| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,317.5 |
1,323.6 |
6.1 |
0.5% |
1,321.8 |
| High |
1,324.7 |
1,340.0 |
15.3 |
1.2% |
1,340.0 |
| Low |
1,316.1 |
1,320.8 |
4.7 |
0.4% |
1,308.9 |
| Close |
1,322.5 |
1,334.9 |
12.4 |
0.9% |
1,334.9 |
| Range |
8.6 |
19.2 |
10.6 |
123.3% |
31.1 |
| ATR |
12.0 |
12.5 |
0.5 |
4.3% |
0.0 |
| Volume |
264,301 |
365,195 |
100,894 |
38.2% |
1,600,772 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.5 |
1,381.4 |
1,345.5 |
|
| R3 |
1,370.3 |
1,362.2 |
1,340.2 |
|
| R2 |
1,351.1 |
1,351.1 |
1,338.4 |
|
| R1 |
1,343.0 |
1,343.0 |
1,336.7 |
1,347.1 |
| PP |
1,331.9 |
1,331.9 |
1,331.9 |
1,333.9 |
| S1 |
1,323.8 |
1,323.8 |
1,333.1 |
1,327.9 |
| S2 |
1,312.7 |
1,312.7 |
1,331.4 |
|
| S3 |
1,293.5 |
1,304.6 |
1,329.6 |
|
| S4 |
1,274.3 |
1,285.4 |
1,324.3 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.2 |
1,409.2 |
1,352.0 |
|
| R3 |
1,390.1 |
1,378.1 |
1,343.5 |
|
| R2 |
1,359.0 |
1,359.0 |
1,340.6 |
|
| R1 |
1,347.0 |
1,347.0 |
1,337.8 |
1,353.0 |
| PP |
1,327.9 |
1,327.9 |
1,327.9 |
1,331.0 |
| S1 |
1,315.9 |
1,315.9 |
1,332.0 |
1,321.9 |
| S2 |
1,296.8 |
1,296.8 |
1,329.2 |
|
| S3 |
1,265.7 |
1,284.8 |
1,326.3 |
|
| S4 |
1,234.6 |
1,253.7 |
1,317.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,340.0 |
1,308.9 |
31.1 |
2.3% |
13.3 |
1.0% |
84% |
True |
False |
320,154 |
| 10 |
1,340.0 |
1,296.1 |
43.9 |
3.3% |
14.1 |
1.1% |
88% |
True |
False |
317,530 |
| 20 |
1,340.0 |
1,252.8 |
87.2 |
6.5% |
11.3 |
0.8% |
94% |
True |
False |
263,409 |
| 40 |
1,340.0 |
1,238.3 |
101.7 |
7.6% |
12.2 |
0.9% |
95% |
True |
False |
235,032 |
| 60 |
1,340.0 |
1,238.3 |
101.7 |
7.6% |
12.0 |
0.9% |
95% |
True |
False |
161,543 |
| 80 |
1,340.0 |
1,238.3 |
101.7 |
7.6% |
12.3 |
0.9% |
95% |
True |
False |
122,472 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.5 |
0.9% |
76% |
False |
False |
98,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,421.6 |
|
2.618 |
1,390.3 |
|
1.618 |
1,371.1 |
|
1.000 |
1,359.2 |
|
0.618 |
1,351.9 |
|
HIGH |
1,340.0 |
|
0.618 |
1,332.7 |
|
0.500 |
1,330.4 |
|
0.382 |
1,328.1 |
|
LOW |
1,320.8 |
|
0.618 |
1,308.9 |
|
1.000 |
1,301.6 |
|
1.618 |
1,289.7 |
|
2.618 |
1,270.5 |
|
4.250 |
1,239.2 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,333.4 |
1,331.4 |
| PP |
1,331.9 |
1,327.9 |
| S1 |
1,330.4 |
1,324.5 |
|