| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,929.75 |
6,956.50 |
26.75 |
0.4% |
6,781.50 |
| High |
6,981.25 |
7,004.25 |
23.00 |
0.3% |
6,857.00 |
| Low |
6,919.75 |
6,888.25 |
-31.50 |
-0.5% |
6,729.25 |
| Close |
6,965.75 |
6,931.25 |
-34.50 |
-0.5% |
6,845.75 |
| Range |
61.50 |
116.00 |
54.50 |
88.6% |
127.75 |
| ATR |
68.16 |
71.58 |
3.42 |
5.0% |
0.00 |
| Volume |
336,204 |
526,387 |
190,183 |
56.6% |
1,512,637 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,289.25 |
7,226.25 |
6,995.00 |
|
| R3 |
7,173.25 |
7,110.25 |
6,963.25 |
|
| R2 |
7,057.25 |
7,057.25 |
6,952.50 |
|
| R1 |
6,994.25 |
6,994.25 |
6,942.00 |
6,967.75 |
| PP |
6,941.25 |
6,941.25 |
6,941.25 |
6,928.00 |
| S1 |
6,878.25 |
6,878.25 |
6,920.50 |
6,851.75 |
| S2 |
6,825.25 |
6,825.25 |
6,910.00 |
|
| S3 |
6,709.25 |
6,762.25 |
6,899.25 |
|
| S4 |
6,593.25 |
6,646.25 |
6,867.50 |
|
|
| 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 |
7,004.25 |
6,796.00 |
208.25 |
3.0% |
78.50 |
1.1% |
65% |
True |
False |
352,813 |
| 10 |
7,004.25 |
6,628.25 |
376.00 |
5.4% |
79.50 |
1.1% |
81% |
True |
False |
347,599 |
| 20 |
7,004.25 |
6,383.25 |
621.00 |
9.0% |
70.00 |
1.0% |
88% |
True |
False |
277,063 |
| 40 |
7,004.25 |
6,250.00 |
754.25 |
10.9% |
70.50 |
1.0% |
90% |
True |
False |
212,959 |
| 60 |
7,004.25 |
6,092.25 |
912.00 |
13.2% |
66.25 |
1.0% |
92% |
True |
False |
142,267 |
| 80 |
7,004.25 |
5,943.75 |
1,060.50 |
15.3% |
60.25 |
0.9% |
93% |
True |
False |
106,793 |
| 100 |
7,004.25 |
5,853.25 |
1,151.00 |
16.6% |
58.25 |
0.8% |
94% |
True |
False |
85,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,497.25 |
|
2.618 |
7,308.00 |
|
1.618 |
7,192.00 |
|
1.000 |
7,120.25 |
|
0.618 |
7,076.00 |
|
HIGH |
7,004.25 |
|
0.618 |
6,960.00 |
|
0.500 |
6,946.25 |
|
0.382 |
6,932.50 |
|
LOW |
6,888.25 |
|
0.618 |
6,816.50 |
|
1.000 |
6,772.25 |
|
1.618 |
6,700.50 |
|
2.618 |
6,584.50 |
|
4.250 |
6,395.25 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,946.25 |
6,925.50 |
| PP |
6,941.25 |
6,920.00 |
| S1 |
6,936.25 |
6,914.25 |
|