| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,586.7 |
1,594.3 |
7.6 |
0.5% |
1,561.4 |
| High |
1,602.0 |
1,607.1 |
5.1 |
0.3% |
1,602.0 |
| Low |
1,585.3 |
1,570.7 |
-14.6 |
-0.9% |
1,547.1 |
| Close |
1,596.1 |
1,577.3 |
-18.8 |
-1.2% |
1,596.1 |
| Range |
16.7 |
36.4 |
19.7 |
118.0% |
54.9 |
| ATR |
16.1 |
17.6 |
1.4 |
9.0% |
0.0 |
| Volume |
21,325 |
30,166 |
8,841 |
41.5% |
93,616 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,694.3 |
1,672.3 |
1,597.3 |
|
| R3 |
1,657.8 |
1,635.8 |
1,587.3 |
|
| R2 |
1,621.5 |
1,621.5 |
1,584.0 |
|
| R1 |
1,599.3 |
1,599.3 |
1,580.8 |
1,592.3 |
| PP |
1,585.0 |
1,585.0 |
1,585.0 |
1,581.5 |
| S1 |
1,563.0 |
1,563.0 |
1,574.0 |
1,555.8 |
| S2 |
1,548.8 |
1,548.8 |
1,570.8 |
|
| S3 |
1,512.3 |
1,526.5 |
1,567.3 |
|
| S4 |
1,475.8 |
1,490.3 |
1,557.3 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,746.5 |
1,726.3 |
1,626.3 |
|
| R3 |
1,691.5 |
1,671.3 |
1,611.3 |
|
| R2 |
1,636.8 |
1,636.8 |
1,606.3 |
|
| R1 |
1,616.3 |
1,616.3 |
1,601.3 |
1,626.5 |
| PP |
1,581.8 |
1,581.8 |
1,581.8 |
1,586.8 |
| S1 |
1,561.5 |
1,561.5 |
1,591.0 |
1,571.5 |
| S2 |
1,526.8 |
1,526.8 |
1,586.0 |
|
| S3 |
1,472.0 |
1,506.5 |
1,581.0 |
|
| S4 |
1,417.0 |
1,451.8 |
1,566.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,607.1 |
1,548.5 |
58.6 |
3.7% |
21.8 |
1.4% |
49% |
True |
False |
21,852 |
| 10 |
1,607.1 |
1,533.5 |
73.6 |
4.7% |
17.8 |
1.1% |
60% |
True |
False |
19,240 |
| 20 |
1,607.1 |
1,510.4 |
96.7 |
6.1% |
17.3 |
1.1% |
69% |
True |
False |
18,286 |
| 40 |
1,607.1 |
1,493.0 |
114.1 |
7.2% |
15.8 |
1.0% |
74% |
True |
False |
12,677 |
| 60 |
1,607.1 |
1,455.0 |
152.1 |
9.6% |
12.0 |
0.8% |
80% |
True |
False |
8,454 |
| 80 |
1,607.1 |
1,451.0 |
156.1 |
9.9% |
10.3 |
0.6% |
81% |
True |
False |
6,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,761.8 |
|
2.618 |
1,702.5 |
|
1.618 |
1,666.0 |
|
1.000 |
1,643.5 |
|
0.618 |
1,629.5 |
|
HIGH |
1,607.0 |
|
0.618 |
1,593.3 |
|
0.500 |
1,589.0 |
|
0.382 |
1,584.5 |
|
LOW |
1,570.8 |
|
0.618 |
1,548.3 |
|
1.000 |
1,534.3 |
|
1.618 |
1,511.8 |
|
2.618 |
1,475.5 |
|
4.250 |
1,416.0 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,589.0 |
1,583.0 |
| PP |
1,585.0 |
1,581.3 |
| S1 |
1,581.3 |
1,579.3 |
|