,019 |
| 10 |
11,692.5 |
11,423.0 |
269.5 |
2.3% |
106.7 |
0.9% |
50% |
False |
True |
68,466 |
| 20 |
11,692.5 |
11,377.0 |
315.5 |
2.7% |
91.1 |
0.8% |
57% |
False |
False |
56,159 |
| 40 |
11,692.5 |
10,398.0 |
1,294.5 |
11.2% |
111.2 |
1.0% |
90% |
False |
False |
37,765 |
| 60 |
11,692.5 |
10,021.5 |
1,671.0 |
14.5% |
124.1 |
1.1% |
92% |
False |
False |
25,265 |
| 80 |
11,692.5 |
10,021.5 |
1,671.0 |
14.5% |
127.0 |
1.1% |
92% |
False |
False |
18,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,284.0 |
|
2.618 |
12,016.4 |
|
1.618 |
11,852.4 |
|
1.000 |
11,751.0 |
|
0.618 |
11,688.4 |
|
HIGH |
11,587.0 |
|
0.618 |
11,524.4 |
|
0.500 |
11,505.0 |
|
0.382 |
11,485.6 |
|
LOW |
11,423.0 |
|
0.618 |
11,321.6 |
|
1.000 |
11,259.0 |
|
1.618 |
11,157.6 |
|
2.618 |
10,993.6 |
|
4.250 |
10,726.0 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,540.0 |
11,548.0 |
| PP |
11,522.5 |
11,538.5 |
| S1 |
11,505.0 |
11,529.0 |
|