| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,577.2 |
1,593.5 |
16.3 |
1.0% |
1,594.3 |
| High |
1,601.5 |
1,609.0 |
7.5 |
0.5% |
1,607.1 |
| Low |
1,572.5 |
1,591.1 |
18.6 |
1.2% |
1,570.7 |
| Close |
1,598.9 |
1,607.0 |
8.1 |
0.5% |
1,598.9 |
| Range |
29.0 |
17.9 |
-11.1 |
-38.3% |
36.4 |
| ATR |
18.4 |
18.4 |
0.0 |
-0.2% |
0.0 |
| Volume |
17,533 |
13,317 |
-4,216 |
-24.0% |
86,237 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,656.0 |
1,649.5 |
1,616.8 |
|
| R3 |
1,638.3 |
1,631.5 |
1,612.0 |
|
| R2 |
1,620.3 |
1,620.3 |
1,610.3 |
|
| R1 |
1,613.8 |
1,613.8 |
1,608.8 |
1,617.0 |
| PP |
1,602.3 |
1,602.3 |
1,602.3 |
1,604.0 |
| S1 |
1,595.8 |
1,595.8 |
1,605.3 |
1,599.0 |
| S2 |
1,584.5 |
1,584.5 |
1,603.8 |
|
| S3 |
1,566.5 |
1,577.8 |
1,602.0 |
|
| S4 |
1,548.8 |
1,560.0 |
1,597.3 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,701.5 |
1,686.5 |
1,619.0 |
|
| R3 |
1,665.0 |
1,650.3 |
1,609.0 |
|
| R2 |
1,628.8 |
1,628.8 |
1,605.5 |
|
| R1 |
1,613.8 |
1,613.8 |
1,602.3 |
1,621.3 |
| PP |
1,592.3 |
1,592.3 |
1,592.3 |
1,596.0 |
| S1 |
1,577.3 |
1,577.3 |
1,595.5 |
1,584.8 |
| S2 |
1,555.8 |
1,555.8 |
1,592.3 |
|
| S3 |
1,519.5 |
1,541.0 |
1,589.0 |
|
| S4 |
1,483.0 |
1,504.5 |
1,579.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,609.0 |
1,570.7 |
38.3 |
2.4% |
23.8 |
1.5% |
95% |
True |
False |
19,910 |
| 10 |
1,609.0 |
1,547.1 |
61.9 |
3.9% |
21.0 |
1.3% |
97% |
True |
False |
19,317 |
| 20 |
1,609.0 |
1,529.7 |
79.3 |
4.9% |
17.0 |
1.1% |
97% |
True |
False |
17,067 |
| 40 |
1,609.0 |
1,501.5 |
107.5 |
6.7% |
17.0 |
1.1% |
98% |
True |
False |
14,407 |
| 60 |
1,609.0 |
1,455.0 |
154.0 |
9.6% |
13.5 |
0.8% |
99% |
True |
False |
9,610 |
| 80 |
1,609.0 |
1,455.0 |
154.0 |
9.6% |
10.8 |
0.7% |
99% |
True |
False |
7,209 |
| 100 |
1,609.0 |
1,396.3 |
212.7 |
13.2% |
9.0 |
0.6% |
99% |
True |
False |
5,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,685.0 |
|
2.618 |
1,655.8 |
|
1.618 |
1,638.0 |
|
1.000 |
1,627.0 |
|
0.618 |
1,620.0 |
|
HIGH |
1,609.0 |
|
0.618 |
1,602.3 |
|
0.500 |
1,600.0 |
|
0.382 |
1,598.0 |
|
LOW |
1,591.0 |
|
0.618 |
1,580.0 |
|
1.000 |
1,573.3 |
|
1.618 |
1,562.3 |
|
2.618 |
1,544.3 |
|
4.250 |
1,515.0 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,604.8 |
1,601.5 |
| PP |
1,602.3 |
1,596.3 |
| S1 |
1,600.0 |
1,590.8 |
|