| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
229.42 |
228.17 |
-1.25 |
-0.5% |
226.35 |
| High |
229.59 |
228.20 |
-1.39 |
-0.6% |
229.71 |
| Low |
228.76 |
226.41 |
-2.35 |
-1.0% |
225.27 |
| Close |
228.97 |
227.55 |
-1.42 |
-0.6% |
228.97 |
| Range |
0.83 |
1.79 |
0.96 |
115.7% |
4.44 |
| ATR |
1.42 |
1.50 |
0.08 |
5.8% |
0.00 |
| Volume |
59,711,100 |
79,737,200 |
20,026,100 |
33.5% |
374,736,296 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
232.76 |
231.94 |
228.53 |
|
| R3 |
230.97 |
230.15 |
228.04 |
|
| R2 |
229.18 |
229.18 |
227.88 |
|
| R1 |
228.36 |
228.36 |
227.71 |
227.88 |
| PP |
227.39 |
227.39 |
227.39 |
227.14 |
| S1 |
226.57 |
226.57 |
227.39 |
226.09 |
| S2 |
225.60 |
225.60 |
227.22 |
|
| S3 |
223.81 |
224.78 |
227.06 |
|
| S4 |
222.02 |
222.99 |
226.57 |
|
|
| 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 |
226.27 |
3.44 |
1.5% |
1.24 |
0.5% |
37% |
False |
False |
75,882,379 |
| 10 |
229.71 |
225.27 |
4.44 |
2.0% |
1.25 |
0.6% |
51% |
False |
False |
76,628,489 |
| 20 |
229.71 |
222.73 |
6.98 |
3.1% |
1.34 |
0.6% |
69% |
False |
False |
75,776,270 |
| 40 |
229.71 |
219.15 |
10.56 |
4.6% |
1.34 |
0.6% |
80% |
False |
False |
80,710,904 |
| 60 |
229.71 |
208.38 |
21.33 |
9.4% |
1.43 |
0.6% |
90% |
False |
False |
86,324,627 |
| 80 |
229.71 |
208.38 |
21.33 |
9.4% |
1.46 |
0.6% |
90% |
False |
False |
85,306,069 |
| 100 |
229.71 |
208.38 |
21.33 |
9.4% |
1.56 |
0.7% |
90% |
False |
False |
90,972,410 |
| 120 |
229.71 |
208.38 |
21.33 |
9.4% |
1.50 |
0.7% |
90% |
False |
False |
87,273,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
235.81 |
|
2.618 |
232.89 |
|
1.618 |
231.10 |
|
1.000 |
229.99 |
|
0.618 |
229.31 |
|
HIGH |
228.20 |
|
0.618 |
227.52 |
|
0.500 |
227.31 |
|
0.382 |
227.09 |
|
LOW |
226.41 |
|
0.618 |
225.30 |
|
1.000 |
224.62 |
|
1.618 |
223.51 |
|
2.618 |
221.72 |
|
4.250 |
218.80 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
227.47 |
228.06 |
| PP |
227.39 |
227.89 |
| S1 |
227.31 |
227.72 |
|