| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,558.9 |
1,562.7 |
3.8 |
0.2% |
1,542.6 |
| High |
1,564.1 |
1,589.7 |
25.6 |
1.6% |
1,564.1 |
| Low |
1,548.5 |
1,559.1 |
10.6 |
0.7% |
1,533.5 |
| Close |
1,561.8 |
1,588.0 |
26.2 |
1.7% |
1,561.7 |
| Range |
15.6 |
30.6 |
15.0 |
96.2% |
30.6 |
| ATR |
15.0 |
16.1 |
1.1 |
7.4% |
0.0 |
| Volume |
18,469 |
25,087 |
6,618 |
35.8% |
68,622 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,670.8 |
1,660.0 |
1,604.8 |
|
| R3 |
1,640.3 |
1,629.3 |
1,596.5 |
|
| R2 |
1,609.5 |
1,609.5 |
1,593.5 |
|
| R1 |
1,598.8 |
1,598.8 |
1,590.8 |
1,604.3 |
| PP |
1,579.0 |
1,579.0 |
1,579.0 |
1,581.5 |
| S1 |
1,568.3 |
1,568.3 |
1,585.3 |
1,573.5 |
| S2 |
1,548.3 |
1,548.3 |
1,582.5 |
|
| S3 |
1,517.8 |
1,537.5 |
1,579.5 |
|
| S4 |
1,487.3 |
1,507.0 |
1,571.3 |
|
|
| 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 |
1,589.7 |
1,547.1 |
42.6 |
2.7% |
17.0 |
1.1% |
96% |
True |
False |
17,421 |
| 10 |
1,589.7 |
1,529.7 |
60.0 |
3.8% |
16.0 |
1.0% |
97% |
True |
False |
16,992 |
| 20 |
1,589.7 |
1,505.3 |
84.4 |
5.3% |
17.3 |
1.1% |
98% |
True |
False |
19,285 |
| 40 |
1,589.7 |
1,455.0 |
134.7 |
8.5% |
14.8 |
0.9% |
99% |
True |
False |
11,390 |
| 60 |
1,589.7 |
1,455.0 |
134.7 |
8.5% |
11.5 |
0.7% |
99% |
True |
False |
7,596 |
| 80 |
1,589.7 |
1,440.9 |
148.8 |
9.4% |
9.5 |
0.6% |
99% |
True |
False |
5,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,719.8 |
|
2.618 |
1,669.8 |
|
1.618 |
1,639.3 |
|
1.000 |
1,620.3 |
|
0.618 |
1,608.5 |
|
HIGH |
1,589.8 |
|
0.618 |
1,578.0 |
|
0.500 |
1,574.5 |
|
0.382 |
1,570.8 |
|
LOW |
1,559.0 |
|
0.618 |
1,540.3 |
|
1.000 |
1,528.5 |
|
1.618 |
1,509.5 |
|
2.618 |
1,479.0 |
|
4.250 |
1,429.0 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,583.5 |
1,581.8 |
| PP |
1,579.0 |
1,575.5 |
| S1 |
1,574.5 |
1,569.0 |
|