| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
12,997.5 |
12,922.0 |
-75.5 |
-0.6% |
13,050.0 |
| High |
12,997.5 |
12,940.0 |
-57.5 |
-0.4% |
13,129.0 |
| Low |
12,823.0 |
12,731.0 |
-92.0 |
-0.7% |
12,823.0 |
| Close |
12,910.0 |
12,848.5 |
-61.5 |
-0.5% |
12,910.0 |
| Range |
174.5 |
209.0 |
34.5 |
19.8% |
306.0 |
| ATR |
147.8 |
152.2 |
4.4 |
3.0% |
0.0 |
| Volume |
82,936 |
67,357 |
-15,579 |
-18.8% |
180,050 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,466.8 |
13,366.7 |
12,963.5 |
|
| R3 |
13,257.8 |
13,157.7 |
12,906.0 |
|
| R2 |
13,048.8 |
13,048.8 |
12,886.8 |
|
| R1 |
12,948.7 |
12,948.7 |
12,867.7 |
12,894.3 |
| PP |
12,839.8 |
12,839.8 |
12,839.8 |
12,812.6 |
| S1 |
12,739.7 |
12,739.7 |
12,829.3 |
12,685.3 |
| S2 |
12,630.8 |
12,630.8 |
12,810.2 |
|
| S3 |
12,421.8 |
12,530.7 |
12,791.0 |
|
| S4 |
12,212.8 |
12,321.7 |
12,733.6 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,872.0 |
13,697.0 |
13,078.3 |
|
| R3 |
13,566.0 |
13,391.0 |
12,994.2 |
|
| R2 |
13,260.0 |
13,260.0 |
12,966.1 |
|
| R1 |
13,085.0 |
13,085.0 |
12,938.1 |
13,019.5 |
| PP |
12,954.0 |
12,954.0 |
12,954.0 |
12,921.3 |
| S1 |
12,779.0 |
12,779.0 |
12,882.0 |
12,713.5 |
| S2 |
12,648.0 |
12,648.0 |
12,853.9 |
|
| S3 |
12,342.0 |
12,473.0 |
12,825.9 |
|
| S4 |
12,036.0 |
12,167.0 |
12,741.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,129.0 |
12,731.0 |
398.0 |
3.1% |
133.7 |
1.0% |
30% |
False |
True |
59,923 |
| 10 |
13,336.5 |
12,731.0 |
605.5 |
4.7% |
145.5 |
1.1% |
19% |
False |
True |
62,701 |
| 20 |
13,336.5 |
12,731.0 |
605.5 |
4.7% |
143.5 |
1.1% |
19% |
False |
True |
48,136 |
| 40 |
13,525.0 |
12,731.0 |
794.0 |
6.2% |
143.9 |
1.1% |
15% |
False |
True |
24,813 |
| 60 |
13,525.0 |
12,731.0 |
794.0 |
6.2% |
122.7 |
1.0% |
15% |
False |
True |
16,606 |
| 80 |
13,525.0 |
12,094.0 |
1,431.0 |
11.1% |
106.1 |
0.8% |
53% |
False |
False |
12,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,828.3 |
|
2.618 |
13,487.2 |
|
1.618 |
13,278.2 |
|
1.000 |
13,149.0 |
|
0.618 |
13,069.2 |
|
HIGH |
12,940.0 |
|
0.618 |
12,860.2 |
|
0.500 |
12,835.5 |
|
0.382 |
12,810.8 |
|
LOW |
12,731.0 |
|
0.618 |
12,601.8 |
|
1.000 |
12,522.0 |
|
1.618 |
12,392.8 |
|
2.618 |
12,183.8 |
|
4.250 |
11,842.8 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,844.2 |
12,899.0 |
| PP |
12,839.8 |
12,882.2 |
| S1 |
12,835.5 |
12,865.3 |
|