| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,323.6 |
1,337.3 |
13.7 |
1.0% |
1,321.8 |
| High |
1,340.0 |
1,345.0 |
5.0 |
0.4% |
1,340.0 |
| Low |
1,320.8 |
1,332.1 |
11.3 |
0.9% |
1,308.9 |
| Close |
1,334.9 |
1,337.1 |
2.2 |
0.2% |
1,334.9 |
| Range |
19.2 |
12.9 |
-6.3 |
-32.8% |
31.1 |
| ATR |
12.5 |
12.6 |
0.0 |
0.2% |
0.0 |
| Volume |
365,195 |
499,759 |
134,564 |
36.8% |
1,600,772 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.8 |
1,369.8 |
1,344.2 |
|
| R3 |
1,363.9 |
1,356.9 |
1,340.6 |
|
| R2 |
1,351.0 |
1,351.0 |
1,339.5 |
|
| R1 |
1,344.0 |
1,344.0 |
1,338.3 |
1,341.1 |
| PP |
1,338.1 |
1,338.1 |
1,338.1 |
1,336.6 |
| S1 |
1,331.1 |
1,331.1 |
1,335.9 |
1,328.2 |
| S2 |
1,325.2 |
1,325.2 |
1,334.7 |
|
| S3 |
1,312.3 |
1,318.2 |
1,333.6 |
|
| S4 |
1,299.4 |
1,305.3 |
1,330.0 |
|
|
| 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 |
1,345.0 |
1,308.9 |
36.1 |
2.7% |
14.5 |
1.1% |
78% |
True |
False |
370,889 |
| 10 |
1,345.0 |
1,304.6 |
40.4 |
3.0% |
14.0 |
1.0% |
80% |
True |
False |
343,379 |
| 20 |
1,345.0 |
1,255.2 |
89.8 |
6.7% |
11.6 |
0.9% |
91% |
True |
False |
275,162 |
| 40 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.2 |
0.9% |
93% |
True |
False |
246,809 |
| 60 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.1 |
0.9% |
93% |
True |
False |
169,819 |
| 80 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.2 |
0.9% |
93% |
True |
False |
128,581 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.5% |
12.6 |
0.9% |
77% |
False |
False |
103,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,399.8 |
|
2.618 |
1,378.8 |
|
1.618 |
1,365.9 |
|
1.000 |
1,357.9 |
|
0.618 |
1,353.0 |
|
HIGH |
1,345.0 |
|
0.618 |
1,340.1 |
|
0.500 |
1,338.6 |
|
0.382 |
1,337.0 |
|
LOW |
1,332.1 |
|
0.618 |
1,324.1 |
|
1.000 |
1,319.2 |
|
1.618 |
1,311.2 |
|
2.618 |
1,298.3 |
|
4.250 |
1,277.3 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,338.6 |
1,334.9 |
| PP |
1,338.1 |
1,332.7 |
| S1 |
1,337.6 |
1,330.6 |
|