| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,608.00 |
6,667.75 |
59.75 |
0.9% |
6,405.00 |
| High |
6,671.00 |
6,690.75 |
19.75 |
0.3% |
6,671.00 |
| Low |
6,599.75 |
6,653.25 |
53.50 |
0.8% |
6,397.75 |
| Close |
6,667.75 |
6,688.00 |
20.25 |
0.3% |
6,667.75 |
| Range |
71.25 |
37.50 |
-33.75 |
-47.4% |
273.25 |
| ATR |
64.34 |
62.43 |
-1.92 |
-3.0% |
0.00 |
| Volume |
214,944 |
198,494 |
-16,450 |
-7.7% |
952,357 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,789.75 |
6,776.50 |
6,708.50 |
|
| R3 |
6,752.25 |
6,739.00 |
6,698.25 |
|
| R2 |
6,714.75 |
6,714.75 |
6,695.00 |
|
| R1 |
6,701.50 |
6,701.50 |
6,691.50 |
6,708.00 |
| PP |
6,677.25 |
6,677.25 |
6,677.25 |
6,680.75 |
| S1 |
6,664.00 |
6,664.00 |
6,684.50 |
6,670.50 |
| S2 |
6,639.75 |
6,639.75 |
6,681.00 |
|
| S3 |
6,602.25 |
6,626.50 |
6,677.75 |
|
| S4 |
6,564.75 |
6,589.00 |
6,667.50 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,398.50 |
7,306.50 |
6,818.00 |
|
| R3 |
7,125.25 |
7,033.25 |
6,743.00 |
|
| R2 |
6,852.00 |
6,852.00 |
6,717.75 |
|
| R1 |
6,760.00 |
6,760.00 |
6,692.75 |
6,806.00 |
| PP |
6,578.75 |
6,578.75 |
6,578.75 |
6,602.00 |
| S1 |
6,486.75 |
6,486.75 |
6,642.75 |
6,532.75 |
| S2 |
6,305.50 |
6,305.50 |
6,617.75 |
|
| S3 |
6,032.25 |
6,213.50 |
6,592.50 |
|
| S4 |
5,759.00 |
5,940.25 |
6,517.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,690.75 |
6,397.75 |
293.00 |
4.4% |
70.25 |
1.1% |
99% |
True |
False |
230,170 |
| 10 |
6,690.75 |
6,383.25 |
307.50 |
4.6% |
60.00 |
0.9% |
99% |
True |
False |
194,745 |
| 20 |
6,690.75 |
6,339.00 |
351.75 |
5.3% |
59.00 |
0.9% |
99% |
True |
False |
231,448 |
| 40 |
6,690.75 |
6,247.00 |
443.75 |
6.6% |
65.00 |
1.0% |
99% |
True |
False |
119,486 |
| 60 |
6,690.75 |
6,024.00 |
666.75 |
10.0% |
60.25 |
0.9% |
100% |
True |
False |
79,864 |
| 80 |
6,690.75 |
5,853.25 |
837.50 |
12.5% |
57.50 |
0.9% |
100% |
True |
False |
60,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,850.00 |
|
2.618 |
6,789.00 |
|
1.618 |
6,751.50 |
|
1.000 |
6,728.25 |
|
0.618 |
6,714.00 |
|
HIGH |
6,690.75 |
|
0.618 |
6,676.50 |
|
0.500 |
6,672.00 |
|
0.382 |
6,667.50 |
|
LOW |
6,653.25 |
|
0.618 |
6,630.00 |
|
1.000 |
6,615.75 |
|
1.618 |
6,592.50 |
|
2.618 |
6,555.00 |
|
4.250 |
6,494.00 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,682.75 |
6,670.50 |
| PP |
6,677.25 |
6,653.00 |
| S1 |
6,672.00 |
6,635.50 |
|