| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,750.00 |
2,768.75 |
18.75 |
0.7% |
2,741.75 |
| High |
2,770.50 |
2,790.00 |
19.50 |
0.7% |
2,790.00 |
| Low |
2,747.75 |
2,766.75 |
19.00 |
0.7% |
2,736.50 |
| Close |
2,769.50 |
2,788.75 |
19.25 |
0.7% |
2,788.75 |
| Range |
22.75 |
23.25 |
0.50 |
2.2% |
53.50 |
| ATR |
17.59 |
18.00 |
0.40 |
2.3% |
0.00 |
| Volume |
1,045,414 |
1,357,120 |
311,706 |
29.8% |
5,733,574 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.50 |
2,843.50 |
2,801.50 |
|
| R3 |
2,828.25 |
2,820.25 |
2,795.25 |
|
| R2 |
2,805.00 |
2,805.00 |
2,793.00 |
|
| R1 |
2,797.00 |
2,797.00 |
2,791.00 |
2,801.00 |
| PP |
2,781.75 |
2,781.75 |
2,781.75 |
2,784.00 |
| S1 |
2,773.75 |
2,773.75 |
2,786.50 |
2,777.75 |
| S2 |
2,758.50 |
2,758.50 |
2,784.50 |
|
| S3 |
2,735.25 |
2,750.50 |
2,782.25 |
|
| S4 |
2,712.00 |
2,727.25 |
2,776.00 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,932.25 |
2,914.00 |
2,818.25 |
|
| R3 |
2,878.75 |
2,860.50 |
2,803.50 |
|
| R2 |
2,825.25 |
2,825.25 |
2,798.50 |
|
| R1 |
2,807.00 |
2,807.00 |
2,793.75 |
2,816.00 |
| PP |
2,771.75 |
2,771.75 |
2,771.75 |
2,776.25 |
| S1 |
2,753.50 |
2,753.50 |
2,783.75 |
2,762.50 |
| S2 |
2,718.25 |
2,718.25 |
2,779.00 |
|
| S3 |
2,664.75 |
2,700.00 |
2,774.00 |
|
| S4 |
2,611.25 |
2,646.50 |
2,759.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.00 |
2,736.50 |
53.50 |
1.9% |
18.25 |
0.7% |
98% |
True |
False |
1,146,714 |
| 10 |
2,790.00 |
2,667.75 |
122.25 |
4.4% |
20.50 |
0.7% |
99% |
True |
False |
1,123,894 |
| 20 |
2,790.00 |
2,651.75 |
138.25 |
5.0% |
17.50 |
0.6% |
99% |
True |
False |
1,010,284 |
| 40 |
2,790.00 |
2,556.25 |
233.75 |
8.4% |
18.50 |
0.7% |
99% |
True |
False |
697,709 |
| 60 |
2,790.00 |
2,542.00 |
248.00 |
8.9% |
17.25 |
0.6% |
99% |
True |
False |
467,047 |
| 80 |
2,790.00 |
2,484.75 |
305.25 |
10.9% |
15.50 |
0.6% |
100% |
True |
False |
350,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.75 |
|
2.618 |
2,850.75 |
|
1.618 |
2,827.50 |
|
1.000 |
2,813.25 |
|
0.618 |
2,804.25 |
|
HIGH |
2,790.00 |
|
0.618 |
2,781.00 |
|
0.500 |
2,778.50 |
|
0.382 |
2,775.75 |
|
LOW |
2,766.75 |
|
0.618 |
2,752.50 |
|
1.000 |
2,743.50 |
|
1.618 |
2,729.25 |
|
2.618 |
2,706.00 |
|
4.250 |
2,668.00 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,785.25 |
2,780.25 |
| PP |
2,781.75 |
2,771.75 |
| S1 |
2,778.50 |
2,763.25 |
|