| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,687.25 |
6,679.75 |
-7.50 |
-0.1% |
6,405.00 |
| High |
6,707.25 |
6,686.75 |
-20.50 |
-0.3% |
6,671.00 |
| Low |
6,667.25 |
6,628.25 |
-39.00 |
-0.6% |
6,397.75 |
| Close |
6,687.00 |
6,677.25 |
-9.75 |
-0.1% |
6,667.75 |
| Range |
40.00 |
58.50 |
18.50 |
46.3% |
273.25 |
| ATR |
60.82 |
60.68 |
-0.15 |
-0.2% |
0.00 |
| Volume |
272,445 |
320,261 |
47,816 |
17.6% |
952,357 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,839.50 |
6,817.00 |
6,709.50 |
|
| R3 |
6,781.00 |
6,758.50 |
6,693.25 |
|
| R2 |
6,722.50 |
6,722.50 |
6,688.00 |
|
| R1 |
6,700.00 |
6,700.00 |
6,682.50 |
6,682.00 |
| PP |
6,664.00 |
6,664.00 |
6,664.00 |
6,655.00 |
| S1 |
6,641.50 |
6,641.50 |
6,672.00 |
6,623.50 |
| S2 |
6,605.50 |
6,605.50 |
6,666.50 |
|
| S3 |
6,547.00 |
6,583.00 |
6,661.25 |
|
| S4 |
6,488.50 |
6,524.50 |
6,645.00 |
|
|
| 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 |
6,580.00 |
127.25 |
1.9% |
49.00 |
0.7% |
76% |
False |
False |
252,144 |
| 10 |
6,707.25 |
6,383.25 |
324.00 |
4.9% |
60.25 |
0.9% |
91% |
False |
False |
225,040 |
| 20 |
6,707.25 |
6,383.00 |
324.25 |
4.9% |
57.75 |
0.9% |
91% |
False |
False |
236,174 |
| 40 |
6,707.25 |
6,247.00 |
460.25 |
6.9% |
63.75 |
1.0% |
93% |
False |
False |
134,260 |
| 60 |
6,707.25 |
6,024.00 |
683.25 |
10.2% |
60.75 |
0.9% |
96% |
False |
False |
89,731 |
| 80 |
6,707.25 |
5,853.25 |
854.00 |
12.8% |
57.50 |
0.9% |
96% |
False |
False |
67,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,935.50 |
|
2.618 |
6,840.00 |
|
1.618 |
6,781.50 |
|
1.000 |
6,745.25 |
|
0.618 |
6,723.00 |
|
HIGH |
6,686.75 |
|
0.618 |
6,664.50 |
|
0.500 |
6,657.50 |
|
0.382 |
6,650.50 |
|
LOW |
6,628.25 |
|
0.618 |
6,592.00 |
|
1.000 |
6,569.75 |
|
1.618 |
6,533.50 |
|
2.618 |
6,475.00 |
|
4.250 |
6,379.50 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,670.75 |
6,674.00 |
| PP |
6,664.00 |
6,671.00 |
| S1 |
6,657.50 |
6,667.75 |
|