| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,874.25 |
2,853.25 |
-21.00 |
-0.7% |
2,804.00 |
| High |
2,878.50 |
2,858.00 |
-20.50 |
-0.7% |
2,876.00 |
| Low |
2,851.50 |
2,818.50 |
-33.00 |
-1.2% |
2,802.00 |
| Close |
2,853.50 |
2,824.50 |
-29.00 |
-1.0% |
2,874.50 |
| Range |
27.00 |
39.50 |
12.50 |
46.3% |
74.00 |
| ATR |
22.88 |
24.07 |
1.19 |
5.2% |
0.00 |
| Volume |
1,395,078 |
2,133,815 |
738,737 |
53.0% |
7,072,359 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.25 |
2,927.75 |
2,846.25 |
|
| R3 |
2,912.75 |
2,888.25 |
2,835.25 |
|
| R2 |
2,873.25 |
2,873.25 |
2,831.75 |
|
| R1 |
2,848.75 |
2,848.75 |
2,828.00 |
2,841.25 |
| PP |
2,833.75 |
2,833.75 |
2,833.75 |
2,830.00 |
| S1 |
2,809.25 |
2,809.25 |
2,821.00 |
2,801.75 |
| S2 |
2,794.25 |
2,794.25 |
2,817.25 |
|
| S3 |
2,754.75 |
2,769.75 |
2,813.75 |
|
| S4 |
2,715.25 |
2,730.25 |
2,802.75 |
|
|
| 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 |
2,818.50 |
60.00 |
2.1% |
30.75 |
1.1% |
10% |
False |
True |
1,627,935 |
| 10 |
2,878.50 |
2,779.00 |
99.50 |
3.5% |
27.50 |
1.0% |
46% |
False |
False |
1,485,244 |
| 20 |
2,878.50 |
2,674.50 |
204.00 |
7.2% |
24.50 |
0.9% |
74% |
False |
False |
1,349,040 |
| 40 |
2,878.50 |
2,606.25 |
272.25 |
9.6% |
21.25 |
0.8% |
80% |
False |
False |
1,112,054 |
| 60 |
2,878.50 |
2,556.25 |
322.25 |
11.4% |
20.00 |
0.7% |
83% |
False |
False |
746,503 |
| 80 |
2,878.50 |
2,534.25 |
344.25 |
12.2% |
18.00 |
0.6% |
84% |
False |
False |
561,055 |
| 100 |
2,878.50 |
2,454.50 |
424.00 |
15.0% |
16.50 |
0.6% |
87% |
False |
False |
449,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,026.00 |
|
2.618 |
2,961.50 |
|
1.618 |
2,922.00 |
|
1.000 |
2,897.50 |
|
0.618 |
2,882.50 |
|
HIGH |
2,858.00 |
|
0.618 |
2,843.00 |
|
0.500 |
2,838.25 |
|
0.382 |
2,833.50 |
|
LOW |
2,818.50 |
|
0.618 |
2,794.00 |
|
1.000 |
2,779.00 |
|
1.618 |
2,754.50 |
|
2.618 |
2,715.00 |
|
4.250 |
2,650.50 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.25 |
2,848.50 |
| PP |
2,833.75 |
2,840.50 |
| S1 |
2,829.00 |
2,832.50 |
|