| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,956.50 |
6,933.50 |
-23.00 |
-0.3% |
6,781.50 |
| High |
7,004.25 |
6,987.25 |
-17.00 |
-0.2% |
6,857.00 |
| Low |
6,888.25 |
6,902.00 |
13.75 |
0.2% |
6,729.25 |
| Close |
6,931.25 |
6,931.50 |
0.25 |
0.0% |
6,845.75 |
| Range |
116.00 |
85.25 |
-30.75 |
-26.5% |
127.75 |
| ATR |
71.58 |
72.56 |
0.98 |
1.4% |
0.00 |
| Volume |
526,387 |
415,464 |
-110,923 |
-21.1% |
1,512,637 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,196.00 |
7,149.00 |
6,978.50 |
|
| R3 |
7,110.75 |
7,063.75 |
6,955.00 |
|
| R2 |
7,025.50 |
7,025.50 |
6,947.25 |
|
| R1 |
6,978.50 |
6,978.50 |
6,939.25 |
6,959.50 |
| PP |
6,940.25 |
6,940.25 |
6,940.25 |
6,930.75 |
| S1 |
6,893.25 |
6,893.25 |
6,923.75 |
6,874.00 |
| S2 |
6,855.00 |
6,855.00 |
6,915.75 |
|
| S3 |
6,769.75 |
6,808.00 |
6,908.00 |
|
| S4 |
6,684.50 |
6,722.75 |
6,884.50 |
|
|
| 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 |
6,801.50 |
202.75 |
2.9% |
87.00 |
1.3% |
64% |
False |
False |
373,004 |
| 10 |
7,004.25 |
6,664.25 |
340.00 |
4.9% |
82.25 |
1.2% |
79% |
False |
False |
357,119 |
| 20 |
7,004.25 |
6,383.25 |
621.00 |
9.0% |
71.25 |
1.0% |
88% |
False |
False |
291,080 |
| 40 |
7,004.25 |
6,250.00 |
754.25 |
10.9% |
72.00 |
1.0% |
90% |
False |
False |
223,309 |
| 60 |
7,004.25 |
6,206.00 |
798.25 |
11.5% |
65.25 |
0.9% |
91% |
False |
False |
149,153 |
| 80 |
7,004.25 |
5,969.75 |
1,034.50 |
14.9% |
60.75 |
0.9% |
93% |
False |
False |
111,981 |
| 100 |
7,004.25 |
5,853.25 |
1,151.00 |
16.6% |
58.50 |
0.8% |
94% |
False |
False |
89,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,349.50 |
|
2.618 |
7,210.50 |
|
1.618 |
7,125.25 |
|
1.000 |
7,072.50 |
|
0.618 |
7,040.00 |
|
HIGH |
6,987.25 |
|
0.618 |
6,954.75 |
|
0.500 |
6,944.50 |
|
0.382 |
6,934.50 |
|
LOW |
6,902.00 |
|
0.618 |
6,849.25 |
|
1.000 |
6,816.75 |
|
1.618 |
6,764.00 |
|
2.618 |
6,678.75 |
|
4.250 |
6,539.75 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,944.50 |
6,946.25 |
| PP |
6,940.25 |
6,941.25 |
| S1 |
6,936.00 |
6,936.50 |
|