| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,926.21 |
19,912.54 |
-13.67 |
-0.1% |
19,931.41 |
| High |
19,929.29 |
19,952.03 |
22.74 |
0.1% |
19,973.42 |
| Low |
19,770.47 |
19,849.38 |
78.91 |
0.4% |
19,770.47 |
| Close |
19,891.00 |
19,885.73 |
-5.27 |
0.0% |
19,885.73 |
| Range |
158.82 |
102.65 |
-56.17 |
-35.4% |
202.95 |
| ATR |
122.29 |
120.89 |
-1.40 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,203.66 |
20,147.35 |
19,942.19 |
|
| R3 |
20,101.01 |
20,044.70 |
19,913.96 |
|
| R2 |
19,998.36 |
19,998.36 |
19,904.55 |
|
| R1 |
19,942.05 |
19,942.05 |
19,895.14 |
19,918.88 |
| PP |
19,895.71 |
19,895.71 |
19,895.71 |
19,884.13 |
| S1 |
19,839.40 |
19,839.40 |
19,876.32 |
19,816.23 |
| S2 |
19,793.06 |
19,793.06 |
19,866.91 |
|
| S3 |
19,690.41 |
19,736.75 |
19,857.50 |
|
| S4 |
19,587.76 |
19,634.10 |
19,829.27 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,485.39 |
20,388.51 |
19,997.35 |
|
| R3 |
20,282.44 |
20,185.56 |
19,941.54 |
|
| R2 |
20,079.49 |
20,079.49 |
19,922.94 |
|
| R1 |
19,982.61 |
19,982.61 |
19,904.33 |
19,929.58 |
| PP |
19,876.54 |
19,876.54 |
19,876.54 |
19,850.02 |
| S1 |
19,779.66 |
19,779.66 |
19,867.13 |
19,726.63 |
| S2 |
19,673.59 |
19,673.59 |
19,848.52 |
|
| S3 |
19,470.64 |
19,576.71 |
19,829.92 |
|
| S4 |
19,267.69 |
19,373.76 |
19,774.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,973.42 |
19,770.47 |
202.95 |
1.0% |
115.84 |
0.6% |
57% |
False |
False |
|
| 10 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
125.60 |
0.6% |
59% |
False |
False |
|
| 20 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
103.26 |
0.5% |
59% |
False |
False |
|
| 40 |
19,999.63 |
18,825.89 |
1,173.74 |
5.9% |
102.82 |
0.5% |
90% |
False |
False |
|
| 60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
119.31 |
0.6% |
95% |
False |
False |
|
| 80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
127.35 |
0.6% |
95% |
False |
False |
|
| 100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
131.76 |
0.7% |
95% |
False |
False |
|
| 120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.6% |
126.13 |
0.6% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,388.29 |
|
2.618 |
20,220.77 |
|
1.618 |
20,118.12 |
|
1.000 |
20,054.68 |
|
0.618 |
20,015.47 |
|
HIGH |
19,952.03 |
|
0.618 |
19,912.82 |
|
0.500 |
19,900.71 |
|
0.382 |
19,888.59 |
|
LOW |
19,849.38 |
|
0.618 |
19,785.94 |
|
1.000 |
19,746.73 |
|
1.618 |
19,683.29 |
|
2.618 |
19,580.64 |
|
4.250 |
19,413.12 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,900.71 |
19,881.14 |
| PP |
19,895.71 |
19,876.54 |
| S1 |
19,890.72 |
19,871.95 |
|