| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,781.50 |
6,762.75 |
-18.75 |
-0.3% |
6,667.75 |
| High |
6,845.75 |
6,834.25 |
-11.50 |
-0.2% |
6,777.75 |
| Low |
6,729.25 |
6,744.75 |
15.50 |
0.2% |
6,628.25 |
| Close |
6,762.25 |
6,823.75 |
61.50 |
0.9% |
6,775.25 |
| Range |
116.50 |
89.50 |
-27.00 |
-23.2% |
149.50 |
| ATR |
65.82 |
67.51 |
1.69 |
2.6% |
0.00 |
| Volume |
516,270 |
357,653 |
-158,617 |
-30.7% |
1,308,943 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,069.50 |
7,036.00 |
6,873.00 |
|
| R3 |
6,980.00 |
6,946.50 |
6,848.25 |
|
| R2 |
6,890.50 |
6,890.50 |
6,840.25 |
|
| R1 |
6,857.00 |
6,857.00 |
6,832.00 |
6,873.75 |
| PP |
6,801.00 |
6,801.00 |
6,801.00 |
6,809.25 |
| S1 |
6,767.50 |
6,767.50 |
6,815.50 |
6,784.25 |
| S2 |
6,711.50 |
6,711.50 |
6,807.25 |
|
| S3 |
6,622.00 |
6,678.00 |
6,799.25 |
|
| S4 |
6,532.50 |
6,588.50 |
6,774.50 |
|
|
| 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% |
80.75 |
1.2% |
90% |
False |
False |
342,385 |
| 10 |
6,845.75 |
6,511.25 |
334.50 |
4.9% |
67.00 |
1.0% |
93% |
False |
False |
287,563 |
| 20 |
6,845.75 |
6,383.25 |
462.50 |
6.8% |
63.25 |
0.9% |
95% |
False |
False |
245,640 |
| 40 |
6,845.75 |
6,250.00 |
595.75 |
8.7% |
66.00 |
1.0% |
96% |
False |
False |
168,965 |
| 60 |
6,845.75 |
6,024.00 |
821.75 |
12.0% |
64.25 |
0.9% |
97% |
False |
False |
112,908 |
| 80 |
6,845.75 |
5,853.25 |
992.50 |
14.5% |
59.25 |
0.9% |
98% |
False |
False |
84,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,214.50 |
|
2.618 |
7,068.50 |
|
1.618 |
6,979.00 |
|
1.000 |
6,923.75 |
|
0.618 |
6,889.50 |
|
HIGH |
6,834.25 |
|
0.618 |
6,800.00 |
|
0.500 |
6,789.50 |
|
0.382 |
6,779.00 |
|
LOW |
6,744.75 |
|
0.618 |
6,689.50 |
|
1.000 |
6,655.25 |
|
1.618 |
6,600.00 |
|
2.618 |
6,510.50 |
|
4.250 |
6,364.50 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,812.25 |
6,807.25 |
| PP |
6,801.00 |
6,791.00 |
| S1 |
6,789.50 |
6,774.50 |
|