| 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 |
13,216.0 |
13,175.5 |
-40.5 |
-0.3% |
13,367.0 |
| High |
13,346.0 |
13,251.5 |
-94.5 |
-0.7% |
13,421.5 |
| Low |
13,125.0 |
13,127.5 |
2.5 |
0.0% |
13,142.5 |
| Close |
13,222.5 |
13,159.5 |
-63.0 |
-0.5% |
13,224.5 |
| Range |
221.0 |
124.0 |
-97.0 |
-43.9% |
279.0 |
| ATR |
152.6 |
150.5 |
-2.0 |
-1.3% |
0.0 |
| Volume |
88,004 |
82,810 |
-5,194 |
-5.9% |
355,861 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,551.5 |
13,479.5 |
13,227.7 |
|
| R3 |
13,427.5 |
13,355.5 |
13,193.6 |
|
| R2 |
13,303.5 |
13,303.5 |
13,182.2 |
|
| R1 |
13,231.5 |
13,231.5 |
13,170.9 |
13,205.5 |
| PP |
13,179.5 |
13,179.5 |
13,179.5 |
13,166.5 |
| S1 |
13,107.5 |
13,107.5 |
13,148.1 |
13,081.5 |
| S2 |
13,055.5 |
13,055.5 |
13,136.8 |
|
| S3 |
12,931.5 |
12,983.5 |
13,125.4 |
|
| S4 |
12,807.5 |
12,859.5 |
13,091.3 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,099.8 |
13,941.2 |
13,378.0 |
|
| R3 |
13,820.8 |
13,662.2 |
13,301.2 |
|
| R2 |
13,541.8 |
13,541.8 |
13,275.7 |
|
| R1 |
13,383.2 |
13,383.2 |
13,250.1 |
13,323.0 |
| PP |
13,262.8 |
13,262.8 |
13,262.8 |
13,232.8 |
| S1 |
13,104.2 |
13,104.2 |
13,198.9 |
13,044.0 |
| S2 |
12,983.8 |
12,983.8 |
13,173.4 |
|
| S3 |
12,704.8 |
12,825.2 |
13,147.8 |
|
| S4 |
12,425.8 |
12,546.2 |
13,071.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,376.5 |
13,125.0 |
251.5 |
1.9% |
151.8 |
1.2% |
14% |
False |
False |
75,098 |
| 10 |
13,421.5 |
12,881.5 |
540.0 |
4.1% |
140.9 |
1.1% |
51% |
False |
False |
75,414 |
| 20 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
143.2 |
1.1% |
62% |
False |
False |
69,057 |
| 40 |
13,421.5 |
12,731.0 |
690.5 |
5.2% |
147.6 |
1.1% |
62% |
False |
False |
43,478 |
| 60 |
13,525.0 |
12,731.0 |
794.0 |
6.0% |
137.3 |
1.0% |
54% |
False |
False |
29,154 |
| 80 |
13,525.0 |
12,508.0 |
1,017.0 |
7.7% |
117.0 |
0.9% |
64% |
False |
False |
21,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,778.5 |
|
2.618 |
13,576.1 |
|
1.618 |
13,452.1 |
|
1.000 |
13,375.5 |
|
0.618 |
13,328.1 |
|
HIGH |
13,251.5 |
|
0.618 |
13,204.1 |
|
0.500 |
13,189.5 |
|
0.382 |
13,174.9 |
|
LOW |
13,127.5 |
|
0.618 |
13,050.9 |
|
1.000 |
13,003.5 |
|
1.618 |
12,926.9 |
|
2.618 |
12,802.9 |
|
4.250 |
12,600.5 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
13,189.5 |
13,235.5 |
| PP |
13,179.5 |
13,210.2 |
| S1 |
13,169.5 |
13,184.8 |
|