| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
12,898.0 |
13,020.0 |
122.0 |
0.9% |
13,050.0 |
| High |
13,018.5 |
13,203.0 |
184.5 |
1.4% |
13,129.0 |
| Low |
12,881.5 |
13,015.5 |
134.0 |
1.0% |
12,823.0 |
| Close |
12,986.0 |
13,157.5 |
171.5 |
1.3% |
12,910.0 |
| Range |
137.0 |
187.5 |
50.5 |
36.9% |
306.0 |
| ATR |
153.5 |
158.0 |
4.5 |
3.0% |
0.0 |
| Volume |
88,384 |
71,373 |
-17,011 |
-19.2% |
180,050 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,687.8 |
13,610.2 |
13,260.6 |
|
| R3 |
13,500.3 |
13,422.7 |
13,209.1 |
|
| R2 |
13,312.8 |
13,312.8 |
13,191.9 |
|
| R1 |
13,235.2 |
13,235.2 |
13,174.7 |
13,274.0 |
| PP |
13,125.3 |
13,125.3 |
13,125.3 |
13,144.8 |
| S1 |
13,047.7 |
13,047.7 |
13,140.3 |
13,086.5 |
| S2 |
12,937.8 |
12,937.8 |
13,123.1 |
|
| S3 |
12,750.3 |
12,860.2 |
13,105.9 |
|
| S4 |
12,562.8 |
12,672.7 |
13,054.4 |
|
|
| 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 |
13,203.0 |
12,731.0 |
472.0 |
3.6% |
163.4 |
1.2% |
90% |
True |
False |
72,444 |
| 10 |
13,336.5 |
12,731.0 |
605.5 |
4.6% |
149.6 |
1.1% |
70% |
False |
False |
65,747 |
| 20 |
13,336.5 |
12,731.0 |
605.5 |
4.6% |
140.3 |
1.1% |
70% |
False |
False |
55,979 |
| 40 |
13,525.0 |
12,731.0 |
794.0 |
6.0% |
149.7 |
1.1% |
54% |
False |
False |
28,793 |
| 60 |
13,525.0 |
12,731.0 |
794.0 |
6.0% |
126.6 |
1.0% |
54% |
False |
False |
19,266 |
| 80 |
13,525.0 |
12,286.5 |
1,238.5 |
9.4% |
107.9 |
0.8% |
70% |
False |
False |
14,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,999.9 |
|
2.618 |
13,693.9 |
|
1.618 |
13,506.4 |
|
1.000 |
13,390.5 |
|
0.618 |
13,318.9 |
|
HIGH |
13,203.0 |
|
0.618 |
13,131.4 |
|
0.500 |
13,109.3 |
|
0.382 |
13,087.1 |
|
LOW |
13,015.5 |
|
0.618 |
12,899.6 |
|
1.000 |
12,828.0 |
|
1.618 |
12,712.1 |
|
2.618 |
12,524.6 |
|
4.250 |
12,218.6 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
13,141.4 |
13,094.0 |
| PP |
13,125.3 |
13,030.5 |
| S1 |
13,109.3 |
12,967.0 |
|