| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,853.25 |
2,823.25 |
-30.00 |
-1.1% |
2,804.00 |
| High |
2,858.00 |
2,839.75 |
-18.25 |
-0.6% |
2,876.00 |
| Low |
2,818.50 |
2,813.00 |
-5.50 |
-0.2% |
2,802.00 |
| Close |
2,824.50 |
2,825.75 |
1.25 |
0.0% |
2,874.50 |
| Range |
39.50 |
26.75 |
-12.75 |
-32.3% |
74.00 |
| ATR |
24.07 |
24.26 |
0.19 |
0.8% |
0.00 |
| Volume |
2,133,815 |
1,841,227 |
-292,588 |
-13.7% |
7,072,359 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.50 |
2,892.75 |
2,840.50 |
|
| R3 |
2,879.75 |
2,866.00 |
2,833.00 |
|
| R2 |
2,853.00 |
2,853.00 |
2,830.75 |
|
| R1 |
2,839.25 |
2,839.25 |
2,828.25 |
2,846.00 |
| PP |
2,826.25 |
2,826.25 |
2,826.25 |
2,829.50 |
| S1 |
2,812.50 |
2,812.50 |
2,823.25 |
2,819.50 |
| S2 |
2,799.50 |
2,799.50 |
2,820.75 |
|
| S3 |
2,772.75 |
2,785.75 |
2,818.50 |
|
| S4 |
2,746.00 |
2,759.00 |
2,811.00 |
|
|
| 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 |
2,813.00 |
65.50 |
2.3% |
30.25 |
1.1% |
19% |
False |
True |
1,619,124 |
| 10 |
2,878.50 |
2,791.75 |
86.75 |
3.1% |
27.00 |
1.0% |
39% |
False |
False |
1,515,180 |
| 20 |
2,878.50 |
2,692.25 |
186.25 |
6.6% |
24.75 |
0.9% |
72% |
False |
False |
1,391,289 |
| 40 |
2,878.50 |
2,622.50 |
256.00 |
9.1% |
20.75 |
0.7% |
79% |
False |
False |
1,155,877 |
| 60 |
2,878.50 |
2,556.25 |
322.25 |
11.4% |
20.25 |
0.7% |
84% |
False |
False |
777,082 |
| 80 |
2,878.50 |
2,539.75 |
338.75 |
12.0% |
18.00 |
0.6% |
84% |
False |
False |
584,023 |
| 100 |
2,878.50 |
2,454.50 |
424.00 |
15.0% |
16.50 |
0.6% |
88% |
False |
False |
467,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.50 |
|
2.618 |
2,909.75 |
|
1.618 |
2,883.00 |
|
1.000 |
2,866.50 |
|
0.618 |
2,856.25 |
|
HIGH |
2,839.75 |
|
0.618 |
2,829.50 |
|
0.500 |
2,826.50 |
|
0.382 |
2,823.25 |
|
LOW |
2,813.00 |
|
0.618 |
2,796.50 |
|
1.000 |
2,786.25 |
|
1.618 |
2,769.75 |
|
2.618 |
2,743.00 |
|
4.250 |
2,699.25 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,826.50 |
2,845.75 |
| PP |
2,826.25 |
2,839.00 |
| S1 |
2,826.00 |
2,832.50 |
|