| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,762.75 |
6,818.00 |
55.25 |
0.8% |
6,667.75 |
| High |
6,834.25 |
6,838.00 |
3.75 |
0.1% |
6,777.75 |
| Low |
6,744.75 |
6,796.00 |
51.25 |
0.8% |
6,628.25 |
| Close |
6,823.75 |
6,813.00 |
-10.75 |
-0.2% |
6,775.25 |
| Range |
89.50 |
42.00 |
-47.50 |
-53.1% |
149.50 |
| ATR |
67.51 |
65.69 |
-1.82 |
-2.7% |
0.00 |
| Volume |
357,653 |
314,511 |
-43,142 |
-12.1% |
1,308,943 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,941.75 |
6,919.25 |
6,836.00 |
|
| R3 |
6,899.75 |
6,877.25 |
6,824.50 |
|
| R2 |
6,857.75 |
6,857.75 |
6,820.75 |
|
| R1 |
6,835.25 |
6,835.25 |
6,816.75 |
6,825.50 |
| PP |
6,815.75 |
6,815.75 |
6,815.75 |
6,810.75 |
| S1 |
6,793.25 |
6,793.25 |
6,809.25 |
6,783.50 |
| S2 |
6,773.75 |
6,773.75 |
6,805.25 |
|
| S3 |
6,731.75 |
6,751.25 |
6,801.50 |
|
| S4 |
6,689.75 |
6,709.25 |
6,790.00 |
|
|
| 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 |
6,664.25 |
181.50 |
2.7% |
77.50 |
1.1% |
82% |
False |
False |
341,235 |
| 10 |
6,845.75 |
6,580.00 |
265.75 |
3.9% |
63.25 |
0.9% |
88% |
False |
False |
296,689 |
| 20 |
6,845.75 |
6,383.25 |
462.50 |
6.8% |
63.00 |
0.9% |
93% |
False |
False |
250,348 |
| 40 |
6,845.75 |
6,250.00 |
595.75 |
8.7% |
66.00 |
1.0% |
95% |
False |
False |
176,813 |
| 60 |
6,845.75 |
6,024.00 |
821.75 |
12.1% |
64.50 |
0.9% |
96% |
False |
False |
118,147 |
| 80 |
6,845.75 |
5,853.25 |
992.50 |
14.6% |
59.25 |
0.9% |
97% |
False |
False |
88,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,016.50 |
|
2.618 |
6,948.00 |
|
1.618 |
6,906.00 |
|
1.000 |
6,880.00 |
|
0.618 |
6,864.00 |
|
HIGH |
6,838.00 |
|
0.618 |
6,822.00 |
|
0.500 |
6,817.00 |
|
0.382 |
6,812.00 |
|
LOW |
6,796.00 |
|
0.618 |
6,770.00 |
|
1.000 |
6,754.00 |
|
1.618 |
6,728.00 |
|
2.618 |
6,686.00 |
|
4.250 |
6,617.50 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,817.00 |
6,804.50 |
| PP |
6,815.75 |
6,796.00 |
| S1 |
6,814.25 |
6,787.50 |
|