| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
226.70 |
226.35 |
-0.35 |
-0.2% |
226.31 |
| High |
227.31 |
226.80 |
-0.51 |
-0.2% |
227.31 |
| Low |
225.97 |
225.27 |
-0.70 |
-0.3% |
225.41 |
| Close |
226.74 |
226.15 |
-0.59 |
-0.3% |
226.74 |
| Range |
1.34 |
1.53 |
0.19 |
14.2% |
1.90 |
| ATR |
1.44 |
1.45 |
0.01 |
0.4% |
0.00 |
| Volume |
129,168,600 |
75,061,600 |
-54,107,000 |
-41.9% |
311,811,400 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
230.66 |
229.94 |
226.99 |
|
| R3 |
229.13 |
228.41 |
226.57 |
|
| R2 |
227.60 |
227.60 |
226.43 |
|
| R1 |
226.88 |
226.88 |
226.29 |
226.48 |
| PP |
226.07 |
226.07 |
226.07 |
225.87 |
| S1 |
225.35 |
225.35 |
226.01 |
224.95 |
| S2 |
224.54 |
224.54 |
225.87 |
|
| S3 |
223.01 |
223.82 |
225.73 |
|
| S4 |
221.48 |
222.29 |
225.31 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
232.19 |
231.36 |
227.79 |
|
| R3 |
230.29 |
229.46 |
227.26 |
|
| R2 |
228.39 |
228.39 |
227.09 |
|
| R1 |
227.56 |
227.56 |
226.91 |
227.98 |
| PP |
226.49 |
226.49 |
226.49 |
226.69 |
| S1 |
225.66 |
225.66 |
226.57 |
226.08 |
| S2 |
224.59 |
224.59 |
226.39 |
|
| S3 |
222.69 |
223.76 |
226.22 |
|
| S4 |
220.79 |
221.86 |
225.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
227.31 |
225.27 |
2.04 |
0.9% |
1.27 |
0.6% |
43% |
False |
True |
77,374,600 |
| 10 |
227.45 |
224.96 |
2.49 |
1.1% |
1.24 |
0.6% |
48% |
False |
False |
70,706,540 |
| 20 |
227.75 |
222.73 |
5.02 |
2.2% |
1.30 |
0.6% |
68% |
False |
False |
69,224,685 |
| 40 |
228.34 |
219.15 |
9.19 |
4.1% |
1.33 |
0.6% |
76% |
False |
False |
80,081,689 |
| 60 |
228.34 |
208.38 |
19.96 |
8.8% |
1.49 |
0.7% |
89% |
False |
False |
87,961,146 |
| 80 |
228.34 |
208.38 |
19.96 |
8.8% |
1.51 |
0.7% |
89% |
False |
False |
87,263,322 |
| 100 |
228.34 |
208.38 |
19.96 |
8.8% |
1.57 |
0.7% |
89% |
False |
False |
90,950,530 |
| 120 |
228.34 |
208.38 |
19.96 |
8.8% |
1.51 |
0.7% |
89% |
False |
False |
86,650,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
233.30 |
|
2.618 |
230.81 |
|
1.618 |
229.28 |
|
1.000 |
228.33 |
|
0.618 |
227.75 |
|
HIGH |
226.80 |
|
0.618 |
226.22 |
|
0.500 |
226.04 |
|
0.382 |
225.85 |
|
LOW |
225.27 |
|
0.618 |
224.32 |
|
1.000 |
223.74 |
|
1.618 |
222.79 |
|
2.618 |
221.26 |
|
4.250 |
218.77 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
226.11 |
226.29 |
| PP |
226.07 |
226.24 |
| S1 |
226.04 |
226.20 |
|