| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,804.00 |
2,835.25 |
31.25 |
1.1% |
2,789.75 |
| High |
2,838.25 |
2,844.75 |
6.50 |
0.2% |
2,815.00 |
| Low |
2,802.00 |
2,828.75 |
26.75 |
1.0% |
2,769.25 |
| Close |
2,835.25 |
2,839.50 |
4.25 |
0.1% |
2,811.00 |
| Range |
36.25 |
16.00 |
-20.25 |
-55.9% |
45.75 |
| ATR |
21.26 |
20.89 |
-0.38 |
-1.8% |
0.00 |
| Volume |
1,179,414 |
1,282,163 |
102,749 |
8.7% |
6,232,663 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.75 |
2,878.50 |
2,848.25 |
|
| R3 |
2,869.75 |
2,862.50 |
2,844.00 |
|
| R2 |
2,853.75 |
2,853.75 |
2,842.50 |
|
| R1 |
2,846.50 |
2,846.50 |
2,841.00 |
2,850.00 |
| PP |
2,837.75 |
2,837.75 |
2,837.75 |
2,839.50 |
| S1 |
2,830.50 |
2,830.50 |
2,838.00 |
2,834.00 |
| S2 |
2,821.75 |
2,821.75 |
2,836.50 |
|
| S3 |
2,805.75 |
2,814.50 |
2,835.00 |
|
| S4 |
2,789.75 |
2,798.50 |
2,830.75 |
|
|
| 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 |
2,844.75 |
2,779.00 |
65.75 |
2.3% |
24.00 |
0.8% |
92% |
True |
False |
1,342,554 |
| 10 |
2,844.75 |
2,736.50 |
108.25 |
3.8% |
23.75 |
0.8% |
95% |
True |
False |
1,352,427 |
| 20 |
2,844.75 |
2,667.75 |
177.00 |
6.2% |
19.75 |
0.7% |
97% |
True |
False |
1,108,287 |
| 40 |
2,844.75 |
2,590.75 |
254.00 |
8.9% |
20.00 |
0.7% |
98% |
True |
False |
913,323 |
| 60 |
2,844.75 |
2,556.00 |
288.75 |
10.2% |
18.50 |
0.7% |
98% |
True |
False |
611,316 |
| 80 |
2,844.75 |
2,498.50 |
346.25 |
12.2% |
16.50 |
0.6% |
98% |
True |
False |
459,458 |
| 100 |
2,844.75 |
2,440.25 |
404.50 |
14.2% |
15.75 |
0.6% |
99% |
True |
False |
367,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.75 |
|
2.618 |
2,886.75 |
|
1.618 |
2,870.75 |
|
1.000 |
2,860.75 |
|
0.618 |
2,854.75 |
|
HIGH |
2,844.75 |
|
0.618 |
2,838.75 |
|
0.500 |
2,836.75 |
|
0.382 |
2,834.75 |
|
LOW |
2,828.75 |
|
0.618 |
2,818.75 |
|
1.000 |
2,812.75 |
|
1.618 |
2,802.75 |
|
2.618 |
2,786.75 |
|
4.250 |
2,760.75 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.50 |
2,832.50 |
| PP |
2,837.75 |
2,825.25 |
| S1 |
2,836.75 |
2,818.25 |
|