| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,562.7 |
1,558.9 |
-3.8 |
-0.2% |
1,542.6 |
| High |
1,567.7 |
1,564.1 |
-3.6 |
-0.2% |
1,564.1 |
| Low |
1,558.7 |
1,548.5 |
-10.2 |
-0.7% |
1,533.5 |
| Close |
1,560.6 |
1,561.8 |
1.2 |
0.1% |
1,561.7 |
| Range |
9.0 |
15.6 |
6.6 |
73.3% |
30.6 |
| ATR |
14.9 |
15.0 |
0.0 |
0.3% |
0.0 |
| Volume |
14,213 |
18,469 |
4,256 |
29.9% |
68,622 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,605.0 |
1,599.0 |
1,570.5 |
|
| R3 |
1,589.3 |
1,583.3 |
1,566.0 |
|
| R2 |
1,573.8 |
1,573.8 |
1,564.8 |
|
| R1 |
1,567.8 |
1,567.8 |
1,563.3 |
1,570.8 |
| PP |
1,558.3 |
1,558.3 |
1,558.3 |
1,559.5 |
| S1 |
1,552.3 |
1,552.3 |
1,560.3 |
1,555.3 |
| S2 |
1,542.5 |
1,542.5 |
1,559.0 |
|
| S3 |
1,527.0 |
1,536.5 |
1,557.5 |
|
| S4 |
1,511.3 |
1,521.0 |
1,553.3 |
|
|
| 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 |
1,567.7 |
1,547.1 |
20.6 |
1.3% |
13.0 |
0.8% |
71% |
False |
False |
15,613 |
| 10 |
1,567.7 |
1,529.7 |
38.0 |
2.4% |
14.3 |
0.9% |
84% |
False |
False |
15,721 |
| 20 |
1,567.7 |
1,505.3 |
62.4 |
4.0% |
16.3 |
1.0% |
91% |
False |
False |
19,422 |
| 40 |
1,567.7 |
1,455.0 |
112.7 |
7.2% |
14.3 |
0.9% |
95% |
False |
False |
10,763 |
| 60 |
1,567.7 |
1,455.0 |
112.7 |
7.2% |
11.0 |
0.7% |
95% |
False |
False |
7,178 |
| 80 |
1,567.7 |
1,440.3 |
127.4 |
8.2% |
9.3 |
0.6% |
95% |
False |
False |
5,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,630.5 |
|
2.618 |
1,605.0 |
|
1.618 |
1,589.3 |
|
1.000 |
1,579.8 |
|
0.618 |
1,573.8 |
|
HIGH |
1,564.0 |
|
0.618 |
1,558.3 |
|
0.500 |
1,556.3 |
|
0.382 |
1,554.5 |
|
LOW |
1,548.5 |
|
0.618 |
1,538.8 |
|
1.000 |
1,533.0 |
|
1.618 |
1,523.3 |
|
2.618 |
1,507.8 |
|
4.250 |
1,482.3 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,560.0 |
1,560.3 |
| PP |
1,558.3 |
1,558.8 |
| S1 |
1,556.3 |
1,557.5 |
|