| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,710.25 |
2,725.00 |
14.75 |
0.5% |
2,675.25 |
| High |
2,729.00 |
2,743.25 |
14.25 |
0.5% |
2,743.25 |
| Low |
2,708.50 |
2,723.75 |
15.25 |
0.6% |
2,674.50 |
| Close |
2,723.75 |
2,742.50 |
18.75 |
0.7% |
2,742.50 |
| Range |
20.50 |
19.50 |
-1.00 |
-4.9% |
68.75 |
| ATR |
17.58 |
17.72 |
0.14 |
0.8% |
0.00 |
| Volume |
1,166,017 |
1,136,500 |
-29,517 |
-2.5% |
4,413,330 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.00 |
2,788.25 |
2,753.25 |
|
| R3 |
2,775.50 |
2,768.75 |
2,747.75 |
|
| R2 |
2,756.00 |
2,756.00 |
2,746.00 |
|
| R1 |
2,749.25 |
2,749.25 |
2,744.25 |
2,752.50 |
| PP |
2,736.50 |
2,736.50 |
2,736.50 |
2,738.25 |
| S1 |
2,729.75 |
2,729.75 |
2,740.75 |
2,733.00 |
| S2 |
2,717.00 |
2,717.00 |
2,739.00 |
|
| S3 |
2,697.50 |
2,710.25 |
2,737.25 |
|
| S4 |
2,678.00 |
2,690.75 |
2,731.75 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,926.25 |
2,903.25 |
2,780.25 |
|
| R3 |
2,857.50 |
2,834.50 |
2,761.50 |
|
| R2 |
2,788.75 |
2,788.75 |
2,755.00 |
|
| R1 |
2,765.75 |
2,765.75 |
2,748.75 |
2,777.25 |
| PP |
2,720.00 |
2,720.00 |
2,720.00 |
2,726.00 |
| S1 |
2,697.00 |
2,697.00 |
2,736.25 |
2,708.50 |
| S2 |
2,651.25 |
2,651.25 |
2,730.00 |
|
| S3 |
2,582.50 |
2,628.25 |
2,723.50 |
|
| S4 |
2,513.75 |
2,559.50 |
2,704.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,743.25 |
2,667.75 |
75.50 |
2.8% |
22.75 |
0.8% |
99% |
True |
False |
1,101,073 |
| 10 |
2,743.25 |
2,667.75 |
75.50 |
2.8% |
16.00 |
0.6% |
99% |
True |
False |
859,168 |
| 20 |
2,743.25 |
2,629.00 |
114.25 |
4.2% |
16.50 |
0.6% |
99% |
True |
False |
1,065,122 |
| 40 |
2,743.25 |
2,556.25 |
187.00 |
6.8% |
18.50 |
0.7% |
100% |
True |
False |
555,027 |
| 60 |
2,743.25 |
2,542.00 |
201.25 |
7.3% |
16.50 |
0.6% |
100% |
True |
False |
371,744 |
| 80 |
2,743.25 |
2,484.75 |
258.50 |
9.4% |
15.00 |
0.5% |
100% |
True |
False |
279,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.00 |
|
2.618 |
2,794.25 |
|
1.618 |
2,774.75 |
|
1.000 |
2,762.75 |
|
0.618 |
2,755.25 |
|
HIGH |
2,743.25 |
|
0.618 |
2,735.75 |
|
0.500 |
2,733.50 |
|
0.382 |
2,731.25 |
|
LOW |
2,723.75 |
|
0.618 |
2,711.75 |
|
1.000 |
2,704.25 |
|
1.618 |
2,692.25 |
|
2.618 |
2,672.75 |
|
4.250 |
2,641.00 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.50 |
2,734.25 |
| PP |
2,736.50 |
2,726.00 |
| S1 |
2,733.50 |
2,717.75 |
|