| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,337.3 |
1,339.0 |
1.7 |
0.1% |
1,321.8 |
| High |
1,345.0 |
1,344.5 |
-0.5 |
0.0% |
1,340.0 |
| Low |
1,332.1 |
1,326.6 |
-5.5 |
-0.4% |
1,308.9 |
| Close |
1,337.1 |
1,339.2 |
2.1 |
0.2% |
1,334.9 |
| Range |
12.9 |
17.9 |
5.0 |
38.8% |
31.1 |
| ATR |
12.6 |
12.9 |
0.4 |
3.0% |
0.0 |
| Volume |
499,759 |
365,867 |
-133,892 |
-26.8% |
1,600,772 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,390.5 |
1,382.7 |
1,349.0 |
|
| R3 |
1,372.6 |
1,364.8 |
1,344.1 |
|
| R2 |
1,354.7 |
1,354.7 |
1,342.5 |
|
| R1 |
1,346.9 |
1,346.9 |
1,340.8 |
1,350.8 |
| PP |
1,336.8 |
1,336.8 |
1,336.8 |
1,338.7 |
| S1 |
1,329.0 |
1,329.0 |
1,337.6 |
1,332.9 |
| S2 |
1,318.9 |
1,318.9 |
1,335.9 |
|
| S3 |
1,301.0 |
1,311.1 |
1,334.3 |
|
| S4 |
1,283.1 |
1,293.2 |
1,329.4 |
|
|
| 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% |
15.7 |
1.2% |
84% |
False |
False |
377,356 |
| 10 |
1,345.0 |
1,307.1 |
37.9 |
2.8% |
14.2 |
1.1% |
85% |
False |
False |
351,993 |
| 20 |
1,345.0 |
1,255.3 |
89.7 |
6.7% |
12.0 |
0.9% |
94% |
False |
False |
281,149 |
| 40 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.5 |
0.9% |
95% |
False |
False |
255,507 |
| 60 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.1 |
0.9% |
95% |
False |
False |
175,537 |
| 80 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.3 |
0.9% |
95% |
False |
False |
133,038 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.5% |
12.7 |
0.9% |
79% |
False |
False |
107,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,420.6 |
|
2.618 |
1,391.4 |
|
1.618 |
1,373.5 |
|
1.000 |
1,362.4 |
|
0.618 |
1,355.6 |
|
HIGH |
1,344.5 |
|
0.618 |
1,337.7 |
|
0.500 |
1,335.6 |
|
0.382 |
1,333.4 |
|
LOW |
1,326.6 |
|
0.618 |
1,315.5 |
|
1.000 |
1,308.7 |
|
1.618 |
1,297.6 |
|
2.618 |
1,279.7 |
|
4.250 |
1,250.5 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,338.0 |
1,337.1 |
| PP |
1,336.8 |
1,335.0 |
| S1 |
1,335.6 |
1,332.9 |
|