| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,837.00 |
2,840.00 |
3.00 |
0.1% |
2,789.75 |
| High |
2,855.25 |
2,853.75 |
-1.50 |
-0.1% |
2,815.00 |
| Low |
2,825.50 |
2,830.75 |
5.25 |
0.2% |
2,769.25 |
| Close |
2,841.00 |
2,841.25 |
0.25 |
0.0% |
2,811.00 |
| Range |
29.75 |
23.00 |
-6.75 |
-22.7% |
45.75 |
| ATR |
21.52 |
21.62 |
0.11 |
0.5% |
0.00 |
| Volume |
1,885,278 |
1,439,217 |
-446,061 |
-23.7% |
6,232,663 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.00 |
2,899.00 |
2,854.00 |
|
| R3 |
2,888.00 |
2,876.00 |
2,847.50 |
|
| R2 |
2,865.00 |
2,865.00 |
2,845.50 |
|
| R1 |
2,853.00 |
2,853.00 |
2,843.25 |
2,859.00 |
| PP |
2,842.00 |
2,842.00 |
2,842.00 |
2,845.00 |
| S1 |
2,830.00 |
2,830.00 |
2,839.25 |
2,836.00 |
| S2 |
2,819.00 |
2,819.00 |
2,837.00 |
|
| S3 |
2,796.00 |
2,807.00 |
2,835.00 |
|
| S4 |
2,773.00 |
2,784.00 |
2,828.50 |
|
|
| 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% |
25.75 |
0.9% |
78% |
False |
False |
1,430,012 |
| 10 |
2,855.25 |
2,747.75 |
107.50 |
3.8% |
25.75 |
0.9% |
87% |
False |
False |
1,442,126 |
| 20 |
2,855.25 |
2,667.75 |
187.50 |
6.6% |
21.50 |
0.8% |
93% |
False |
False |
1,222,981 |
| 40 |
2,855.25 |
2,599.00 |
256.25 |
9.0% |
20.75 |
0.7% |
95% |
False |
False |
995,673 |
| 60 |
2,855.25 |
2,556.25 |
299.00 |
10.5% |
19.00 |
0.7% |
95% |
False |
False |
666,476 |
| 80 |
2,855.25 |
2,517.00 |
338.25 |
11.9% |
17.00 |
0.6% |
96% |
False |
False |
500,947 |
| 100 |
2,855.25 |
2,443.00 |
412.25 |
14.5% |
15.75 |
0.6% |
97% |
False |
False |
400,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.50 |
|
2.618 |
2,914.00 |
|
1.618 |
2,891.00 |
|
1.000 |
2,876.75 |
|
0.618 |
2,868.00 |
|
HIGH |
2,853.75 |
|
0.618 |
2,845.00 |
|
0.500 |
2,842.25 |
|
0.382 |
2,839.50 |
|
LOW |
2,830.75 |
|
0.618 |
2,816.50 |
|
1.000 |
2,807.75 |
|
1.618 |
2,793.50 |
|
2.618 |
2,770.50 |
|
4.250 |
2,733.00 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.25 |
2,841.00 |
| PP |
2,842.00 |
2,840.75 |
| S1 |
2,841.50 |
2,840.50 |
|