| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,594.3 |
1,578.2 |
-16.1 |
-1.0% |
1,561.4 |
| High |
1,607.1 |
1,593.3 |
-13.8 |
-0.9% |
1,602.0 |
| Low |
1,570.7 |
1,575.8 |
5.1 |
0.3% |
1,547.1 |
| Close |
1,577.3 |
1,588.9 |
11.6 |
0.7% |
1,596.1 |
| Range |
36.4 |
17.5 |
-18.9 |
-51.9% |
54.9 |
| ATR |
17.6 |
17.6 |
0.0 |
0.0% |
0.0 |
| Volume |
30,166 |
20,988 |
-9,178 |
-30.4% |
93,616 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,638.5 |
1,631.3 |
1,598.5 |
|
| R3 |
1,621.0 |
1,613.8 |
1,593.8 |
|
| R2 |
1,603.5 |
1,603.5 |
1,592.0 |
|
| R1 |
1,596.3 |
1,596.3 |
1,590.5 |
1,599.8 |
| PP |
1,586.0 |
1,586.0 |
1,586.0 |
1,587.8 |
| S1 |
1,578.8 |
1,578.8 |
1,587.3 |
1,582.3 |
| S2 |
1,568.5 |
1,568.5 |
1,585.8 |
|
| S3 |
1,551.0 |
1,561.3 |
1,584.0 |
|
| S4 |
1,533.5 |
1,543.8 |
1,579.3 |
|
|
| 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% |
23.3 |
1.5% |
69% |
False |
False |
23,207 |
| 10 |
1,607.1 |
1,547.1 |
60.0 |
3.8% |
17.8 |
1.1% |
70% |
False |
False |
19,179 |
| 20 |
1,607.1 |
1,529.7 |
77.4 |
4.9% |
16.5 |
1.0% |
76% |
False |
False |
17,665 |
| 40 |
1,607.1 |
1,501.5 |
105.6 |
6.6% |
16.3 |
1.0% |
83% |
False |
False |
13,199 |
| 60 |
1,607.1 |
1,455.0 |
152.1 |
9.6% |
12.3 |
0.8% |
88% |
False |
False |
8,803 |
| 80 |
1,607.1 |
1,452.1 |
155.0 |
9.8% |
10.5 |
0.7% |
88% |
False |
False |
6,604 |
| 100 |
1,607.1 |
1,379.6 |
227.5 |
14.3% |
8.5 |
0.5% |
92% |
False |
False |
5,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,667.8 |
|
2.618 |
1,639.0 |
|
1.618 |
1,621.5 |
|
1.000 |
1,610.8 |
|
0.618 |
1,604.0 |
|
HIGH |
1,593.3 |
|
0.618 |
1,586.5 |
|
0.500 |
1,584.5 |
|
0.382 |
1,582.5 |
|
LOW |
1,575.8 |
|
0.618 |
1,565.0 |
|
1.000 |
1,558.3 |
|
1.618 |
1,547.5 |
|
2.618 |
1,530.0 |
|
4.250 |
1,501.5 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,587.5 |
1,589.0 |
| PP |
1,586.0 |
1,589.0 |
| S1 |
1,584.5 |
1,589.0 |
|