| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,725.00 |
2,741.75 |
16.75 |
0.6% |
2,675.25 |
| High |
2,743.25 |
2,748.50 |
5.25 |
0.2% |
2,743.25 |
| Low |
2,723.75 |
2,736.50 |
12.75 |
0.5% |
2,674.50 |
| Close |
2,742.50 |
2,746.75 |
4.25 |
0.2% |
2,742.50 |
| Range |
19.50 |
12.00 |
-7.50 |
-38.5% |
68.75 |
| ATR |
17.72 |
17.31 |
-0.41 |
-2.3% |
0.00 |
| Volume |
1,136,500 |
903,544 |
-232,956 |
-20.5% |
4,413,330 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.00 |
2,775.25 |
2,753.25 |
|
| R3 |
2,768.00 |
2,763.25 |
2,750.00 |
|
| R2 |
2,756.00 |
2,756.00 |
2,749.00 |
|
| R1 |
2,751.25 |
2,751.25 |
2,747.75 |
2,753.50 |
| PP |
2,744.00 |
2,744.00 |
2,744.00 |
2,745.00 |
| S1 |
2,739.25 |
2,739.25 |
2,745.75 |
2,741.50 |
| S2 |
2,732.00 |
2,732.00 |
2,744.50 |
|
| S3 |
2,720.00 |
2,727.25 |
2,743.50 |
|
| S4 |
2,708.00 |
2,715.25 |
2,740.25 |
|
|
| 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 |
2,748.50 |
2,674.50 |
74.00 |
2.7% |
19.00 |
0.7% |
98% |
True |
False |
1,063,374 |
| 10 |
2,748.50 |
2,667.75 |
80.75 |
2.9% |
15.75 |
0.6% |
98% |
True |
False |
864,147 |
| 20 |
2,748.50 |
2,640.25 |
108.25 |
3.9% |
16.50 |
0.6% |
98% |
True |
False |
1,078,035 |
| 40 |
2,748.50 |
2,556.25 |
192.25 |
7.0% |
18.50 |
0.7% |
99% |
True |
False |
577,504 |
| 60 |
2,748.50 |
2,542.00 |
206.50 |
7.5% |
16.50 |
0.6% |
99% |
True |
False |
386,747 |
| 80 |
2,748.50 |
2,484.75 |
263.75 |
9.6% |
15.00 |
0.5% |
99% |
True |
False |
290,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.50 |
|
2.618 |
2,780.00 |
|
1.618 |
2,768.00 |
|
1.000 |
2,760.50 |
|
0.618 |
2,756.00 |
|
HIGH |
2,748.50 |
|
0.618 |
2,744.00 |
|
0.500 |
2,742.50 |
|
0.382 |
2,741.00 |
|
LOW |
2,736.50 |
|
0.618 |
2,729.00 |
|
1.000 |
2,724.50 |
|
1.618 |
2,717.00 |
|
2.618 |
2,705.00 |
|
4.250 |
2,685.50 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,745.25 |
2,740.75 |
| PP |
2,744.00 |
2,734.50 |
| S1 |
2,742.50 |
2,728.50 |
|