| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
11,564.0 |
11,574.0 |
10.0 |
0.1% |
11,539.0 |
| High |
11,607.0 |
11,645.0 |
38.0 |
0.3% |
11,644.5 |
| Low |
11,506.5 |
11,539.0 |
32.5 |
0.3% |
11,423.0 |
| Close |
11,548.5 |
11,587.0 |
38.5 |
0.3% |
11,616.0 |
| Range |
100.5 |
106.0 |
5.5 |
5.5% |
221.5 |
| ATR |
111.0 |
110.7 |
-0.4 |
-0.3% |
0.0 |
| Volume |
62,675 |
89,557 |
26,882 |
42.9% |
302,538 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,908.3 |
11,853.7 |
11,645.3 |
|
| R3 |
11,802.3 |
11,747.7 |
11,616.2 |
|
| R2 |
11,696.3 |
11,696.3 |
11,606.4 |
|
| R1 |
11,641.7 |
11,641.7 |
11,596.7 |
11,669.0 |
| PP |
11,590.3 |
11,590.3 |
11,590.3 |
11,604.0 |
| S1 |
11,535.7 |
11,535.7 |
11,577.3 |
11,563.0 |
| S2 |
11,484.3 |
11,484.3 |
11,567.6 |
|
| S3 |
11,378.3 |
11,429.7 |
11,557.9 |
|
| S4 |
11,272.3 |
11,323.7 |
11,528.7 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,225.7 |
12,142.3 |
11,737.8 |
|
| R3 |
12,004.2 |
11,920.8 |
11,676.9 |
|
| R2 |
11,782.7 |
11,782.7 |
11,656.6 |
|
| R1 |
11,699.3 |
11,699.3 |
11,636.3 |
11,741.0 |
| PP |
11,561.2 |
11,561.2 |
11,561.2 |
11,582.0 |
| S1 |
11,477.8 |
11,477.8 |
11,595.7 |
11,519.5 |
| S2 |
11,339.7 |
11,339.7 |
11,575.4 |
|
| S3 |
11,118.2 |
11,256.3 |
11,555.1 |
|
| S4 |
10,896.7 |
11,034.8 |
11,494.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,645.0 |
11,506.5 |
138.5 |
1.2% |
95.6 |
0.8% |
58% |
True |
False |
78,383 |
| 10 |
11,692.5 |
11,423.0 |
269.5 |
2.3% |
109.6 |
0.9% |
61% |
False |
False |
75,701 |
| 20 |
11,692.5 |
11,402.5 |
290.0 |
2.5% |
100.3 |
0.9% |
64% |
False |
False |
65,355 |
| 40 |
11,692.5 |
10,398.0 |
1,294.5 |
11.2% |
111.8 |
1.0% |
92% |
False |
False |
47,539 |
| 60 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
122.3 |
1.1% |
94% |
False |
False |
31,787 |
| 80 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
122.8 |
1.1% |
94% |
False |
False |
23,878 |
| 100 |
11,692.5 |
10,021.5 |
1,671.0 |
14.4% |
120.5 |
1.0% |
94% |
False |
False |
19,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,095.5 |
|
2.618 |
11,922.5 |
|
1.618 |
11,816.5 |
|
1.000 |
11,751.0 |
|
0.618 |
11,710.5 |
|
HIGH |
11,645.0 |
|
0.618 |
11,604.5 |
|
0.500 |
11,592.0 |
|
0.382 |
11,579.5 |
|
LOW |
11,539.0 |
|
0.618 |
11,473.5 |
|
1.000 |
11,433.0 |
|
1.618 |
11,367.5 |
|
2.618 |
11,261.5 |
|
4.250 |
11,088.5 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,592.0 |
11,583.3 |
| PP |
11,590.3 |
11,579.5 |
| S1 |
11,588.7 |
11,575.8 |
|