| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,991.50 |
6,938.25 |
-53.25 |
-0.8% |
6,830.75 |
| High |
7,006.50 |
6,991.00 |
-15.50 |
-0.2% |
7,034.50 |
| Low |
6,902.75 |
6,921.50 |
18.75 |
0.3% |
6,824.25 |
| Close |
6,941.50 |
6,962.50 |
21.00 |
0.3% |
7,030.25 |
| Range |
103.75 |
69.50 |
-34.25 |
-33.0% |
210.25 |
| ATR |
76.31 |
75.82 |
-0.49 |
-0.6% |
0.00 |
| Volume |
524,079 |
413,798 |
-110,281 |
-21.0% |
1,867,091 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,166.75 |
7,134.25 |
7,000.75 |
|
| R3 |
7,097.25 |
7,064.75 |
6,981.50 |
|
| R2 |
7,027.75 |
7,027.75 |
6,975.25 |
|
| R1 |
6,995.25 |
6,995.25 |
6,968.75 |
7,011.50 |
| PP |
6,958.25 |
6,958.25 |
6,958.25 |
6,966.50 |
| S1 |
6,925.75 |
6,925.75 |
6,956.25 |
6,942.00 |
| S2 |
6,888.75 |
6,888.75 |
6,949.75 |
|
| S3 |
6,819.25 |
6,856.25 |
6,943.50 |
|
| S4 |
6,749.75 |
6,786.75 |
6,924.25 |
|
|
| 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 |
6,902.00 |
145.25 |
2.1% |
85.25 |
1.2% |
42% |
False |
False |
417,354 |
| 10 |
7,047.25 |
6,796.00 |
251.25 |
3.6% |
81.75 |
1.2% |
66% |
False |
False |
385,083 |
| 20 |
7,047.25 |
6,511.25 |
536.00 |
7.7% |
74.50 |
1.1% |
84% |
False |
False |
336,323 |
| 40 |
7,047.25 |
6,250.00 |
797.25 |
11.5% |
70.50 |
1.0% |
89% |
False |
False |
264,614 |
| 60 |
7,047.25 |
6,247.00 |
800.25 |
11.5% |
67.50 |
1.0% |
89% |
False |
False |
176,955 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
14.7% |
62.75 |
0.9% |
92% |
False |
False |
132,853 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
17.1% |
60.00 |
0.9% |
93% |
False |
False |
106,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,286.50 |
|
2.618 |
7,173.00 |
|
1.618 |
7,103.50 |
|
1.000 |
7,060.50 |
|
0.618 |
7,034.00 |
|
HIGH |
6,991.00 |
|
0.618 |
6,964.50 |
|
0.500 |
6,956.25 |
|
0.382 |
6,948.00 |
|
LOW |
6,921.50 |
|
0.618 |
6,878.50 |
|
1.000 |
6,852.00 |
|
1.618 |
6,809.00 |
|
2.618 |
6,739.50 |
|
4.250 |
6,626.00 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,960.50 |
6,975.00 |
| PP |
6,958.25 |
6,970.75 |
| S1 |
6,956.25 |
6,966.75 |
|