| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,725.50 |
6,781.50 |
56.00 |
0.8% |
6,667.75 |
| High |
6,777.75 |
6,845.75 |
68.00 |
1.0% |
6,777.75 |
| Low |
6,703.25 |
6,729.25 |
26.00 |
0.4% |
6,628.25 |
| Close |
6,775.25 |
6,762.25 |
-13.00 |
-0.2% |
6,775.25 |
| Range |
74.50 |
116.50 |
42.00 |
56.4% |
149.50 |
| ATR |
61.92 |
65.82 |
3.90 |
6.3% |
0.00 |
| Volume |
288,871 |
516,270 |
227,399 |
78.7% |
1,308,943 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,128.50 |
7,062.00 |
6,826.25 |
|
| R3 |
7,012.00 |
6,945.50 |
6,794.25 |
|
| R2 |
6,895.50 |
6,895.50 |
6,783.50 |
|
| R1 |
6,829.00 |
6,829.00 |
6,773.00 |
6,804.00 |
| PP |
6,779.00 |
6,779.00 |
6,779.00 |
6,766.50 |
| S1 |
6,712.50 |
6,712.50 |
6,751.50 |
6,687.50 |
| S2 |
6,662.50 |
6,662.50 |
6,741.00 |
|
| S3 |
6,546.00 |
6,596.00 |
6,730.25 |
|
| S4 |
6,429.50 |
6,479.50 |
6,698.25 |
|
|
| 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 |
6,845.75 |
6,628.25 |
217.50 |
3.2% |
70.75 |
1.0% |
62% |
True |
False |
325,343 |
| 10 |
6,845.75 |
6,397.75 |
448.00 |
6.6% |
70.50 |
1.0% |
81% |
True |
False |
277,757 |
| 20 |
6,845.75 |
6,383.25 |
462.50 |
6.8% |
63.75 |
0.9% |
82% |
True |
False |
242,203 |
| 40 |
6,845.75 |
6,250.00 |
595.75 |
8.8% |
66.25 |
1.0% |
86% |
True |
False |
160,048 |
| 60 |
6,845.75 |
6,024.00 |
821.75 |
12.2% |
64.00 |
0.9% |
90% |
True |
False |
106,954 |
| 80 |
6,845.75 |
5,853.25 |
992.50 |
14.7% |
58.75 |
0.9% |
92% |
True |
False |
80,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,341.00 |
|
2.618 |
7,150.75 |
|
1.618 |
7,034.25 |
|
1.000 |
6,962.25 |
|
0.618 |
6,917.75 |
|
HIGH |
6,845.75 |
|
0.618 |
6,801.25 |
|
0.500 |
6,787.50 |
|
0.382 |
6,773.75 |
|
LOW |
6,729.25 |
|
0.618 |
6,657.25 |
|
1.000 |
6,612.75 |
|
1.618 |
6,540.75 |
|
2.618 |
6,424.25 |
|
4.250 |
6,234.00 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,787.50 |
6,759.75 |
| PP |
6,779.00 |
6,757.50 |
| S1 |
6,770.75 |
6,755.00 |
|