| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
7,030.00 |
6,991.50 |
-38.50 |
-0.5% |
6,830.75 |
| High |
7,047.25 |
7,006.50 |
-40.75 |
-0.6% |
7,034.50 |
| Low |
6,980.00 |
6,902.75 |
-77.25 |
-1.1% |
6,824.25 |
| Close |
6,992.50 |
6,941.50 |
-51.00 |
-0.7% |
7,030.25 |
| Range |
67.25 |
103.75 |
36.50 |
54.3% |
210.25 |
| ATR |
74.20 |
76.31 |
2.11 |
2.8% |
0.00 |
| Volume |
407,157 |
524,079 |
116,922 |
28.7% |
1,867,091 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,261.50 |
7,205.25 |
6,998.50 |
|
| R3 |
7,157.75 |
7,101.50 |
6,970.00 |
|
| R2 |
7,054.00 |
7,054.00 |
6,960.50 |
|
| R1 |
6,997.75 |
6,997.75 |
6,951.00 |
6,974.00 |
| PP |
6,950.25 |
6,950.25 |
6,950.25 |
6,938.50 |
| S1 |
6,894.00 |
6,894.00 |
6,932.00 |
6,870.25 |
| S2 |
6,846.50 |
6,846.50 |
6,922.50 |
|
| S3 |
6,742.75 |
6,790.25 |
6,913.00 |
|
| S4 |
6,639.00 |
6,686.50 |
6,884.50 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,593.75 |
7,522.25 |
7,146.00 |
|
| R3 |
7,383.50 |
7,312.00 |
7,088.00 |
|
| R2 |
7,173.25 |
7,173.25 |
7,068.75 |
|
| R1 |
7,101.75 |
7,101.75 |
7,049.50 |
7,137.50 |
| PP |
6,963.00 |
6,963.00 |
6,963.00 |
6,981.00 |
| S1 |
6,891.50 |
6,891.50 |
7,011.00 |
6,927.25 |
| S2 |
6,752.75 |
6,752.75 |
6,991.75 |
|
| S3 |
6,542.50 |
6,681.25 |
6,972.50 |
|
| S4 |
6,332.25 |
6,471.00 |
6,914.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,047.25 |
6,888.25 |
159.00 |
2.3% |
94.50 |
1.4% |
33% |
False |
False |
439,872 |
| 10 |
7,047.25 |
6,744.75 |
302.50 |
4.4% |
83.75 |
1.2% |
65% |
False |
False |
379,469 |
| 20 |
7,047.25 |
6,397.75 |
649.50 |
9.4% |
77.25 |
1.1% |
84% |
False |
False |
328,613 |
| 40 |
7,047.25 |
6,250.00 |
797.25 |
11.5% |
71.75 |
1.0% |
87% |
False |
False |
254,446 |
| 60 |
7,047.25 |
6,206.00 |
841.25 |
12.1% |
67.50 |
1.0% |
87% |
False |
False |
170,078 |
| 80 |
7,047.25 |
6,013.75 |
1,033.50 |
14.9% |
62.75 |
0.9% |
90% |
False |
False |
127,685 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
17.2% |
59.75 |
0.9% |
91% |
False |
False |
102,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,447.50 |
|
2.618 |
7,278.00 |
|
1.618 |
7,174.25 |
|
1.000 |
7,110.25 |
|
0.618 |
7,070.50 |
|
HIGH |
7,006.50 |
|
0.618 |
6,966.75 |
|
0.500 |
6,954.50 |
|
0.382 |
6,942.50 |
|
LOW |
6,902.75 |
|
0.618 |
6,838.75 |
|
1.000 |
6,799.00 |
|
1.618 |
6,735.00 |
|
2.618 |
6,631.25 |
|
4.250 |
6,461.75 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,954.50 |
6,975.00 |
| PP |
6,950.25 |
6,963.75 |
| S1 |
6,946.00 |
6,952.75 |
|