| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
229.40 |
229.42 |
0.02 |
0.0% |
226.35 |
| High |
229.71 |
229.59 |
-0.12 |
-0.1% |
229.71 |
| Low |
229.01 |
228.76 |
-0.25 |
-0.1% |
225.27 |
| Close |
229.33 |
228.97 |
-0.36 |
-0.2% |
228.97 |
| Range |
0.70 |
0.83 |
0.13 |
18.6% |
4.44 |
| ATR |
1.46 |
1.42 |
-0.05 |
-3.1% |
0.00 |
| Volume |
59,970,700 |
59,711,100 |
-259,600 |
-0.4% |
374,736,296 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
231.60 |
231.11 |
229.43 |
|
| R3 |
230.77 |
230.28 |
229.20 |
|
| R2 |
229.94 |
229.94 |
229.12 |
|
| R1 |
229.45 |
229.45 |
229.05 |
229.28 |
| PP |
229.11 |
229.11 |
229.11 |
229.02 |
| S1 |
228.62 |
228.62 |
228.89 |
228.45 |
| S2 |
228.28 |
228.28 |
228.82 |
|
| S3 |
227.45 |
227.79 |
228.74 |
|
| S4 |
226.62 |
226.96 |
228.51 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
241.30 |
239.58 |
231.41 |
|
| R3 |
236.86 |
235.14 |
230.19 |
|
| R2 |
232.42 |
232.42 |
229.78 |
|
| R1 |
230.70 |
230.70 |
229.38 |
231.56 |
| PP |
227.98 |
227.98 |
227.98 |
228.42 |
| S1 |
226.26 |
226.26 |
228.56 |
227.12 |
| S2 |
223.54 |
223.54 |
228.16 |
|
| S3 |
219.10 |
221.82 |
227.75 |
|
| S4 |
214.66 |
217.38 |
226.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
229.71 |
225.27 |
4.44 |
1.9% |
1.19 |
0.5% |
83% |
False |
False |
74,947,259 |
| 10 |
229.71 |
225.27 |
4.44 |
1.9% |
1.15 |
0.5% |
83% |
False |
False |
74,926,549 |
| 20 |
229.71 |
222.73 |
6.98 |
3.0% |
1.30 |
0.6% |
89% |
False |
False |
74,224,210 |
| 40 |
229.71 |
219.15 |
10.56 |
4.6% |
1.34 |
0.6% |
93% |
False |
False |
81,549,769 |
| 60 |
229.71 |
208.38 |
21.33 |
9.3% |
1.46 |
0.6% |
97% |
False |
False |
87,042,037 |
| 80 |
229.71 |
208.38 |
21.33 |
9.3% |
1.46 |
0.6% |
97% |
False |
False |
85,808,704 |
| 100 |
229.71 |
208.38 |
21.33 |
9.3% |
1.56 |
0.7% |
97% |
False |
False |
90,742,058 |
| 120 |
229.71 |
208.38 |
21.33 |
9.3% |
1.49 |
0.7% |
97% |
False |
False |
86,941,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
233.12 |
|
2.618 |
231.76 |
|
1.618 |
230.93 |
|
1.000 |
230.42 |
|
0.618 |
230.10 |
|
HIGH |
229.59 |
|
0.618 |
229.27 |
|
0.500 |
229.18 |
|
0.382 |
229.08 |
|
LOW |
228.76 |
|
0.618 |
228.25 |
|
1.000 |
227.93 |
|
1.618 |
227.42 |
|
2.618 |
226.59 |
|
4.250 |
225.23 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
229.18 |
229.11 |
| PP |
229.11 |
229.06 |
| S1 |
229.04 |
229.02 |
|