| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,513.25 |
6,583.75 |
70.50 |
1.1% |
6,482.50 |
| High |
6,591.25 |
6,617.50 |
26.25 |
0.4% |
6,492.00 |
| Low |
6,511.25 |
6,580.00 |
68.75 |
1.1% |
6,383.25 |
| Close |
6,584.50 |
6,603.50 |
19.00 |
0.3% |
6,408.75 |
| Range |
80.00 |
37.50 |
-42.50 |
-53.1% |
108.75 |
| ATR |
65.84 |
63.81 |
-2.02 |
-3.1% |
0.00 |
| Volume |
223,243 |
254,577 |
31,334 |
14.0% |
641,979 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,712.75 |
6,695.75 |
6,624.00 |
|
| R3 |
6,675.25 |
6,658.25 |
6,613.75 |
|
| R2 |
6,637.75 |
6,637.75 |
6,610.50 |
|
| R1 |
6,620.75 |
6,620.75 |
6,607.00 |
6,629.25 |
| PP |
6,600.25 |
6,600.25 |
6,600.25 |
6,604.50 |
| S1 |
6,583.25 |
6,583.25 |
6,600.00 |
6,591.75 |
| S2 |
6,562.75 |
6,562.75 |
6,596.50 |
|
| S3 |
6,525.25 |
6,545.75 |
6,593.25 |
|
| S4 |
6,487.75 |
6,508.25 |
6,583.00 |
|
|
| 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 |
6,617.50 |
6,383.25 |
234.25 |
3.5% |
72.50 |
1.1% |
94% |
True |
False |
217,156 |
| 10 |
6,617.50 |
6,383.25 |
234.25 |
3.5% |
60.00 |
0.9% |
94% |
True |
False |
202,168 |
| 20 |
6,617.50 |
6,251.25 |
366.25 |
5.5% |
59.75 |
0.9% |
96% |
True |
False |
215,394 |
| 40 |
6,617.50 |
6,247.00 |
370.50 |
5.6% |
64.00 |
1.0% |
96% |
True |
False |
109,179 |
| 60 |
6,617.50 |
6,024.00 |
593.50 |
9.0% |
59.75 |
0.9% |
98% |
True |
False |
72,984 |
| 80 |
6,617.50 |
5,853.25 |
764.25 |
11.6% |
56.75 |
0.9% |
98% |
True |
False |
54,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,777.00 |
|
2.618 |
6,715.75 |
|
1.618 |
6,678.25 |
|
1.000 |
6,655.00 |
|
0.618 |
6,640.75 |
|
HIGH |
6,617.50 |
|
0.618 |
6,603.25 |
|
0.500 |
6,598.75 |
|
0.382 |
6,594.25 |
|
LOW |
6,580.00 |
|
0.618 |
6,556.75 |
|
1.000 |
6,542.50 |
|
1.618 |
6,519.25 |
|
2.618 |
6,481.75 |
|
4.250 |
6,420.50 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,602.00 |
6,571.50 |
| PP |
6,600.25 |
6,539.50 |
| S1 |
6,598.75 |
6,507.50 |
|