| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,593.5 |
1,606.5 |
13.0 |
0.8% |
1,594.3 |
| High |
1,609.0 |
1,616.3 |
7.3 |
0.5% |
1,607.1 |
| Low |
1,591.1 |
1,599.8 |
8.7 |
0.5% |
1,570.7 |
| Close |
1,607.0 |
1,612.9 |
5.9 |
0.4% |
1,598.9 |
| Range |
17.9 |
16.5 |
-1.4 |
-7.8% |
36.4 |
| ATR |
18.4 |
18.2 |
-0.1 |
-0.7% |
0.0 |
| Volume |
13,317 |
17,972 |
4,655 |
35.0% |
86,237 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,659.3 |
1,652.5 |
1,622.0 |
|
| R3 |
1,642.8 |
1,636.0 |
1,617.5 |
|
| R2 |
1,626.3 |
1,626.3 |
1,616.0 |
|
| R1 |
1,619.5 |
1,619.5 |
1,614.5 |
1,622.8 |
| PP |
1,609.8 |
1,609.8 |
1,609.8 |
1,611.3 |
| S1 |
1,603.0 |
1,603.0 |
1,611.5 |
1,606.3 |
| S2 |
1,593.3 |
1,593.3 |
1,610.0 |
|
| S3 |
1,576.8 |
1,586.5 |
1,608.3 |
|
| S4 |
1,560.3 |
1,570.0 |
1,603.8 |
|
|
| 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 |
1,616.3 |
1,572.5 |
43.8 |
2.7% |
19.8 |
1.2% |
92% |
True |
False |
17,472 |
| 10 |
1,616.3 |
1,548.5 |
67.8 |
4.2% |
20.8 |
1.3% |
95% |
True |
False |
19,662 |
| 20 |
1,616.3 |
1,529.7 |
86.6 |
5.4% |
17.0 |
1.1% |
96% |
True |
False |
17,179 |
| 40 |
1,616.3 |
1,501.5 |
114.8 |
7.1% |
17.5 |
1.1% |
97% |
True |
False |
14,856 |
| 60 |
1,616.3 |
1,455.0 |
161.3 |
10.0% |
13.8 |
0.8% |
98% |
True |
False |
9,910 |
| 80 |
1,616.3 |
1,455.0 |
161.3 |
10.0% |
11.0 |
0.7% |
98% |
True |
False |
7,433 |
| 100 |
1,616.3 |
1,396.3 |
220.0 |
13.6% |
9.3 |
0.6% |
98% |
True |
False |
5,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,686.5 |
|
2.618 |
1,659.5 |
|
1.618 |
1,643.0 |
|
1.000 |
1,632.8 |
|
0.618 |
1,626.5 |
|
HIGH |
1,616.3 |
|
0.618 |
1,610.0 |
|
0.500 |
1,608.0 |
|
0.382 |
1,606.0 |
|
LOW |
1,599.8 |
|
0.618 |
1,589.5 |
|
1.000 |
1,583.3 |
|
1.618 |
1,573.0 |
|
2.618 |
1,556.5 |
|
4.250 |
1,529.8 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,611.3 |
1,606.8 |
| PP |
1,609.8 |
1,600.5 |
| S1 |
1,608.0 |
1,594.5 |
|