| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,557.5 |
1,561.4 |
3.9 |
0.3% |
1,542.6 |
| High |
1,562.6 |
1,565.9 |
3.3 |
0.2% |
1,564.1 |
| Low |
1,551.8 |
1,547.1 |
-4.7 |
-0.3% |
1,533.5 |
| Close |
1,561.7 |
1,562.4 |
0.7 |
0.0% |
1,561.7 |
| Range |
10.8 |
18.8 |
8.0 |
74.1% |
30.6 |
| ATR |
15.1 |
15.4 |
0.3 |
1.7% |
0.0 |
| Volume |
14,816 |
14,522 |
-294 |
-2.0% |
68,622 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,614.8 |
1,607.5 |
1,572.8 |
|
| R3 |
1,596.0 |
1,588.8 |
1,567.5 |
|
| R2 |
1,577.3 |
1,577.3 |
1,565.8 |
|
| R1 |
1,569.8 |
1,569.8 |
1,564.0 |
1,573.5 |
| PP |
1,558.5 |
1,558.5 |
1,558.5 |
1,560.3 |
| S1 |
1,551.0 |
1,551.0 |
1,560.8 |
1,554.8 |
| S2 |
1,539.8 |
1,539.8 |
1,559.0 |
|
| S3 |
1,520.8 |
1,532.3 |
1,557.3 |
|
| S4 |
1,502.0 |
1,513.5 |
1,552.0 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,645.0 |
1,634.0 |
1,578.5 |
|
| R3 |
1,614.3 |
1,603.3 |
1,570.0 |
|
| R2 |
1,583.8 |
1,583.8 |
1,567.3 |
|
| R1 |
1,572.8 |
1,572.8 |
1,564.5 |
1,578.3 |
| PP |
1,553.0 |
1,553.0 |
1,553.0 |
1,555.8 |
| S1 |
1,542.0 |
1,542.0 |
1,559.0 |
1,547.5 |
| S2 |
1,522.5 |
1,522.5 |
1,556.0 |
|
| S3 |
1,492.0 |
1,511.5 |
1,553.3 |
|
| S4 |
1,461.3 |
1,481.0 |
1,544.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,565.9 |
1,533.5 |
32.4 |
2.1% |
14.0 |
0.9% |
89% |
True |
False |
16,628 |
| 10 |
1,565.9 |
1,529.7 |
36.2 |
2.3% |
13.5 |
0.9% |
90% |
True |
False |
14,696 |
| 20 |
1,565.9 |
1,505.3 |
60.6 |
3.9% |
16.0 |
1.0% |
94% |
True |
False |
19,609 |
| 40 |
1,565.9 |
1,455.0 |
110.9 |
7.1% |
13.8 |
0.9% |
97% |
True |
False |
9,946 |
| 60 |
1,565.9 |
1,455.0 |
110.9 |
7.1% |
10.5 |
0.7% |
97% |
True |
False |
6,633 |
| 80 |
1,565.9 |
1,431.4 |
134.5 |
8.6% |
9.0 |
0.6% |
97% |
True |
False |
4,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,645.8 |
|
2.618 |
1,615.0 |
|
1.618 |
1,596.3 |
|
1.000 |
1,584.8 |
|
0.618 |
1,577.5 |
|
HIGH |
1,566.0 |
|
0.618 |
1,558.8 |
|
0.500 |
1,556.5 |
|
0.382 |
1,554.3 |
|
LOW |
1,547.0 |
|
0.618 |
1,535.5 |
|
1.000 |
1,528.3 |
|
1.618 |
1,516.8 |
|
2.618 |
1,498.0 |
|
4.250 |
1,467.3 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,560.5 |
1,560.5 |
| PP |
1,558.5 |
1,558.5 |
| S1 |
1,556.5 |
1,556.5 |
|