| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,339.0 |
1,327.4 |
-11.6 |
-0.9% |
1,321.8 |
| High |
1,344.5 |
1,333.3 |
-11.2 |
-0.8% |
1,340.0 |
| Low |
1,326.6 |
1,324.3 |
-2.3 |
-0.2% |
1,308.9 |
| Close |
1,339.2 |
1,327.2 |
-12.0 |
-0.9% |
1,334.9 |
| Range |
17.9 |
9.0 |
-8.9 |
-49.7% |
31.1 |
| ATR |
12.9 |
13.1 |
0.1 |
1.1% |
0.0 |
| Volume |
365,867 |
312,113 |
-53,754 |
-14.7% |
1,600,772 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.3 |
1,350.2 |
1,332.2 |
|
| R3 |
1,346.3 |
1,341.2 |
1,329.7 |
|
| R2 |
1,337.3 |
1,337.3 |
1,328.9 |
|
| R1 |
1,332.2 |
1,332.2 |
1,328.0 |
1,330.3 |
| PP |
1,328.3 |
1,328.3 |
1,328.3 |
1,327.3 |
| S1 |
1,323.2 |
1,323.2 |
1,326.4 |
1,321.3 |
| S2 |
1,319.3 |
1,319.3 |
1,325.6 |
|
| S3 |
1,310.3 |
1,314.2 |
1,324.7 |
|
| S4 |
1,301.3 |
1,305.2 |
1,322.3 |
|
|
| 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 |
1,345.0 |
1,316.1 |
28.9 |
2.2% |
13.5 |
1.0% |
38% |
False |
False |
361,447 |
| 10 |
1,345.0 |
1,307.1 |
37.9 |
2.9% |
13.7 |
1.0% |
53% |
False |
False |
347,858 |
| 20 |
1,345.0 |
1,262.3 |
82.7 |
6.2% |
11.8 |
0.9% |
78% |
False |
False |
286,044 |
| 40 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.2 |
0.9% |
83% |
False |
False |
262,422 |
| 60 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.1 |
0.9% |
83% |
False |
False |
180,554 |
| 80 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.3 |
0.9% |
83% |
False |
False |
136,932 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.7 |
1.0% |
70% |
False |
False |
110,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.6 |
|
2.618 |
1,356.9 |
|
1.618 |
1,347.9 |
|
1.000 |
1,342.3 |
|
0.618 |
1,338.9 |
|
HIGH |
1,333.3 |
|
0.618 |
1,329.9 |
|
0.500 |
1,328.8 |
|
0.382 |
1,327.7 |
|
LOW |
1,324.3 |
|
0.618 |
1,318.7 |
|
1.000 |
1,315.3 |
|
1.618 |
1,309.7 |
|
2.618 |
1,300.7 |
|
4.250 |
1,286.1 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,328.8 |
1,334.7 |
| PP |
1,328.3 |
1,332.2 |
| S1 |
1,327.7 |
1,329.7 |
|