| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,818.00 |
6,816.50 |
-1.50 |
0.0% |
6,781.50 |
| High |
6,838.00 |
6,857.00 |
19.00 |
0.3% |
6,857.00 |
| Low |
6,796.00 |
6,801.50 |
5.50 |
0.1% |
6,729.25 |
| Close |
6,813.00 |
6,845.75 |
32.75 |
0.5% |
6,845.75 |
| Range |
42.00 |
55.50 |
13.50 |
32.1% |
127.75 |
| ATR |
65.69 |
64.96 |
-0.73 |
-1.1% |
0.00 |
| Volume |
314,511 |
324,203 |
9,692 |
3.1% |
1,512,637 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,001.25 |
6,979.00 |
6,876.25 |
|
| R3 |
6,945.75 |
6,923.50 |
6,861.00 |
|
| R2 |
6,890.25 |
6,890.25 |
6,856.00 |
|
| R1 |
6,868.00 |
6,868.00 |
6,850.75 |
6,879.00 |
| PP |
6,834.75 |
6,834.75 |
6,834.75 |
6,840.25 |
| S1 |
6,812.50 |
6,812.50 |
6,840.75 |
6,823.50 |
| S2 |
6,779.25 |
6,779.25 |
6,835.50 |
|
| S3 |
6,723.75 |
6,757.00 |
6,830.50 |
|
| S4 |
6,668.25 |
6,701.50 |
6,815.25 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,194.00 |
7,147.50 |
6,916.00 |
|
| R3 |
7,066.25 |
7,019.75 |
6,881.00 |
|
| R2 |
6,938.50 |
6,938.50 |
6,869.25 |
|
| R1 |
6,892.00 |
6,892.00 |
6,857.50 |
6,915.25 |
| PP |
6,810.75 |
6,810.75 |
6,810.75 |
6,822.25 |
| S1 |
6,764.25 |
6,764.25 |
6,834.00 |
6,787.50 |
| S2 |
6,683.00 |
6,683.00 |
6,822.25 |
|
| S3 |
6,555.25 |
6,636.50 |
6,810.50 |
|
| S4 |
6,427.50 |
6,508.75 |
6,775.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,857.00 |
6,703.25 |
153.75 |
2.2% |
75.50 |
1.1% |
93% |
True |
False |
360,301 |
| 10 |
6,857.00 |
6,599.75 |
257.25 |
3.8% |
65.00 |
0.9% |
96% |
True |
False |
303,652 |
| 20 |
6,857.00 |
6,383.25 |
473.75 |
6.9% |
62.50 |
0.9% |
98% |
True |
False |
252,910 |
| 40 |
6,857.00 |
6,250.00 |
607.00 |
8.9% |
66.50 |
1.0% |
98% |
True |
False |
184,901 |
| 60 |
6,857.00 |
6,024.00 |
833.00 |
12.2% |
64.25 |
0.9% |
99% |
True |
False |
123,545 |
| 80 |
6,857.00 |
5,875.50 |
981.50 |
14.3% |
58.50 |
0.9% |
99% |
True |
False |
92,753 |
| 100 |
6,857.00 |
5,801.50 |
1,055.50 |
15.4% |
57.25 |
0.8% |
99% |
True |
False |
74,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,093.00 |
|
2.618 |
7,002.25 |
|
1.618 |
6,946.75 |
|
1.000 |
6,912.50 |
|
0.618 |
6,891.25 |
|
HIGH |
6,857.00 |
|
0.618 |
6,835.75 |
|
0.500 |
6,829.25 |
|
0.382 |
6,822.75 |
|
LOW |
6,801.50 |
|
0.618 |
6,767.25 |
|
1.000 |
6,746.00 |
|
1.618 |
6,711.75 |
|
2.618 |
6,656.25 |
|
4.250 |
6,565.50 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,840.25 |
6,830.75 |
| PP |
6,834.75 |
6,815.75 |
| S1 |
6,829.25 |
6,801.00 |
|