| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
13,394.5 |
13,316.0 |
-78.5 |
-0.6% |
13,452.5 |
| High |
13,443.0 |
13,385.0 |
-58.0 |
-0.4% |
13,596.0 |
| Low |
13,214.0 |
13,259.0 |
45.0 |
0.3% |
13,214.0 |
| Close |
13,275.0 |
13,329.5 |
54.5 |
0.4% |
13,329.5 |
| Range |
229.0 |
126.0 |
-103.0 |
-45.0% |
382.0 |
| ATR |
160.7 |
158.2 |
-2.5 |
-1.5% |
0.0 |
| Volume |
63,961 |
69,805 |
5,844 |
9.1% |
410,480 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,702.5 |
13,642.0 |
13,398.8 |
|
| R3 |
13,576.5 |
13,516.0 |
13,364.2 |
|
| R2 |
13,450.5 |
13,450.5 |
13,352.6 |
|
| R1 |
13,390.0 |
13,390.0 |
13,341.1 |
13,420.3 |
| PP |
13,324.5 |
13,324.5 |
13,324.5 |
13,339.6 |
| S1 |
13,264.0 |
13,264.0 |
13,318.0 |
13,294.3 |
| S2 |
13,198.5 |
13,198.5 |
13,306.4 |
|
| S3 |
13,072.5 |
13,138.0 |
13,294.9 |
|
| S4 |
12,946.5 |
13,012.0 |
13,260.2 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,525.8 |
14,309.7 |
13,539.6 |
|
| R3 |
14,143.8 |
13,927.7 |
13,434.6 |
|
| R2 |
13,761.8 |
13,761.8 |
13,399.5 |
|
| R1 |
13,545.7 |
13,545.7 |
13,364.5 |
13,462.8 |
| PP |
13,379.8 |
13,379.8 |
13,379.8 |
13,338.4 |
| S1 |
13,163.7 |
13,163.7 |
13,294.5 |
13,080.8 |
| S2 |
12,997.8 |
12,997.8 |
13,259.5 |
|
| S3 |
12,615.8 |
12,781.7 |
13,224.5 |
|
| S4 |
12,233.8 |
12,399.7 |
13,119.4 |
|
|
| 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% |
150.8 |
1.1% |
30% |
False |
False |
82,096 |
| 10 |
13,596.0 |
13,125.0 |
471.0 |
3.5% |
152.7 |
1.1% |
43% |
False |
False |
77,873 |
| 20 |
13,596.0 |
12,731.0 |
865.0 |
6.5% |
149.1 |
1.1% |
69% |
False |
False |
75,898 |
| 40 |
13,596.0 |
12,731.0 |
865.0 |
6.5% |
145.9 |
1.1% |
69% |
False |
False |
57,231 |
| 60 |
13,596.0 |
12,731.0 |
865.0 |
6.5% |
141.8 |
1.1% |
69% |
False |
False |
38,477 |
| 80 |
13,596.0 |
12,725.0 |
871.0 |
6.5% |
126.3 |
0.9% |
69% |
False |
False |
28,907 |
| 100 |
13,596.0 |
12,055.0 |
1,541.0 |
11.6% |
111.0 |
0.8% |
83% |
False |
False |
23,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,920.5 |
|
2.618 |
13,714.9 |
|
1.618 |
13,588.9 |
|
1.000 |
13,511.0 |
|
0.618 |
13,462.9 |
|
HIGH |
13,385.0 |
|
0.618 |
13,336.9 |
|
0.500 |
13,322.0 |
|
0.382 |
13,307.1 |
|
LOW |
13,259.0 |
|
0.618 |
13,181.1 |
|
1.000 |
13,133.0 |
|
1.618 |
13,055.1 |
|
2.618 |
12,929.1 |
|
4.250 |
12,723.5 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
13,327.0 |
13,393.0 |
| PP |
13,324.5 |
13,371.8 |
| S1 |
13,322.0 |
13,350.7 |
|