| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,676.50 |
6,725.50 |
49.00 |
0.7% |
6,667.75 |
| High |
6,728.75 |
6,777.75 |
49.00 |
0.7% |
6,777.75 |
| Low |
6,664.25 |
6,703.25 |
39.00 |
0.6% |
6,628.25 |
| Close |
6,726.50 |
6,775.25 |
48.75 |
0.7% |
6,775.25 |
| Range |
64.50 |
74.50 |
10.00 |
15.5% |
149.50 |
| ATR |
60.95 |
61.92 |
0.97 |
1.6% |
0.00 |
| Volume |
228,872 |
288,871 |
59,999 |
26.2% |
1,308,943 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,975.50 |
6,950.00 |
6,816.25 |
|
| R3 |
6,901.00 |
6,875.50 |
6,795.75 |
|
| R2 |
6,826.50 |
6,826.50 |
6,789.00 |
|
| R1 |
6,801.00 |
6,801.00 |
6,782.00 |
6,813.75 |
| PP |
6,752.00 |
6,752.00 |
6,752.00 |
6,758.50 |
| S1 |
6,726.50 |
6,726.50 |
6,768.50 |
6,739.25 |
| S2 |
6,677.50 |
6,677.50 |
6,761.50 |
|
| S3 |
6,603.00 |
6,652.00 |
6,754.75 |
|
| S4 |
6,528.50 |
6,577.50 |
6,734.25 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,175.50 |
7,125.00 |
6,857.50 |
|
| R3 |
7,026.00 |
6,975.50 |
6,816.25 |
|
| R2 |
6,876.50 |
6,876.50 |
6,802.75 |
|
| R1 |
6,826.00 |
6,826.00 |
6,789.00 |
6,851.25 |
| PP |
6,727.00 |
6,727.00 |
6,727.00 |
6,739.75 |
| S1 |
6,676.50 |
6,676.50 |
6,761.50 |
6,701.75 |
| S2 |
6,577.50 |
6,577.50 |
6,747.75 |
|
| S3 |
6,428.00 |
6,527.00 |
6,734.25 |
|
| S4 |
6,278.50 |
6,377.50 |
6,693.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,777.75 |
6,628.25 |
149.50 |
2.2% |
55.00 |
0.8% |
98% |
True |
False |
261,788 |
| 10 |
6,777.75 |
6,383.25 |
394.50 |
5.8% |
67.50 |
1.0% |
99% |
True |
False |
247,141 |
| 20 |
6,777.75 |
6,383.25 |
394.50 |
5.8% |
60.00 |
0.9% |
99% |
True |
False |
231,025 |
| 40 |
6,777.75 |
6,247.00 |
530.75 |
7.8% |
64.75 |
1.0% |
100% |
True |
False |
147,167 |
| 60 |
6,777.75 |
6,024.00 |
753.75 |
11.1% |
62.50 |
0.9% |
100% |
True |
False |
98,354 |
| 80 |
6,777.75 |
5,853.25 |
924.50 |
13.6% |
58.25 |
0.9% |
100% |
True |
False |
73,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,094.50 |
|
2.618 |
6,972.75 |
|
1.618 |
6,898.25 |
|
1.000 |
6,852.25 |
|
0.618 |
6,823.75 |
|
HIGH |
6,777.75 |
|
0.618 |
6,749.25 |
|
0.500 |
6,740.50 |
|
0.382 |
6,731.75 |
|
LOW |
6,703.25 |
|
0.618 |
6,657.25 |
|
1.000 |
6,628.75 |
|
1.618 |
6,582.75 |
|
2.618 |
6,508.25 |
|
4.250 |
6,386.50 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,763.75 |
6,751.25 |
| PP |
6,752.00 |
6,727.00 |
| S1 |
6,740.50 |
6,703.00 |
|