| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,803.25 |
2,797.00 |
-6.25 |
-0.2% |
2,789.75 |
| High |
2,808.00 |
2,815.00 |
7.00 |
0.2% |
2,815.00 |
| Low |
2,793.75 |
2,791.75 |
-2.00 |
-0.1% |
2,769.25 |
| Close |
2,796.25 |
2,811.00 |
14.75 |
0.5% |
2,811.00 |
| Range |
14.25 |
23.25 |
9.00 |
63.2% |
45.75 |
| ATR |
19.87 |
20.11 |
0.24 |
1.2% |
0.00 |
| Volume |
1,345,331 |
1,363,990 |
18,659 |
1.4% |
6,232,663 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.75 |
2,866.50 |
2,823.75 |
|
| R3 |
2,852.50 |
2,843.25 |
2,817.50 |
|
| R2 |
2,829.25 |
2,829.25 |
2,815.25 |
|
| R1 |
2,820.00 |
2,820.00 |
2,813.25 |
2,824.50 |
| PP |
2,806.00 |
2,806.00 |
2,806.00 |
2,808.25 |
| S1 |
2,796.75 |
2,796.75 |
2,808.75 |
2,801.50 |
| S2 |
2,782.75 |
2,782.75 |
2,806.75 |
|
| S3 |
2,759.50 |
2,773.50 |
2,804.50 |
|
| S4 |
2,736.25 |
2,750.25 |
2,798.25 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.75 |
2,919.00 |
2,836.25 |
|
| R3 |
2,890.00 |
2,873.25 |
2,823.50 |
|
| R2 |
2,844.25 |
2,844.25 |
2,819.50 |
|
| R1 |
2,827.50 |
2,827.50 |
2,815.25 |
2,836.00 |
| PP |
2,798.50 |
2,798.50 |
2,798.50 |
2,802.50 |
| S1 |
2,781.75 |
2,781.75 |
2,806.75 |
2,790.00 |
| S2 |
2,752.75 |
2,752.75 |
2,802.50 |
|
| S3 |
2,707.00 |
2,736.00 |
2,798.50 |
|
| S4 |
2,661.25 |
2,690.25 |
2,785.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,815.00 |
2,766.75 |
48.25 |
1.7% |
26.00 |
0.9% |
92% |
True |
False |
1,517,956 |
| 10 |
2,815.00 |
2,723.75 |
91.25 |
3.2% |
21.75 |
0.8% |
96% |
True |
False |
1,310,273 |
| 20 |
2,815.00 |
2,667.75 |
147.25 |
5.2% |
18.75 |
0.7% |
97% |
True |
False |
1,076,957 |
| 40 |
2,815.00 |
2,580.00 |
235.00 |
8.4% |
19.25 |
0.7% |
98% |
True |
False |
852,559 |
| 60 |
2,815.00 |
2,542.00 |
273.00 |
9.7% |
18.25 |
0.6% |
99% |
True |
False |
570,538 |
| 80 |
2,815.00 |
2,491.75 |
323.25 |
11.5% |
16.25 |
0.6% |
99% |
True |
False |
428,733 |
| 100 |
2,815.00 |
2,418.25 |
396.75 |
14.1% |
15.50 |
0.6% |
99% |
True |
False |
343,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.75 |
|
2.618 |
2,875.75 |
|
1.618 |
2,852.50 |
|
1.000 |
2,838.25 |
|
0.618 |
2,829.25 |
|
HIGH |
2,815.00 |
|
0.618 |
2,806.00 |
|
0.500 |
2,803.50 |
|
0.382 |
2,800.75 |
|
LOW |
2,791.75 |
|
0.618 |
2,777.50 |
|
1.000 |
2,768.50 |
|
1.618 |
2,754.25 |
|
2.618 |
2,731.00 |
|
4.250 |
2,693.00 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,808.50 |
2,806.25 |
| PP |
2,806.00 |
2,801.75 |
| S1 |
2,803.50 |
2,797.00 |
|