| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,741.75 |
2,746.50 |
4.75 |
0.2% |
2,675.25 |
| High |
2,748.50 |
2,760.00 |
11.50 |
0.4% |
2,743.25 |
| Low |
2,736.50 |
2,742.75 |
6.25 |
0.2% |
2,674.50 |
| Close |
2,746.75 |
2,752.25 |
5.50 |
0.2% |
2,742.50 |
| Range |
12.00 |
17.25 |
5.25 |
43.8% |
68.75 |
| ATR |
17.31 |
17.31 |
0.00 |
0.0% |
0.00 |
| Volume |
903,544 |
1,137,598 |
234,054 |
25.9% |
4,413,330 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,803.50 |
2,795.00 |
2,761.75 |
|
| R3 |
2,786.25 |
2,777.75 |
2,757.00 |
|
| R2 |
2,769.00 |
2,769.00 |
2,755.50 |
|
| R1 |
2,760.50 |
2,760.50 |
2,753.75 |
2,764.75 |
| PP |
2,751.75 |
2,751.75 |
2,751.75 |
2,753.75 |
| S1 |
2,743.25 |
2,743.25 |
2,750.75 |
2,747.50 |
| S2 |
2,734.50 |
2,734.50 |
2,749.00 |
|
| S3 |
2,717.25 |
2,726.00 |
2,747.50 |
|
| S4 |
2,700.00 |
2,708.75 |
2,742.75 |
|
|
| 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 |
2,760.00 |
2,692.25 |
67.75 |
2.5% |
18.25 |
0.7% |
89% |
True |
False |
1,091,641 |
| 10 |
2,760.00 |
2,667.75 |
92.25 |
3.4% |
16.50 |
0.6% |
92% |
True |
False |
912,456 |
| 20 |
2,760.00 |
2,651.75 |
108.25 |
3.9% |
16.50 |
0.6% |
93% |
True |
False |
1,068,562 |
| 40 |
2,760.00 |
2,556.25 |
203.75 |
7.4% |
18.25 |
0.7% |
96% |
True |
False |
605,779 |
| 60 |
2,760.00 |
2,542.00 |
218.00 |
7.9% |
16.50 |
0.6% |
96% |
True |
False |
405,682 |
| 80 |
2,760.00 |
2,484.75 |
275.25 |
10.0% |
15.00 |
0.5% |
97% |
True |
False |
304,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,833.25 |
|
2.618 |
2,805.25 |
|
1.618 |
2,788.00 |
|
1.000 |
2,777.25 |
|
0.618 |
2,770.75 |
|
HIGH |
2,760.00 |
|
0.618 |
2,753.50 |
|
0.500 |
2,751.50 |
|
0.382 |
2,749.25 |
|
LOW |
2,742.75 |
|
0.618 |
2,732.00 |
|
1.000 |
2,725.50 |
|
1.618 |
2,714.75 |
|
2.618 |
2,697.50 |
|
4.250 |
2,669.50 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.00 |
2,748.75 |
| PP |
2,751.75 |
2,745.25 |
| S1 |
2,751.50 |
2,742.00 |
|