| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,816.50 |
6,830.75 |
14.25 |
0.2% |
6,781.50 |
| High |
6,857.00 |
6,941.25 |
84.25 |
1.2% |
6,857.00 |
| Low |
6,801.50 |
6,824.25 |
22.75 |
0.3% |
6,729.25 |
| Close |
6,845.75 |
6,931.00 |
85.25 |
1.2% |
6,845.75 |
| Range |
55.50 |
117.00 |
61.50 |
110.8% |
127.75 |
| ATR |
64.96 |
68.68 |
3.72 |
5.7% |
0.00 |
| Volume |
324,203 |
262,762 |
-61,441 |
-19.0% |
1,512,637 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,249.75 |
7,207.50 |
6,995.25 |
|
| R3 |
7,132.75 |
7,090.50 |
6,963.25 |
|
| R2 |
7,015.75 |
7,015.75 |
6,952.50 |
|
| R1 |
6,973.50 |
6,973.50 |
6,941.75 |
6,994.50 |
| PP |
6,898.75 |
6,898.75 |
6,898.75 |
6,909.50 |
| S1 |
6,856.50 |
6,856.50 |
6,920.25 |
6,877.50 |
| S2 |
6,781.75 |
6,781.75 |
6,909.50 |
|
| S3 |
6,664.75 |
6,739.50 |
6,898.75 |
|
| S4 |
6,547.75 |
6,622.50 |
6,866.75 |
|
|
| 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 |
6,941.25 |
6,729.25 |
212.00 |
3.1% |
84.00 |
1.2% |
95% |
True |
False |
355,079 |
| 10 |
6,941.25 |
6,628.25 |
313.00 |
4.5% |
69.50 |
1.0% |
97% |
True |
False |
308,434 |
| 20 |
6,941.25 |
6,383.25 |
558.00 |
8.1% |
65.00 |
0.9% |
98% |
True |
False |
252,242 |
| 40 |
6,941.25 |
6,250.00 |
691.25 |
10.0% |
67.50 |
1.0% |
99% |
True |
False |
191,437 |
| 60 |
6,941.25 |
6,024.00 |
917.25 |
13.2% |
65.75 |
0.9% |
99% |
True |
False |
127,920 |
| 80 |
6,941.25 |
5,896.50 |
1,044.75 |
15.1% |
59.50 |
0.9% |
99% |
True |
False |
96,028 |
| 100 |
6,941.25 |
5,801.50 |
1,139.75 |
16.4% |
58.00 |
0.8% |
99% |
True |
False |
76,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,438.50 |
|
2.618 |
7,247.50 |
|
1.618 |
7,130.50 |
|
1.000 |
7,058.25 |
|
0.618 |
7,013.50 |
|
HIGH |
6,941.25 |
|
0.618 |
6,896.50 |
|
0.500 |
6,882.75 |
|
0.382 |
6,869.00 |
|
LOW |
6,824.25 |
|
0.618 |
6,752.00 |
|
1.000 |
6,707.25 |
|
1.618 |
6,635.00 |
|
2.618 |
6,518.00 |
|
4.250 |
6,327.00 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,915.00 |
6,910.25 |
| PP |
6,898.75 |
6,889.50 |
| S1 |
6,882.75 |
6,868.50 |
|