| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,782.75 |
2,803.25 |
20.50 |
0.7% |
2,741.75 |
| High |
2,809.50 |
2,808.00 |
-1.50 |
-0.1% |
2,790.00 |
| Low |
2,779.00 |
2,793.75 |
14.75 |
0.5% |
2,736.50 |
| Close |
2,803.75 |
2,796.25 |
-7.50 |
-0.3% |
2,788.75 |
| Range |
30.50 |
14.25 |
-16.25 |
-53.3% |
53.50 |
| ATR |
20.30 |
19.87 |
-0.43 |
-2.1% |
0.00 |
| Volume |
1,541,873 |
1,345,331 |
-196,542 |
-12.7% |
5,733,574 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.00 |
2,833.50 |
2,804.00 |
|
| R3 |
2,827.75 |
2,819.25 |
2,800.25 |
|
| R2 |
2,813.50 |
2,813.50 |
2,798.75 |
|
| R1 |
2,805.00 |
2,805.00 |
2,797.50 |
2,802.00 |
| PP |
2,799.25 |
2,799.25 |
2,799.25 |
2,798.00 |
| S1 |
2,790.75 |
2,790.75 |
2,795.00 |
2,788.00 |
| S2 |
2,785.00 |
2,785.00 |
2,793.75 |
|
| S3 |
2,770.75 |
2,776.50 |
2,792.25 |
|
| S4 |
2,756.50 |
2,762.25 |
2,788.50 |
|
|
| 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 |
2,747.75 |
61.75 |
2.2% |
26.00 |
0.9% |
79% |
False |
False |
1,454,241 |
| 10 |
2,809.50 |
2,708.50 |
101.00 |
3.6% |
21.50 |
0.8% |
87% |
False |
False |
1,290,476 |
| 20 |
2,809.50 |
2,667.75 |
141.75 |
5.1% |
18.25 |
0.7% |
91% |
False |
False |
1,057,781 |
| 40 |
2,809.50 |
2,568.75 |
240.75 |
8.6% |
19.25 |
0.7% |
94% |
False |
False |
818,661 |
| 60 |
2,809.50 |
2,542.00 |
267.50 |
9.6% |
18.00 |
0.6% |
95% |
False |
False |
547,964 |
| 80 |
2,809.50 |
2,484.75 |
324.75 |
11.6% |
16.25 |
0.6% |
96% |
False |
False |
411,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.50 |
|
2.618 |
2,845.25 |
|
1.618 |
2,831.00 |
|
1.000 |
2,822.25 |
|
0.618 |
2,816.75 |
|
HIGH |
2,808.00 |
|
0.618 |
2,802.50 |
|
0.500 |
2,801.00 |
|
0.382 |
2,799.25 |
|
LOW |
2,793.75 |
|
0.618 |
2,785.00 |
|
1.000 |
2,779.50 |
|
1.618 |
2,770.75 |
|
2.618 |
2,756.50 |
|
4.250 |
2,733.25 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,801.00 |
2,794.00 |
| PP |
2,799.25 |
2,791.75 |
| S1 |
2,797.75 |
2,789.50 |
|