| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,752.97 |
2,770.18 |
17.21 |
0.6% |
2,742.67 |
| High |
2,767.56 |
2,787.85 |
20.29 |
0.7% |
2,787.85 |
| Low |
2,752.78 |
2,769.64 |
16.86 |
0.6% |
2,736.06 |
| Close |
2,767.56 |
2,786.24 |
18.68 |
0.7% |
2,786.24 |
| Range |
14.78 |
18.21 |
3.43 |
23.2% |
51.79 |
| ATR |
14.97 |
15.35 |
0.38 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.87 |
2,829.27 |
2,796.26 |
|
| R3 |
2,817.66 |
2,811.06 |
2,791.25 |
|
| R2 |
2,799.45 |
2,799.45 |
2,789.58 |
|
| R1 |
2,792.85 |
2,792.85 |
2,787.91 |
2,796.15 |
| PP |
2,781.24 |
2,781.24 |
2,781.24 |
2,782.90 |
| S1 |
2,774.64 |
2,774.64 |
2,784.57 |
2,777.94 |
| S2 |
2,763.03 |
2,763.03 |
2,782.90 |
|
| S3 |
2,744.82 |
2,756.43 |
2,781.23 |
|
| S4 |
2,726.61 |
2,738.22 |
2,776.22 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.42 |
2,907.62 |
2,814.72 |
|
| R3 |
2,873.63 |
2,855.83 |
2,800.48 |
|
| R2 |
2,821.84 |
2,821.84 |
2,795.73 |
|
| R1 |
2,804.04 |
2,804.04 |
2,790.99 |
2,812.94 |
| PP |
2,770.05 |
2,770.05 |
2,770.05 |
2,774.50 |
| S1 |
2,752.25 |
2,752.25 |
2,781.49 |
2,761.15 |
| S2 |
2,718.26 |
2,718.26 |
2,776.75 |
|
| S3 |
2,666.47 |
2,700.46 |
2,772.00 |
|
| S4 |
2,614.68 |
2,648.67 |
2,757.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,787.85 |
2,736.06 |
51.79 |
1.9% |
13.98 |
0.5% |
97% |
True |
False |
|
| 10 |
2,787.85 |
2,673.61 |
114.24 |
4.1% |
14.43 |
0.5% |
99% |
True |
False |
|
| 20 |
2,787.85 |
2,652.01 |
135.84 |
4.9% |
12.62 |
0.5% |
99% |
True |
False |
|
| 40 |
2,787.85 |
2,557.45 |
230.40 |
8.3% |
13.46 |
0.5% |
99% |
True |
False |
|
| 60 |
2,787.85 |
2,544.00 |
243.85 |
8.8% |
12.95 |
0.5% |
99% |
True |
False |
|
| 80 |
2,787.85 |
2,488.38 |
299.47 |
10.7% |
11.94 |
0.4% |
99% |
True |
False |
|
| 100 |
2,787.85 |
2,428.21 |
359.64 |
12.9% |
11.82 |
0.4% |
100% |
True |
False |
|
| 120 |
2,787.85 |
2,417.35 |
370.50 |
13.3% |
12.07 |
0.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,865.24 |
|
2.618 |
2,835.52 |
|
1.618 |
2,817.31 |
|
1.000 |
2,806.06 |
|
0.618 |
2,799.10 |
|
HIGH |
2,787.85 |
|
0.618 |
2,780.89 |
|
0.500 |
2,778.75 |
|
0.382 |
2,776.60 |
|
LOW |
2,769.64 |
|
0.618 |
2,758.39 |
|
1.000 |
2,751.43 |
|
1.618 |
2,740.18 |
|
2.618 |
2,721.97 |
|
4.250 |
2,692.25 |
|
|