| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,405.00 |
6,513.25 |
108.25 |
1.7% |
6,482.50 |
| High |
6,523.25 |
6,591.25 |
68.00 |
1.0% |
6,492.00 |
| Low |
6,397.75 |
6,511.25 |
113.50 |
1.8% |
6,383.25 |
| Close |
6,514.75 |
6,584.50 |
69.75 |
1.1% |
6,408.75 |
| Range |
125.50 |
80.00 |
-45.50 |
-36.3% |
108.75 |
| ATR |
64.75 |
65.84 |
1.09 |
1.7% |
0.00 |
| Volume |
259,593 |
223,243 |
-36,350 |
-14.0% |
641,979 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,802.25 |
6,773.50 |
6,628.50 |
|
| R3 |
6,722.25 |
6,693.50 |
6,606.50 |
|
| R2 |
6,642.25 |
6,642.25 |
6,599.25 |
|
| R1 |
6,613.50 |
6,613.50 |
6,591.75 |
6,628.00 |
| PP |
6,562.25 |
6,562.25 |
6,562.25 |
6,569.50 |
| S1 |
6,533.50 |
6,533.50 |
6,577.25 |
6,548.00 |
| S2 |
6,482.25 |
6,482.25 |
6,569.75 |
|
| S3 |
6,402.25 |
6,453.50 |
6,562.50 |
|
| S4 |
6,322.25 |
6,373.50 |
6,540.50 |
|
|
| 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 |
6,591.25 |
6,383.25 |
208.00 |
3.2% |
71.75 |
1.1% |
97% |
True |
False |
197,937 |
| 10 |
6,591.25 |
6,383.25 |
208.00 |
3.2% |
63.00 |
1.0% |
97% |
True |
False |
204,007 |
| 20 |
6,591.25 |
6,250.00 |
341.25 |
5.2% |
63.25 |
1.0% |
98% |
True |
False |
203,588 |
| 40 |
6,591.25 |
6,247.00 |
344.25 |
5.2% |
64.50 |
1.0% |
98% |
True |
False |
102,831 |
| 60 |
6,591.25 |
6,024.00 |
567.25 |
8.6% |
59.75 |
0.9% |
99% |
True |
False |
68,744 |
| 80 |
6,591.25 |
5,853.25 |
738.00 |
11.2% |
56.75 |
0.9% |
99% |
True |
False |
51,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,931.25 |
|
2.618 |
6,800.75 |
|
1.618 |
6,720.75 |
|
1.000 |
6,671.25 |
|
0.618 |
6,640.75 |
|
HIGH |
6,591.25 |
|
0.618 |
6,560.75 |
|
0.500 |
6,551.25 |
|
0.382 |
6,541.75 |
|
LOW |
6,511.25 |
|
0.618 |
6,461.75 |
|
1.000 |
6,431.25 |
|
1.618 |
6,381.75 |
|
2.618 |
6,301.75 |
|
4.250 |
6,171.25 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,573.50 |
6,552.00 |
| PP |
6,562.25 |
6,519.75 |
| S1 |
6,551.25 |
6,487.25 |
|