| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,749.75 |
2,750.00 |
0.25 |
0.0% |
2,675.25 |
| High |
2,752.00 |
2,770.50 |
18.50 |
0.7% |
2,743.25 |
| Low |
2,736.50 |
2,747.75 |
11.25 |
0.4% |
2,674.50 |
| Close |
2,750.50 |
2,769.50 |
19.00 |
0.7% |
2,742.50 |
| Range |
15.50 |
22.75 |
7.25 |
46.8% |
68.75 |
| ATR |
17.20 |
17.59 |
0.40 |
2.3% |
0.00 |
| Volume |
1,289,898 |
1,045,414 |
-244,484 |
-19.0% |
4,413,330 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.75 |
2,823.00 |
2,782.00 |
|
| R3 |
2,808.00 |
2,800.25 |
2,775.75 |
|
| R2 |
2,785.25 |
2,785.25 |
2,773.75 |
|
| R1 |
2,777.50 |
2,777.50 |
2,771.50 |
2,781.50 |
| PP |
2,762.50 |
2,762.50 |
2,762.50 |
2,764.50 |
| S1 |
2,754.75 |
2,754.75 |
2,767.50 |
2,758.50 |
| S2 |
2,739.75 |
2,739.75 |
2,765.25 |
|
| S3 |
2,717.00 |
2,732.00 |
2,763.25 |
|
| S4 |
2,694.25 |
2,709.25 |
2,757.00 |
|
|
| 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 |
2,770.50 |
2,723.75 |
46.75 |
1.7% |
17.50 |
0.6% |
98% |
True |
False |
1,102,590 |
| 10 |
2,770.50 |
2,667.75 |
102.75 |
3.7% |
18.75 |
0.7% |
99% |
True |
False |
1,041,744 |
| 20 |
2,770.50 |
2,651.75 |
118.75 |
4.3% |
17.25 |
0.6% |
99% |
True |
False |
1,020,718 |
| 40 |
2,770.50 |
2,556.25 |
214.25 |
7.7% |
18.50 |
0.7% |
100% |
True |
False |
663,979 |
| 60 |
2,770.50 |
2,542.00 |
228.50 |
8.3% |
17.00 |
0.6% |
100% |
True |
False |
444,510 |
| 80 |
2,770.50 |
2,484.75 |
285.75 |
10.3% |
15.25 |
0.6% |
100% |
True |
False |
333,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.25 |
|
2.618 |
2,830.00 |
|
1.618 |
2,807.25 |
|
1.000 |
2,793.25 |
|
0.618 |
2,784.50 |
|
HIGH |
2,770.50 |
|
0.618 |
2,761.75 |
|
0.500 |
2,759.00 |
|
0.382 |
2,756.50 |
|
LOW |
2,747.75 |
|
0.618 |
2,733.75 |
|
1.000 |
2,725.00 |
|
1.618 |
2,711.00 |
|
2.618 |
2,688.25 |
|
4.250 |
2,651.00 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.00 |
2,764.25 |
| PP |
2,762.50 |
2,758.75 |
| S1 |
2,759.00 |
2,753.50 |
|