| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,835.25 |
2,837.00 |
1.75 |
0.1% |
2,789.75 |
| High |
2,844.75 |
2,855.25 |
10.50 |
0.4% |
2,815.00 |
| Low |
2,828.75 |
2,825.50 |
-3.25 |
-0.1% |
2,769.25 |
| Close |
2,839.50 |
2,841.00 |
1.50 |
0.1% |
2,811.00 |
| Range |
16.00 |
29.75 |
13.75 |
85.9% |
45.75 |
| ATR |
20.89 |
21.52 |
0.63 |
3.0% |
0.00 |
| Volume |
1,282,163 |
1,885,278 |
603,115 |
47.0% |
6,232,663 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.75 |
2,915.25 |
2,857.25 |
|
| R3 |
2,900.00 |
2,885.50 |
2,849.25 |
|
| R2 |
2,870.25 |
2,870.25 |
2,846.50 |
|
| R1 |
2,855.75 |
2,855.75 |
2,843.75 |
2,863.00 |
| PP |
2,840.50 |
2,840.50 |
2,840.50 |
2,844.25 |
| S1 |
2,826.00 |
2,826.00 |
2,838.25 |
2,833.25 |
| S2 |
2,810.75 |
2,810.75 |
2,835.50 |
|
| S3 |
2,781.00 |
2,796.25 |
2,832.75 |
|
| S4 |
2,751.25 |
2,766.50 |
2,824.75 |
|
|
| 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 |
2,855.25 |
2,791.75 |
63.50 |
2.2% |
24.00 |
0.8% |
78% |
True |
False |
1,411,235 |
| 10 |
2,855.25 |
2,736.50 |
118.75 |
4.2% |
25.00 |
0.9% |
88% |
True |
False |
1,427,195 |
| 20 |
2,855.25 |
2,667.75 |
187.50 |
6.6% |
20.75 |
0.7% |
92% |
True |
False |
1,169,825 |
| 40 |
2,855.25 |
2,597.75 |
257.50 |
9.1% |
20.25 |
0.7% |
94% |
True |
False |
960,357 |
| 60 |
2,855.25 |
2,556.25 |
299.00 |
10.5% |
18.75 |
0.7% |
95% |
True |
False |
642,595 |
| 80 |
2,855.25 |
2,504.50 |
350.75 |
12.3% |
16.75 |
0.6% |
96% |
True |
False |
482,980 |
| 100 |
2,855.25 |
2,443.00 |
412.25 |
14.5% |
15.75 |
0.6% |
97% |
True |
False |
386,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,981.75 |
|
2.618 |
2,933.25 |
|
1.618 |
2,903.50 |
|
1.000 |
2,885.00 |
|
0.618 |
2,873.75 |
|
HIGH |
2,855.25 |
|
0.618 |
2,844.00 |
|
0.500 |
2,840.50 |
|
0.382 |
2,836.75 |
|
LOW |
2,825.50 |
|
0.618 |
2,807.00 |
|
1.000 |
2,795.75 |
|
1.618 |
2,777.25 |
|
2.618 |
2,747.50 |
|
4.250 |
2,699.00 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,840.75 |
2,837.00 |
| PP |
2,840.50 |
2,832.75 |
| S1 |
2,840.50 |
2,828.50 |
|