| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,789.75 |
2,782.75 |
-7.00 |
-0.3% |
2,741.75 |
| High |
2,808.50 |
2,809.50 |
1.00 |
0.0% |
2,790.00 |
| Low |
2,769.25 |
2,779.00 |
9.75 |
0.4% |
2,736.50 |
| Close |
2,782.50 |
2,803.75 |
21.25 |
0.8% |
2,788.75 |
| Range |
39.25 |
30.50 |
-8.75 |
-22.3% |
53.50 |
| ATR |
19.51 |
20.30 |
0.78 |
4.0% |
0.00 |
| Volume |
1,981,469 |
1,541,873 |
-439,596 |
-22.2% |
5,733,574 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.00 |
2,876.75 |
2,820.50 |
|
| R3 |
2,858.50 |
2,846.25 |
2,812.25 |
|
| R2 |
2,828.00 |
2,828.00 |
2,809.25 |
|
| R1 |
2,815.75 |
2,815.75 |
2,806.50 |
2,822.00 |
| PP |
2,797.50 |
2,797.50 |
2,797.50 |
2,800.50 |
| S1 |
2,785.25 |
2,785.25 |
2,801.00 |
2,791.50 |
| S2 |
2,767.00 |
2,767.00 |
2,798.25 |
|
| S3 |
2,736.50 |
2,754.75 |
2,795.25 |
|
| S4 |
2,706.00 |
2,724.25 |
2,787.00 |
|
|
| 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 |
2,809.50 |
2,736.50 |
73.00 |
2.6% |
26.25 |
0.9% |
92% |
True |
False |
1,443,154 |
| 10 |
2,809.50 |
2,692.25 |
117.25 |
4.2% |
22.25 |
0.8% |
95% |
True |
False |
1,267,398 |
| 20 |
2,809.50 |
2,667.75 |
141.75 |
5.1% |
18.50 |
0.7% |
96% |
True |
False |
1,042,553 |
| 40 |
2,809.50 |
2,568.75 |
240.75 |
8.6% |
19.00 |
0.7% |
98% |
True |
False |
785,143 |
| 60 |
2,809.50 |
2,542.00 |
267.50 |
9.5% |
18.00 |
0.6% |
98% |
True |
False |
525,623 |
| 80 |
2,809.50 |
2,484.75 |
324.75 |
11.6% |
16.00 |
0.6% |
98% |
True |
False |
394,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.00 |
|
2.618 |
2,889.25 |
|
1.618 |
2,858.75 |
|
1.000 |
2,840.00 |
|
0.618 |
2,828.25 |
|
HIGH |
2,809.50 |
|
0.618 |
2,797.75 |
|
0.500 |
2,794.25 |
|
0.382 |
2,790.75 |
|
LOW |
2,779.00 |
|
0.618 |
2,760.25 |
|
1.000 |
2,748.50 |
|
1.618 |
2,729.75 |
|
2.618 |
2,699.25 |
|
4.250 |
2,649.50 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,800.50 |
2,798.50 |
| PP |
2,797.50 |
2,793.25 |
| S1 |
2,794.25 |
2,788.00 |
|