| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
13,566.5 |
13,394.5 |
-172.0 |
-1.3% |
13,216.0 |
| High |
13,572.0 |
13,443.0 |
-129.0 |
-1.0% |
13,468.5 |
| Low |
13,368.0 |
13,214.0 |
-154.0 |
-1.2% |
13,125.0 |
| Close |
13,446.5 |
13,275.0 |
-171.5 |
-1.3% |
13,429.0 |
| Range |
204.0 |
229.0 |
25.0 |
12.3% |
343.5 |
| ATR |
155.2 |
160.7 |
5.5 |
3.6% |
0.0 |
| Volume |
110,382 |
63,961 |
-46,421 |
-42.1% |
321,694 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,997.7 |
13,865.3 |
13,401.0 |
|
| R3 |
13,768.7 |
13,636.3 |
13,338.0 |
|
| R2 |
13,539.7 |
13,539.7 |
13,317.0 |
|
| R1 |
13,407.3 |
13,407.3 |
13,296.0 |
13,359.0 |
| PP |
13,310.7 |
13,310.7 |
13,310.7 |
13,286.5 |
| S1 |
13,178.3 |
13,178.3 |
13,254.0 |
13,130.0 |
| S2 |
13,081.7 |
13,081.7 |
13,233.0 |
|
| S3 |
12,852.7 |
12,949.3 |
13,212.0 |
|
| S4 |
12,623.7 |
12,720.3 |
13,149.1 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,371.3 |
14,243.7 |
13,617.9 |
|
| R3 |
14,027.8 |
13,900.2 |
13,523.5 |
|
| R2 |
13,684.3 |
13,684.3 |
13,492.0 |
|
| R1 |
13,556.7 |
13,556.7 |
13,460.5 |
13,620.5 |
| PP |
13,340.8 |
13,340.8 |
13,340.8 |
13,372.8 |
| S1 |
13,213.2 |
13,213.2 |
13,397.5 |
13,277.0 |
| S2 |
12,997.3 |
12,997.3 |
13,366.0 |
|
| S3 |
12,653.8 |
12,869.7 |
13,334.5 |
|
| S4 |
12,310.3 |
12,526.2 |
13,240.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,596.0 |
13,214.0 |
382.0 |
2.9% |
169.0 |
1.3% |
16% |
False |
True |
81,262 |
| 10 |
13,596.0 |
13,125.0 |
471.0 |
3.5% |
155.6 |
1.2% |
32% |
False |
False |
78,473 |
| 20 |
13,596.0 |
12,731.0 |
865.0 |
6.5% |
148.6 |
1.1% |
63% |
False |
False |
74,655 |
| 40 |
13,596.0 |
12,731.0 |
865.0 |
6.5% |
146.0 |
1.1% |
63% |
False |
False |
55,510 |
| 60 |
13,596.0 |
12,731.0 |
865.0 |
6.5% |
140.8 |
1.1% |
63% |
False |
False |
37,315 |
| 80 |
13,596.0 |
12,676.0 |
920.0 |
6.9% |
124.9 |
0.9% |
65% |
False |
False |
28,034 |
| 100 |
13,596.0 |
12,045.0 |
1,551.0 |
11.7% |
110.1 |
0.8% |
79% |
False |
False |
22,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,416.3 |
|
2.618 |
14,042.5 |
|
1.618 |
13,813.5 |
|
1.000 |
13,672.0 |
|
0.618 |
13,584.5 |
|
HIGH |
13,443.0 |
|
0.618 |
13,355.5 |
|
0.500 |
13,328.5 |
|
0.382 |
13,301.5 |
|
LOW |
13,214.0 |
|
0.618 |
13,072.5 |
|
1.000 |
12,985.0 |
|
1.618 |
12,843.5 |
|
2.618 |
12,614.5 |
|
4.250 |
12,240.8 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
13,328.5 |
13,405.0 |
| PP |
13,310.7 |
13,361.7 |
| S1 |
13,292.8 |
13,318.3 |
|