| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,444.50 |
6,405.00 |
-39.50 |
-0.6% |
6,482.50 |
| High |
6,467.75 |
6,523.25 |
55.50 |
0.9% |
6,492.00 |
| Low |
6,383.25 |
6,397.75 |
14.50 |
0.2% |
6,383.25 |
| Close |
6,408.75 |
6,514.75 |
106.00 |
1.7% |
6,408.75 |
| Range |
84.50 |
125.50 |
41.00 |
48.5% |
108.75 |
| ATR |
60.07 |
64.75 |
4.67 |
7.8% |
0.00 |
| Volume |
210,114 |
259,593 |
49,479 |
23.5% |
641,979 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.00 |
6,810.50 |
6,583.75 |
|
| R3 |
6,729.50 |
6,685.00 |
6,549.25 |
|
| R2 |
6,604.00 |
6,604.00 |
6,537.75 |
|
| R1 |
6,559.50 |
6,559.50 |
6,526.25 |
6,581.75 |
| PP |
6,478.50 |
6,478.50 |
6,478.50 |
6,489.75 |
| S1 |
6,434.00 |
6,434.00 |
6,503.25 |
6,456.25 |
| S2 |
6,353.00 |
6,353.00 |
6,491.75 |
|
| S3 |
6,227.50 |
6,308.50 |
6,480.25 |
|
| S4 |
6,102.00 |
6,183.00 |
6,445.75 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,754.25 |
6,690.25 |
6,468.50 |
|
| R3 |
6,645.50 |
6,581.50 |
6,438.75 |
|
| R2 |
6,536.75 |
6,536.75 |
6,428.75 |
|
| R1 |
6,472.75 |
6,472.75 |
6,418.75 |
6,450.50 |
| PP |
6,428.00 |
6,428.00 |
6,428.00 |
6,416.75 |
| S1 |
6,364.00 |
6,364.00 |
6,398.75 |
6,341.50 |
| S2 |
6,319.25 |
6,319.25 |
6,388.75 |
|
| S3 |
6,210.50 |
6,255.25 |
6,378.75 |
|
| S4 |
6,101.75 |
6,146.50 |
6,349.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,523.25 |
6,383.25 |
140.00 |
2.1% |
67.75 |
1.0% |
94% |
True |
False |
180,314 |
| 10 |
6,545.75 |
6,383.25 |
162.50 |
2.5% |
59.50 |
0.9% |
81% |
False |
False |
203,718 |
| 20 |
6,545.75 |
6,250.00 |
295.75 |
4.5% |
66.75 |
1.0% |
90% |
False |
False |
192,906 |
| 40 |
6,545.75 |
6,247.00 |
298.75 |
4.6% |
64.00 |
1.0% |
90% |
False |
False |
97,271 |
| 60 |
6,545.75 |
6,024.00 |
521.75 |
8.0% |
58.75 |
0.9% |
94% |
False |
False |
65,030 |
| 80 |
6,545.75 |
5,853.25 |
692.50 |
10.6% |
56.25 |
0.9% |
96% |
False |
False |
48,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,056.50 |
|
2.618 |
6,851.75 |
|
1.618 |
6,726.25 |
|
1.000 |
6,648.75 |
|
0.618 |
6,600.75 |
|
HIGH |
6,523.25 |
|
0.618 |
6,475.25 |
|
0.500 |
6,460.50 |
|
0.382 |
6,445.75 |
|
LOW |
6,397.75 |
|
0.618 |
6,320.25 |
|
1.000 |
6,272.25 |
|
1.618 |
6,194.75 |
|
2.618 |
6,069.25 |
|
4.250 |
5,864.50 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,496.75 |
6,494.25 |
| PP |
6,478.50 |
6,473.75 |
| S1 |
6,460.50 |
6,453.25 |
|