| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,305.3 |
1,319.0 |
13.7 |
1.0% |
1,279.0 |
| High |
1,320.4 |
1,323.0 |
2.6 |
0.2% |
1,309.8 |
| Low |
1,304.6 |
1,308.9 |
4.3 |
0.3% |
1,277.7 |
| Close |
1,316.1 |
1,318.5 |
2.4 |
0.2% |
1,309.3 |
| Range |
15.8 |
14.1 |
-1.7 |
-10.8% |
32.1 |
| ATR |
11.4 |
11.6 |
0.2 |
1.7% |
0.0 |
| Volume |
279,727 |
353,457 |
73,730 |
26.4% |
807,355 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.1 |
1,352.9 |
1,326.3 |
|
| R3 |
1,345.0 |
1,338.8 |
1,322.4 |
|
| R2 |
1,330.9 |
1,330.9 |
1,321.1 |
|
| R1 |
1,324.7 |
1,324.7 |
1,319.8 |
1,320.8 |
| PP |
1,316.8 |
1,316.8 |
1,316.8 |
1,314.8 |
| S1 |
1,310.6 |
1,310.6 |
1,317.2 |
1,306.7 |
| S2 |
1,302.7 |
1,302.7 |
1,315.9 |
|
| S3 |
1,288.6 |
1,296.5 |
1,314.6 |
|
| S4 |
1,274.5 |
1,282.4 |
1,310.7 |
|
|
| 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 |
1,323.0 |
1,286.0 |
37.0 |
2.8% |
11.5 |
0.9% |
88% |
True |
False |
261,184 |
| 10 |
1,323.0 |
1,262.3 |
60.7 |
4.6% |
10.0 |
0.8% |
93% |
True |
False |
224,230 |
| 20 |
1,323.0 |
1,238.3 |
84.7 |
6.4% |
11.1 |
0.8% |
95% |
True |
False |
245,505 |
| 40 |
1,323.0 |
1,238.3 |
84.7 |
6.4% |
11.8 |
0.9% |
95% |
True |
False |
181,759 |
| 60 |
1,323.0 |
1,238.3 |
84.7 |
6.4% |
11.8 |
0.9% |
95% |
True |
False |
123,838 |
| 80 |
1,347.8 |
1,238.3 |
109.5 |
8.3% |
12.2 |
0.9% |
73% |
False |
False |
93,870 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.7% |
12.4 |
0.9% |
63% |
False |
False |
75,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,382.9 |
|
2.618 |
1,359.9 |
|
1.618 |
1,345.8 |
|
1.000 |
1,337.1 |
|
0.618 |
1,331.7 |
|
HIGH |
1,323.0 |
|
0.618 |
1,317.6 |
|
0.500 |
1,316.0 |
|
0.382 |
1,314.3 |
|
LOW |
1,308.9 |
|
0.618 |
1,300.2 |
|
1.000 |
1,294.8 |
|
1.618 |
1,286.1 |
|
2.618 |
1,272.0 |
|
4.250 |
1,249.0 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,317.7 |
1,315.5 |
| PP |
1,316.8 |
1,312.5 |
| S1 |
1,316.0 |
1,309.6 |
|