| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
19,848.82 |
19,822.73 |
-26.09 |
-0.1% |
19,931.41 |
| High |
19,882.99 |
19,828.20 |
-54.79 |
-0.3% |
19,973.42 |
| Low |
19,775.35 |
19,739.00 |
-36.35 |
-0.2% |
19,770.47 |
| Close |
19,826.77 |
19,804.72 |
-22.05 |
-0.1% |
19,885.73 |
| Range |
107.64 |
89.20 |
-18.44 |
-17.1% |
202.95 |
| ATR |
120.14 |
117.93 |
-2.21 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,058.24 |
20,020.68 |
19,853.78 |
|
| R3 |
19,969.04 |
19,931.48 |
19,829.25 |
|
| R2 |
19,879.84 |
19,879.84 |
19,821.07 |
|
| R1 |
19,842.28 |
19,842.28 |
19,812.90 |
19,816.46 |
| PP |
19,790.64 |
19,790.64 |
19,790.64 |
19,777.73 |
| S1 |
19,753.08 |
19,753.08 |
19,796.54 |
19,727.26 |
| S2 |
19,701.44 |
19,701.44 |
19,788.37 |
|
| S3 |
19,612.24 |
19,663.88 |
19,780.19 |
|
| S4 |
19,523.04 |
19,574.68 |
19,755.66 |
|
|
| 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 |
19,739.00 |
234.42 |
1.2% |
119.71 |
0.6% |
28% |
False |
True |
|
| 10 |
19,999.63 |
19,739.00 |
260.63 |
1.3% |
115.64 |
0.6% |
25% |
False |
True |
|
| 20 |
19,999.63 |
19,718.67 |
280.96 |
1.4% |
101.00 |
0.5% |
31% |
False |
False |
|
| 40 |
19,999.63 |
18,853.83 |
1,145.80 |
5.8% |
104.17 |
0.5% |
83% |
False |
False |
|
| 60 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
119.21 |
0.6% |
91% |
False |
False |
|
| 80 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
126.16 |
0.6% |
91% |
False |
False |
|
| 100 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
131.96 |
0.7% |
91% |
False |
False |
|
| 120 |
19,999.63 |
17,883.56 |
2,116.07 |
10.7% |
125.72 |
0.6% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,207.30 |
|
2.618 |
20,061.73 |
|
1.618 |
19,972.53 |
|
1.000 |
19,917.40 |
|
0.618 |
19,883.33 |
|
HIGH |
19,828.20 |
|
0.618 |
19,794.13 |
|
0.500 |
19,783.60 |
|
0.382 |
19,773.07 |
|
LOW |
19,739.00 |
|
0.618 |
19,683.87 |
|
1.000 |
19,649.80 |
|
1.618 |
19,594.67 |
|
2.618 |
19,505.47 |
|
4.250 |
19,359.90 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,797.68 |
19,845.52 |
| PP |
19,790.64 |
19,831.92 |
| S1 |
19,783.60 |
19,818.32 |
|