| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,830.75 |
6,929.75 |
99.00 |
1.4% |
6,781.50 |
| High |
6,941.25 |
6,981.25 |
40.00 |
0.6% |
6,857.00 |
| Low |
6,824.25 |
6,919.75 |
95.50 |
1.4% |
6,729.25 |
| Close |
6,931.00 |
6,965.75 |
34.75 |
0.5% |
6,845.75 |
| Range |
117.00 |
61.50 |
-55.50 |
-47.4% |
127.75 |
| ATR |
68.68 |
68.16 |
-0.51 |
-0.7% |
0.00 |
| Volume |
262,762 |
336,204 |
73,442 |
28.0% |
1,512,637 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,140.00 |
7,114.50 |
6,999.50 |
|
| R3 |
7,078.50 |
7,053.00 |
6,982.75 |
|
| R2 |
7,017.00 |
7,017.00 |
6,977.00 |
|
| R1 |
6,991.50 |
6,991.50 |
6,971.50 |
7,004.25 |
| PP |
6,955.50 |
6,955.50 |
6,955.50 |
6,962.00 |
| S1 |
6,930.00 |
6,930.00 |
6,960.00 |
6,942.75 |
| S2 |
6,894.00 |
6,894.00 |
6,954.50 |
|
| S3 |
6,832.50 |
6,868.50 |
6,948.75 |
|
| S4 |
6,771.00 |
6,807.00 |
6,932.00 |
|
|
| 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 |
6,981.25 |
6,744.75 |
236.50 |
3.4% |
73.00 |
1.0% |
93% |
True |
False |
319,066 |
| 10 |
6,981.25 |
6,628.25 |
353.00 |
5.1% |
72.00 |
1.0% |
96% |
True |
False |
322,205 |
| 20 |
6,981.25 |
6,383.25 |
598.00 |
8.6% |
66.00 |
0.9% |
97% |
True |
False |
258,475 |
| 40 |
6,981.25 |
6,250.00 |
731.25 |
10.5% |
68.50 |
1.0% |
98% |
True |
False |
199,820 |
| 60 |
6,981.25 |
6,048.50 |
932.75 |
13.4% |
65.50 |
0.9% |
98% |
True |
False |
133,510 |
| 80 |
6,981.25 |
5,922.00 |
1,059.25 |
15.2% |
59.25 |
0.9% |
99% |
True |
False |
100,221 |
| 100 |
6,981.25 |
5,853.25 |
1,128.00 |
16.2% |
57.75 |
0.8% |
99% |
True |
False |
80,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,242.50 |
|
2.618 |
7,142.25 |
|
1.618 |
7,080.75 |
|
1.000 |
7,042.75 |
|
0.618 |
7,019.25 |
|
HIGH |
6,981.25 |
|
0.618 |
6,957.75 |
|
0.500 |
6,950.50 |
|
0.382 |
6,943.25 |
|
LOW |
6,919.75 |
|
0.618 |
6,881.75 |
|
1.000 |
6,858.25 |
|
1.618 |
6,820.25 |
|
2.618 |
6,758.75 |
|
4.250 |
6,658.50 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,960.75 |
6,941.00 |
| PP |
6,955.50 |
6,916.25 |
| S1 |
6,950.50 |
6,891.50 |
|