| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,667.75 |
6,687.25 |
19.50 |
0.3% |
6,405.00 |
| High |
6,690.75 |
6,707.25 |
16.50 |
0.2% |
6,671.00 |
| Low |
6,653.25 |
6,667.25 |
14.00 |
0.2% |
6,397.75 |
| Close |
6,688.00 |
6,687.00 |
-1.00 |
0.0% |
6,667.75 |
| Range |
37.50 |
40.00 |
2.50 |
6.7% |
273.25 |
| ATR |
62.43 |
60.82 |
-1.60 |
-2.6% |
0.00 |
| Volume |
198,494 |
272,445 |
73,951 |
37.3% |
952,357 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,807.25 |
6,787.00 |
6,709.00 |
|
| R3 |
6,767.25 |
6,747.00 |
6,698.00 |
|
| R2 |
6,727.25 |
6,727.25 |
6,694.25 |
|
| R1 |
6,707.00 |
6,707.00 |
6,690.75 |
6,697.00 |
| PP |
6,687.25 |
6,687.25 |
6,687.25 |
6,682.25 |
| S1 |
6,667.00 |
6,667.00 |
6,683.25 |
6,657.00 |
| S2 |
6,647.25 |
6,647.25 |
6,679.75 |
|
| S3 |
6,607.25 |
6,627.00 |
6,676.00 |
|
| S4 |
6,567.25 |
6,587.00 |
6,665.00 |
|
|
| 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 |
6,707.25 |
6,511.25 |
196.00 |
2.9% |
53.25 |
0.8% |
90% |
True |
False |
232,740 |
| 10 |
6,707.25 |
6,383.25 |
324.00 |
4.8% |
60.50 |
0.9% |
94% |
True |
False |
206,527 |
| 20 |
6,707.25 |
6,359.00 |
348.25 |
5.2% |
58.25 |
0.9% |
94% |
True |
False |
232,859 |
| 40 |
6,707.25 |
6,247.00 |
460.25 |
6.9% |
63.25 |
0.9% |
96% |
True |
False |
126,262 |
| 60 |
6,707.25 |
6,024.00 |
683.25 |
10.2% |
60.50 |
0.9% |
97% |
True |
False |
84,400 |
| 80 |
6,707.25 |
5,853.25 |
854.00 |
12.8% |
57.50 |
0.9% |
98% |
True |
False |
63,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,877.25 |
|
2.618 |
6,812.00 |
|
1.618 |
6,772.00 |
|
1.000 |
6,747.25 |
|
0.618 |
6,732.00 |
|
HIGH |
6,707.25 |
|
0.618 |
6,692.00 |
|
0.500 |
6,687.25 |
|
0.382 |
6,682.50 |
|
LOW |
6,667.25 |
|
0.618 |
6,642.50 |
|
1.000 |
6,627.25 |
|
1.618 |
6,602.50 |
|
2.618 |
6,562.50 |
|
4.250 |
6,497.25 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,687.25 |
6,675.75 |
| PP |
6,687.25 |
6,664.75 |
| S1 |
6,687.00 |
6,653.50 |
|