| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,842.25 |
2,874.25 |
32.00 |
1.1% |
2,804.00 |
| High |
2,876.00 |
2,878.50 |
2.50 |
0.1% |
2,876.00 |
| Low |
2,841.25 |
2,851.50 |
10.25 |
0.4% |
2,802.00 |
| Close |
2,874.50 |
2,853.50 |
-21.00 |
-0.7% |
2,874.50 |
| Range |
34.75 |
27.00 |
-7.75 |
-22.3% |
74.00 |
| ATR |
22.56 |
22.88 |
0.32 |
1.4% |
0.00 |
| Volume |
1,286,287 |
1,395,078 |
108,791 |
8.5% |
7,072,359 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.25 |
2,924.75 |
2,868.25 |
|
| R3 |
2,915.25 |
2,897.75 |
2,861.00 |
|
| R2 |
2,888.25 |
2,888.25 |
2,858.50 |
|
| R1 |
2,870.75 |
2,870.75 |
2,856.00 |
2,866.00 |
| PP |
2,861.25 |
2,861.25 |
2,861.25 |
2,858.75 |
| S1 |
2,843.75 |
2,843.75 |
2,851.00 |
2,839.00 |
| S2 |
2,834.25 |
2,834.25 |
2,848.50 |
|
| S3 |
2,807.25 |
2,816.75 |
2,846.00 |
|
| S4 |
2,780.25 |
2,789.75 |
2,838.75 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.75 |
3,047.75 |
2,915.25 |
|
| R3 |
2,998.75 |
2,973.75 |
2,894.75 |
|
| R2 |
2,924.75 |
2,924.75 |
2,888.00 |
|
| R1 |
2,899.75 |
2,899.75 |
2,881.25 |
2,912.25 |
| PP |
2,850.75 |
2,850.75 |
2,850.75 |
2,857.00 |
| S1 |
2,825.75 |
2,825.75 |
2,867.75 |
2,838.25 |
| S2 |
2,776.75 |
2,776.75 |
2,861.00 |
|
| S3 |
2,702.75 |
2,751.75 |
2,854.25 |
|
| S4 |
2,628.75 |
2,677.75 |
2,833.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,878.50 |
2,825.50 |
53.00 |
1.9% |
26.00 |
0.9% |
53% |
True |
False |
1,457,604 |
| 10 |
2,878.50 |
2,769.25 |
109.25 |
3.8% |
27.50 |
1.0% |
77% |
True |
False |
1,470,010 |
| 20 |
2,878.50 |
2,667.75 |
210.75 |
7.4% |
24.00 |
0.8% |
88% |
True |
False |
1,296,952 |
| 40 |
2,878.50 |
2,606.25 |
272.25 |
9.5% |
21.25 |
0.7% |
91% |
True |
False |
1,060,873 |
| 60 |
2,878.50 |
2,556.25 |
322.25 |
11.3% |
19.50 |
0.7% |
92% |
True |
False |
711,021 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.2% |
17.50 |
0.6% |
93% |
True |
False |
534,394 |
| 100 |
2,878.50 |
2,454.00 |
424.50 |
14.9% |
16.25 |
0.6% |
94% |
True |
False |
427,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,993.25 |
|
2.618 |
2,949.25 |
|
1.618 |
2,922.25 |
|
1.000 |
2,905.50 |
|
0.618 |
2,895.25 |
|
HIGH |
2,878.50 |
|
0.618 |
2,868.25 |
|
0.500 |
2,865.00 |
|
0.382 |
2,861.75 |
|
LOW |
2,851.50 |
|
0.618 |
2,834.75 |
|
1.000 |
2,824.50 |
|
1.618 |
2,807.75 |
|
2.618 |
2,780.75 |
|
4.250 |
2,736.75 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,865.00 |
2,854.50 |
| PP |
2,861.25 |
2,854.25 |
| S1 |
2,857.25 |
2,854.00 |
|