| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,768.75 |
2,789.75 |
21.00 |
0.8% |
2,741.75 |
| High |
2,790.00 |
2,808.50 |
18.50 |
0.7% |
2,790.00 |
| Low |
2,766.75 |
2,769.25 |
2.50 |
0.1% |
2,736.50 |
| Close |
2,788.75 |
2,782.50 |
-6.25 |
-0.2% |
2,788.75 |
| Range |
23.25 |
39.25 |
16.00 |
68.8% |
53.50 |
| ATR |
18.00 |
19.51 |
1.52 |
8.4% |
0.00 |
| Volume |
1,357,120 |
1,981,469 |
624,349 |
46.0% |
5,733,574 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.50 |
2,882.75 |
2,804.00 |
|
| R3 |
2,865.25 |
2,843.50 |
2,793.25 |
|
| R2 |
2,826.00 |
2,826.00 |
2,789.75 |
|
| R1 |
2,804.25 |
2,804.25 |
2,786.00 |
2,795.50 |
| PP |
2,786.75 |
2,786.75 |
2,786.75 |
2,782.50 |
| S1 |
2,765.00 |
2,765.00 |
2,779.00 |
2,756.25 |
| S2 |
2,747.50 |
2,747.50 |
2,775.25 |
|
| S3 |
2,708.25 |
2,725.75 |
2,771.75 |
|
| S4 |
2,669.00 |
2,686.50 |
2,761.00 |
|
|
| 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 |
2,808.50 |
2,736.50 |
72.00 |
2.6% |
23.50 |
0.8% |
64% |
True |
False |
1,362,299 |
| 10 |
2,808.50 |
2,674.50 |
134.00 |
4.8% |
21.25 |
0.8% |
81% |
True |
False |
1,212,837 |
| 20 |
2,808.50 |
2,652.50 |
156.00 |
5.6% |
18.50 |
0.7% |
83% |
True |
False |
1,036,002 |
| 40 |
2,808.50 |
2,563.00 |
245.50 |
8.8% |
19.00 |
0.7% |
89% |
True |
False |
747,098 |
| 60 |
2,808.50 |
2,542.00 |
266.50 |
9.6% |
17.75 |
0.6% |
90% |
True |
False |
500,034 |
| 80 |
2,808.50 |
2,484.75 |
323.75 |
11.6% |
15.75 |
0.6% |
92% |
True |
False |
375,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.25 |
|
2.618 |
2,911.25 |
|
1.618 |
2,872.00 |
|
1.000 |
2,847.75 |
|
0.618 |
2,832.75 |
|
HIGH |
2,808.50 |
|
0.618 |
2,793.50 |
|
0.500 |
2,789.00 |
|
0.382 |
2,784.25 |
|
LOW |
2,769.25 |
|
0.618 |
2,745.00 |
|
1.000 |
2,730.00 |
|
1.618 |
2,705.75 |
|
2.618 |
2,666.50 |
|
4.250 |
2,602.50 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,789.00 |
2,781.00 |
| PP |
2,786.75 |
2,779.50 |
| S1 |
2,784.50 |
2,778.00 |
|