| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,797.00 |
2,804.00 |
7.00 |
0.3% |
2,789.75 |
| High |
2,815.00 |
2,838.25 |
23.25 |
0.8% |
2,815.00 |
| Low |
2,791.75 |
2,802.00 |
10.25 |
0.4% |
2,769.25 |
| Close |
2,811.00 |
2,835.25 |
24.25 |
0.9% |
2,811.00 |
| Range |
23.25 |
36.25 |
13.00 |
55.9% |
45.75 |
| ATR |
20.11 |
21.26 |
1.15 |
5.7% |
0.00 |
| Volume |
1,363,990 |
1,179,414 |
-184,576 |
-13.5% |
6,232,663 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.00 |
2,920.75 |
2,855.25 |
|
| R3 |
2,897.75 |
2,884.50 |
2,845.25 |
|
| R2 |
2,861.50 |
2,861.50 |
2,842.00 |
|
| R1 |
2,848.25 |
2,848.25 |
2,838.50 |
2,855.00 |
| PP |
2,825.25 |
2,825.25 |
2,825.25 |
2,828.50 |
| S1 |
2,812.00 |
2,812.00 |
2,832.00 |
2,818.50 |
| S2 |
2,789.00 |
2,789.00 |
2,828.50 |
|
| S3 |
2,752.75 |
2,775.75 |
2,825.25 |
|
| S4 |
2,716.50 |
2,739.50 |
2,815.25 |
|
|
| 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 |
2,838.25 |
2,769.25 |
69.00 |
2.4% |
28.75 |
1.0% |
96% |
True |
False |
1,482,415 |
| 10 |
2,838.25 |
2,736.50 |
101.75 |
3.6% |
23.50 |
0.8% |
97% |
True |
False |
1,314,565 |
| 20 |
2,838.25 |
2,667.75 |
170.50 |
6.0% |
19.75 |
0.7% |
98% |
True |
False |
1,086,866 |
| 40 |
2,838.25 |
2,590.75 |
247.50 |
8.7% |
19.75 |
0.7% |
99% |
True |
False |
881,546 |
| 60 |
2,838.25 |
2,542.00 |
296.25 |
10.4% |
18.75 |
0.7% |
99% |
True |
False |
590,070 |
| 80 |
2,838.25 |
2,492.50 |
345.75 |
12.2% |
16.50 |
0.6% |
99% |
True |
False |
443,454 |
| 100 |
2,838.25 |
2,418.25 |
420.00 |
14.8% |
15.75 |
0.6% |
99% |
True |
False |
354,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,992.25 |
|
2.618 |
2,933.25 |
|
1.618 |
2,897.00 |
|
1.000 |
2,874.50 |
|
0.618 |
2,860.75 |
|
HIGH |
2,838.25 |
|
0.618 |
2,824.50 |
|
0.500 |
2,820.00 |
|
0.382 |
2,815.75 |
|
LOW |
2,802.00 |
|
0.618 |
2,779.50 |
|
1.000 |
2,765.75 |
|
1.618 |
2,743.25 |
|
2.618 |
2,707.00 |
|
4.250 |
2,648.00 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,830.25 |
2,828.50 |
| PP |
2,825.25 |
2,821.75 |
| S1 |
2,820.00 |
2,815.00 |
|