| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,684.75 |
2,675.25 |
-9.50 |
-0.4% |
2,686.75 |
| High |
2,698.25 |
2,696.00 |
-2.25 |
-0.1% |
2,698.25 |
| Low |
2,667.75 |
2,674.50 |
6.75 |
0.3% |
2,667.75 |
| Close |
2,676.00 |
2,693.00 |
17.00 |
0.6% |
2,676.00 |
| Range |
30.50 |
21.50 |
-9.00 |
-29.5% |
30.50 |
| ATR |
16.66 |
17.00 |
0.35 |
2.1% |
0.00 |
| Volume |
1,092,038 |
996,265 |
-95,773 |
-8.8% |
2,670,092 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.25 |
2,744.25 |
2,704.75 |
|
| R3 |
2,730.75 |
2,722.75 |
2,699.00 |
|
| R2 |
2,709.25 |
2,709.25 |
2,697.00 |
|
| R1 |
2,701.25 |
2,701.25 |
2,695.00 |
2,705.25 |
| PP |
2,687.75 |
2,687.75 |
2,687.75 |
2,690.00 |
| S1 |
2,679.75 |
2,679.75 |
2,691.00 |
2,683.75 |
| S2 |
2,666.25 |
2,666.25 |
2,689.00 |
|
| S3 |
2,644.75 |
2,658.25 |
2,687.00 |
|
| S4 |
2,623.25 |
2,636.75 |
2,681.25 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.25 |
2,754.50 |
2,692.75 |
|
| R3 |
2,741.75 |
2,724.00 |
2,684.50 |
|
| R2 |
2,711.25 |
2,711.25 |
2,681.50 |
|
| R1 |
2,693.50 |
2,693.50 |
2,678.75 |
2,687.00 |
| PP |
2,680.75 |
2,680.75 |
2,680.75 |
2,677.50 |
| S1 |
2,663.00 |
2,663.00 |
2,673.25 |
2,656.50 |
| S2 |
2,650.25 |
2,650.25 |
2,670.50 |
|
| S3 |
2,619.75 |
2,632.50 |
2,667.50 |
|
| S4 |
2,589.25 |
2,602.00 |
2,659.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,698.25 |
2,667.75 |
30.50 |
1.1% |
14.75 |
0.5% |
83% |
False |
False |
733,271 |
| 10 |
2,698.25 |
2,667.75 |
30.50 |
1.1% |
14.50 |
0.5% |
83% |
False |
False |
817,709 |
| 20 |
2,698.25 |
2,622.50 |
75.75 |
2.8% |
16.75 |
0.6% |
93% |
False |
False |
920,465 |
| 40 |
2,698.25 |
2,556.25 |
142.00 |
5.3% |
18.00 |
0.7% |
96% |
False |
False |
469,979 |
| 60 |
2,698.25 |
2,539.75 |
158.50 |
5.9% |
15.75 |
0.6% |
97% |
False |
False |
314,934 |
| 80 |
2,698.25 |
2,454.50 |
243.75 |
9.1% |
14.50 |
0.5% |
98% |
False |
False |
236,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,787.50 |
|
2.618 |
2,752.25 |
|
1.618 |
2,730.75 |
|
1.000 |
2,717.50 |
|
0.618 |
2,709.25 |
|
HIGH |
2,696.00 |
|
0.618 |
2,687.75 |
|
0.500 |
2,685.25 |
|
0.382 |
2,682.75 |
|
LOW |
2,674.50 |
|
0.618 |
2,661.25 |
|
1.000 |
2,653.00 |
|
1.618 |
2,639.75 |
|
2.618 |
2,618.25 |
|
4.250 |
2,583.00 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,690.50 |
2,689.75 |
| PP |
2,687.75 |
2,686.25 |
| S1 |
2,685.25 |
2,683.00 |
|