| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,693.75 |
2,710.25 |
16.50 |
0.6% |
2,686.75 |
| High |
2,714.25 |
2,729.00 |
14.75 |
0.5% |
2,698.25 |
| Low |
2,692.25 |
2,708.50 |
16.25 |
0.6% |
2,667.75 |
| Close |
2,711.00 |
2,723.75 |
12.75 |
0.5% |
2,676.00 |
| Range |
22.00 |
20.50 |
-1.50 |
-6.8% |
30.50 |
| ATR |
17.36 |
17.58 |
0.22 |
1.3% |
0.00 |
| Volume |
1,114,548 |
1,166,017 |
51,469 |
4.6% |
2,670,092 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.00 |
2,773.25 |
2,735.00 |
|
| R3 |
2,761.50 |
2,752.75 |
2,729.50 |
|
| R2 |
2,741.00 |
2,741.00 |
2,727.50 |
|
| R1 |
2,732.25 |
2,732.25 |
2,725.75 |
2,736.50 |
| PP |
2,720.50 |
2,720.50 |
2,720.50 |
2,722.50 |
| S1 |
2,711.75 |
2,711.75 |
2,721.75 |
2,716.00 |
| S2 |
2,700.00 |
2,700.00 |
2,720.00 |
|
| S3 |
2,679.50 |
2,691.25 |
2,718.00 |
|
| S4 |
2,659.00 |
2,670.75 |
2,712.50 |
|
|
| 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 |
2,729.00 |
2,667.75 |
61.25 |
2.2% |
20.00 |
0.7% |
91% |
True |
False |
980,898 |
| 10 |
2,729.00 |
2,667.75 |
61.25 |
2.2% |
15.75 |
0.6% |
91% |
True |
False |
843,640 |
| 20 |
2,729.00 |
2,622.50 |
106.50 |
3.9% |
16.25 |
0.6% |
95% |
True |
False |
1,021,930 |
| 40 |
2,729.00 |
2,556.25 |
172.75 |
6.3% |
18.25 |
0.7% |
97% |
True |
False |
526,832 |
| 60 |
2,729.00 |
2,542.00 |
187.00 |
6.9% |
16.25 |
0.6% |
97% |
True |
False |
352,835 |
| 80 |
2,729.00 |
2,484.50 |
244.50 |
9.0% |
14.75 |
0.5% |
98% |
True |
False |
265,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.00 |
|
2.618 |
2,782.75 |
|
1.618 |
2,762.25 |
|
1.000 |
2,749.50 |
|
0.618 |
2,741.75 |
|
HIGH |
2,729.00 |
|
0.618 |
2,721.25 |
|
0.500 |
2,718.75 |
|
0.382 |
2,716.25 |
|
LOW |
2,708.50 |
|
0.618 |
2,695.75 |
|
1.000 |
2,688.00 |
|
1.618 |
2,675.25 |
|
2.618 |
2,654.75 |
|
4.250 |
2,621.50 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,722.00 |
2,716.50 |
| PP |
2,720.50 |
2,709.00 |
| S1 |
2,718.75 |
2,701.75 |
|