| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,679.75 |
6,676.50 |
-3.25 |
0.0% |
6,405.00 |
| High |
6,686.75 |
6,728.75 |
42.00 |
0.6% |
6,671.00 |
| Low |
6,628.25 |
6,664.25 |
36.00 |
0.5% |
6,397.75 |
| Close |
6,677.25 |
6,726.50 |
49.25 |
0.7% |
6,667.75 |
| Range |
58.50 |
64.50 |
6.00 |
10.3% |
273.25 |
| ATR |
60.68 |
60.95 |
0.27 |
0.5% |
0.00 |
| Volume |
320,261 |
228,872 |
-91,389 |
-28.5% |
952,357 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,900.00 |
6,877.75 |
6,762.00 |
|
| R3 |
6,835.50 |
6,813.25 |
6,744.25 |
|
| R2 |
6,771.00 |
6,771.00 |
6,738.25 |
|
| R1 |
6,748.75 |
6,748.75 |
6,732.50 |
6,760.00 |
| PP |
6,706.50 |
6,706.50 |
6,706.50 |
6,712.00 |
| S1 |
6,684.25 |
6,684.25 |
6,720.50 |
6,695.50 |
| S2 |
6,642.00 |
6,642.00 |
6,714.75 |
|
| S3 |
6,577.50 |
6,619.75 |
6,708.75 |
|
| S4 |
6,513.00 |
6,555.25 |
6,691.00 |
|
|
| 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 |
6,728.75 |
6,599.75 |
129.00 |
1.9% |
54.25 |
0.8% |
98% |
True |
False |
247,003 |
| 10 |
6,728.75 |
6,383.25 |
345.50 |
5.1% |
63.50 |
0.9% |
99% |
True |
False |
232,079 |
| 20 |
6,728.75 |
6,383.00 |
345.75 |
5.1% |
59.00 |
0.9% |
99% |
True |
False |
232,816 |
| 40 |
6,728.75 |
6,247.00 |
481.75 |
7.2% |
64.25 |
1.0% |
100% |
True |
False |
139,971 |
| 60 |
6,728.75 |
6,024.00 |
704.75 |
10.5% |
61.50 |
0.9% |
100% |
True |
False |
93,542 |
| 80 |
6,728.75 |
5,853.25 |
875.50 |
13.0% |
57.50 |
0.9% |
100% |
True |
False |
70,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,003.00 |
|
2.618 |
6,897.50 |
|
1.618 |
6,833.00 |
|
1.000 |
6,793.25 |
|
0.618 |
6,768.50 |
|
HIGH |
6,728.75 |
|
0.618 |
6,704.00 |
|
0.500 |
6,696.50 |
|
0.382 |
6,689.00 |
|
LOW |
6,664.25 |
|
0.618 |
6,624.50 |
|
1.000 |
6,599.75 |
|
1.618 |
6,560.00 |
|
2.618 |
6,495.50 |
|
4.250 |
6,390.00 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,716.50 |
6,710.50 |
| PP |
6,706.50 |
6,694.50 |
| S1 |
6,696.50 |
6,678.50 |
|