| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
226.48 |
226.36 |
-0.12 |
-0.1% |
225.04 |
| High |
227.45 |
227.10 |
-0.35 |
-0.2% |
227.75 |
| Low |
226.01 |
225.59 |
-0.42 |
-0.2% |
223.88 |
| Close |
226.46 |
227.10 |
0.64 |
0.3% |
227.21 |
| Range |
1.44 |
1.51 |
0.07 |
4.9% |
3.87 |
| ATR |
1.50 |
1.50 |
0.00 |
0.1% |
0.00 |
| Volume |
63,771,900 |
74,650,000 |
10,878,100 |
17.1% |
320,049,800 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
231.13 |
230.62 |
227.93 |
|
| R3 |
229.62 |
229.11 |
227.52 |
|
| R2 |
228.11 |
228.11 |
227.38 |
|
| R1 |
227.60 |
227.60 |
227.24 |
227.86 |
| PP |
226.60 |
226.60 |
226.60 |
226.72 |
| S1 |
226.09 |
226.09 |
226.96 |
226.35 |
| S2 |
225.09 |
225.09 |
226.82 |
|
| S3 |
223.58 |
224.58 |
226.68 |
|
| S4 |
222.07 |
223.07 |
226.27 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
237.89 |
236.42 |
229.34 |
|
| R3 |
234.02 |
232.55 |
228.27 |
|
| R2 |
230.15 |
230.15 |
227.92 |
|
| R1 |
228.68 |
228.68 |
227.56 |
229.42 |
| PP |
226.28 |
226.28 |
226.28 |
226.65 |
| S1 |
224.81 |
224.81 |
226.86 |
225.55 |
| S2 |
222.41 |
222.41 |
226.50 |
|
| S3 |
218.54 |
220.94 |
226.15 |
|
| S4 |
214.67 |
217.07 |
225.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
227.75 |
225.48 |
2.27 |
1.0% |
1.31 |
0.6% |
71% |
False |
False |
67,060,080 |
| 10 |
227.75 |
222.73 |
5.02 |
2.2% |
1.51 |
0.7% |
87% |
False |
False |
72,720,060 |
| 20 |
228.34 |
222.73 |
5.61 |
2.5% |
1.35 |
0.6% |
78% |
False |
False |
82,262,524 |
| 40 |
228.34 |
215.72 |
12.62 |
5.6% |
1.31 |
0.6% |
90% |
False |
False |
80,732,699 |
| 60 |
228.34 |
208.38 |
19.96 |
8.8% |
1.47 |
0.6% |
94% |
False |
False |
87,450,781 |
| 80 |
228.34 |
208.38 |
19.96 |
8.8% |
1.53 |
0.7% |
94% |
False |
False |
87,974,462 |
| 100 |
228.34 |
208.38 |
19.96 |
8.8% |
1.57 |
0.7% |
94% |
False |
False |
90,975,218 |
| 120 |
228.34 |
208.38 |
19.96 |
8.8% |
1.52 |
0.7% |
94% |
False |
False |
86,392,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
233.52 |
|
2.618 |
231.05 |
|
1.618 |
229.54 |
|
1.000 |
228.61 |
|
0.618 |
228.03 |
|
HIGH |
227.10 |
|
0.618 |
226.52 |
|
0.500 |
226.35 |
|
0.382 |
226.17 |
|
LOW |
225.59 |
|
0.618 |
224.66 |
|
1.000 |
224.08 |
|
1.618 |
223.15 |
|
2.618 |
221.64 |
|
4.250 |
219.17 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
226.85 |
226.91 |
| PP |
226.60 |
226.71 |
| S1 |
226.35 |
226.52 |
|