| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,746.50 |
2,749.75 |
3.25 |
0.1% |
2,675.25 |
| High |
2,760.00 |
2,752.00 |
-8.00 |
-0.3% |
2,743.25 |
| Low |
2,742.75 |
2,736.50 |
-6.25 |
-0.2% |
2,674.50 |
| Close |
2,752.25 |
2,750.50 |
-1.75 |
-0.1% |
2,742.50 |
| Range |
17.25 |
15.50 |
-1.75 |
-10.1% |
68.75 |
| ATR |
17.31 |
17.20 |
-0.11 |
-0.6% |
0.00 |
| Volume |
1,137,598 |
1,289,898 |
152,300 |
13.4% |
4,413,330 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.75 |
2,787.25 |
2,759.00 |
|
| R3 |
2,777.25 |
2,771.75 |
2,754.75 |
|
| R2 |
2,761.75 |
2,761.75 |
2,753.25 |
|
| R1 |
2,756.25 |
2,756.25 |
2,752.00 |
2,759.00 |
| PP |
2,746.25 |
2,746.25 |
2,746.25 |
2,747.75 |
| S1 |
2,740.75 |
2,740.75 |
2,749.00 |
2,743.50 |
| S2 |
2,730.75 |
2,730.75 |
2,747.75 |
|
| S3 |
2,715.25 |
2,725.25 |
2,746.25 |
|
| S4 |
2,699.75 |
2,709.75 |
2,742.00 |
|
|
| 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 |
2,708.50 |
51.50 |
1.9% |
17.00 |
0.6% |
82% |
False |
False |
1,126,711 |
| 10 |
2,760.00 |
2,667.75 |
92.25 |
3.4% |
17.50 |
0.6% |
90% |
False |
False |
1,003,836 |
| 20 |
2,760.00 |
2,651.75 |
108.25 |
3.9% |
16.50 |
0.6% |
91% |
False |
False |
1,051,401 |
| 40 |
2,760.00 |
2,556.25 |
203.75 |
7.4% |
18.25 |
0.7% |
95% |
False |
False |
637,970 |
| 60 |
2,760.00 |
2,542.00 |
218.00 |
7.9% |
16.75 |
0.6% |
96% |
False |
False |
427,131 |
| 80 |
2,760.00 |
2,484.75 |
275.25 |
10.0% |
15.00 |
0.5% |
97% |
False |
False |
320,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,818.00 |
|
2.618 |
2,792.50 |
|
1.618 |
2,777.00 |
|
1.000 |
2,767.50 |
|
0.618 |
2,761.50 |
|
HIGH |
2,752.00 |
|
0.618 |
2,746.00 |
|
0.500 |
2,744.25 |
|
0.382 |
2,742.50 |
|
LOW |
2,736.50 |
|
0.618 |
2,727.00 |
|
1.000 |
2,721.00 |
|
1.618 |
2,711.50 |
|
2.618 |
2,696.00 |
|
4.250 |
2,670.50 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.50 |
2,749.75 |
| PP |
2,746.25 |
2,749.00 |
| S1 |
2,744.25 |
2,748.25 |
|