| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
13,233.0 |
13,200.0 |
-33.0 |
-0.2% |
13,452.5 |
| High |
13,307.5 |
13,265.0 |
-42.5 |
-0.3% |
13,596.0 |
| Low |
13,166.5 |
13,155.0 |
-11.5 |
-0.1% |
13,214.0 |
| Close |
13,198.0 |
13,181.5 |
-16.5 |
-0.1% |
13,329.5 |
| Range |
141.0 |
110.0 |
-31.0 |
-22.0% |
382.0 |
| ATR |
154.1 |
150.9 |
-3.1 |
-2.0% |
0.0 |
| Volume |
78,334 |
137,326 |
58,992 |
75.3% |
410,480 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,530.5 |
13,466.0 |
13,242.0 |
|
| R3 |
13,420.5 |
13,356.0 |
13,211.8 |
|
| R2 |
13,310.5 |
13,310.5 |
13,201.7 |
|
| R1 |
13,246.0 |
13,246.0 |
13,191.6 |
13,223.3 |
| PP |
13,200.5 |
13,200.5 |
13,200.5 |
13,189.1 |
| S1 |
13,136.0 |
13,136.0 |
13,171.4 |
13,113.3 |
| S2 |
13,090.5 |
13,090.5 |
13,161.3 |
|
| S3 |
12,980.5 |
13,026.0 |
13,151.3 |
|
| S4 |
12,870.5 |
12,916.0 |
13,121.0 |
|
|
| 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 |
13,443.0 |
13,155.0 |
288.0 |
2.2% |
141.9 |
1.1% |
9% |
False |
True |
87,969 |
| 10 |
13,596.0 |
13,155.0 |
441.0 |
3.3% |
143.5 |
1.1% |
6% |
False |
True |
86,744 |
| 20 |
13,596.0 |
12,881.5 |
714.5 |
5.4% |
142.2 |
1.1% |
42% |
False |
False |
81,079 |
| 40 |
13,596.0 |
12,731.0 |
865.0 |
6.6% |
142.9 |
1.1% |
52% |
False |
False |
64,607 |
| 60 |
13,596.0 |
12,731.0 |
865.0 |
6.6% |
143.3 |
1.1% |
52% |
False |
False |
43,568 |
| 80 |
13,596.0 |
12,731.0 |
865.0 |
6.6% |
127.5 |
1.0% |
52% |
False |
False |
32,724 |
| 100 |
13,596.0 |
12,094.0 |
1,502.0 |
11.4% |
113.3 |
0.9% |
72% |
False |
False |
26,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,732.5 |
|
2.618 |
13,553.0 |
|
1.618 |
13,443.0 |
|
1.000 |
13,375.0 |
|
0.618 |
13,333.0 |
|
HIGH |
13,265.0 |
|
0.618 |
13,223.0 |
|
0.500 |
13,210.0 |
|
0.382 |
13,197.0 |
|
LOW |
13,155.0 |
|
0.618 |
13,087.0 |
|
1.000 |
13,045.0 |
|
1.618 |
12,977.0 |
|
2.618 |
12,867.0 |
|
4.250 |
12,687.5 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
13,210.0 |
13,262.8 |
| PP |
13,200.5 |
13,235.7 |
| S1 |
13,191.0 |
13,208.6 |
|