| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,297.5 |
1,305.3 |
7.8 |
0.6% |
1,279.0 |
| High |
1,309.8 |
1,320.4 |
10.6 |
0.8% |
1,309.8 |
| Low |
1,296.1 |
1,304.6 |
8.5 |
0.7% |
1,277.7 |
| Close |
1,309.3 |
1,316.1 |
6.8 |
0.5% |
1,309.3 |
| Range |
13.7 |
15.8 |
2.1 |
15.3% |
32.1 |
| ATR |
11.0 |
11.4 |
0.3 |
3.1% |
0.0 |
| Volume |
241,274 |
279,727 |
38,453 |
15.9% |
807,355 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.1 |
1,354.4 |
1,324.8 |
|
| R3 |
1,345.3 |
1,338.6 |
1,320.4 |
|
| R2 |
1,329.5 |
1,329.5 |
1,319.0 |
|
| R1 |
1,322.8 |
1,322.8 |
1,317.5 |
1,326.2 |
| PP |
1,313.7 |
1,313.7 |
1,313.7 |
1,315.4 |
| S1 |
1,307.0 |
1,307.0 |
1,314.7 |
1,310.4 |
| S2 |
1,297.9 |
1,297.9 |
1,313.2 |
|
| S3 |
1,282.1 |
1,291.2 |
1,311.8 |
|
| S4 |
1,266.3 |
1,275.4 |
1,307.4 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.2 |
1,384.4 |
1,327.0 |
|
| R3 |
1,363.1 |
1,352.3 |
1,318.1 |
|
| R2 |
1,331.0 |
1,331.0 |
1,315.2 |
|
| R1 |
1,320.2 |
1,320.2 |
1,312.2 |
1,325.6 |
| PP |
1,298.9 |
1,298.9 |
1,298.9 |
1,301.7 |
| S1 |
1,288.1 |
1,288.1 |
1,306.4 |
1,293.5 |
| S2 |
1,266.8 |
1,266.8 |
1,303.4 |
|
| S3 |
1,234.7 |
1,256.0 |
1,300.5 |
|
| S4 |
1,202.6 |
1,223.9 |
1,291.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,320.4 |
1,277.7 |
42.7 |
3.2% |
10.8 |
0.8% |
90% |
True |
False |
217,416 |
| 10 |
1,320.4 |
1,255.3 |
65.1 |
4.9% |
9.8 |
0.7% |
93% |
True |
False |
210,306 |
| 20 |
1,320.4 |
1,238.3 |
82.1 |
6.2% |
10.8 |
0.8% |
95% |
True |
False |
240,936 |
| 40 |
1,320.4 |
1,238.3 |
82.1 |
6.2% |
11.8 |
0.9% |
95% |
True |
False |
173,242 |
| 60 |
1,320.4 |
1,238.3 |
82.1 |
6.2% |
11.8 |
0.9% |
95% |
True |
False |
118,033 |
| 80 |
1,365.8 |
1,238.3 |
127.5 |
9.7% |
12.2 |
0.9% |
61% |
False |
False |
89,573 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.7% |
12.4 |
0.9% |
61% |
False |
False |
72,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,387.6 |
|
2.618 |
1,361.8 |
|
1.618 |
1,346.0 |
|
1.000 |
1,336.2 |
|
0.618 |
1,330.2 |
|
HIGH |
1,320.4 |
|
0.618 |
1,314.4 |
|
0.500 |
1,312.5 |
|
0.382 |
1,310.6 |
|
LOW |
1,304.6 |
|
0.618 |
1,294.8 |
|
1.000 |
1,288.8 |
|
1.618 |
1,279.0 |
|
2.618 |
1,263.2 |
|
4.250 |
1,237.5 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,314.9 |
1,312.6 |
| PP |
1,313.7 |
1,309.0 |
| S1 |
1,312.5 |
1,305.5 |
|