| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,612.9 |
1,601.5 |
-11.4 |
-0.7% |
1,594.3 |
| High |
1,619.2 |
1,612.4 |
-6.8 |
-0.4% |
1,607.1 |
| Low |
1,596.5 |
1,594.6 |
-1.9 |
-0.1% |
1,570.7 |
| Close |
1,601.2 |
1,604.3 |
3.1 |
0.2% |
1,598.9 |
| Range |
22.7 |
17.8 |
-4.9 |
-21.6% |
36.4 |
| ATR |
18.6 |
18.5 |
-0.1 |
-0.3% |
0.0 |
| Volume |
29,435 |
21,648 |
-7,787 |
-26.5% |
86,237 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,657.3 |
1,648.5 |
1,614.0 |
|
| R3 |
1,639.3 |
1,630.8 |
1,609.3 |
|
| R2 |
1,621.5 |
1,621.5 |
1,607.5 |
|
| R1 |
1,613.0 |
1,613.0 |
1,606.0 |
1,617.3 |
| PP |
1,603.8 |
1,603.8 |
1,603.8 |
1,606.0 |
| S1 |
1,595.3 |
1,595.3 |
1,602.8 |
1,599.5 |
| S2 |
1,586.0 |
1,586.0 |
1,601.0 |
|
| S3 |
1,568.3 |
1,577.3 |
1,599.5 |
|
| S4 |
1,550.3 |
1,559.5 |
1,594.5 |
|
|
| 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 |
1,619.2 |
1,572.5 |
46.7 |
2.9% |
20.8 |
1.3% |
68% |
False |
False |
19,981 |
| 10 |
1,619.2 |
1,559.1 |
60.1 |
3.7% |
22.3 |
1.4% |
75% |
False |
False |
21,502 |
| 20 |
1,619.2 |
1,529.7 |
89.5 |
5.6% |
18.3 |
1.1% |
83% |
False |
False |
18,611 |
| 40 |
1,619.2 |
1,501.5 |
117.7 |
7.3% |
18.3 |
1.1% |
87% |
False |
False |
16,130 |
| 60 |
1,619.2 |
1,455.0 |
164.2 |
10.2% |
14.0 |
0.9% |
91% |
False |
False |
10,761 |
| 80 |
1,619.2 |
1,455.0 |
164.2 |
10.2% |
11.3 |
0.7% |
91% |
False |
False |
8,072 |
| 100 |
1,619.2 |
1,396.3 |
222.9 |
13.9% |
9.5 |
0.6% |
93% |
False |
False |
6,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,688.0 |
|
2.618 |
1,659.0 |
|
1.618 |
1,641.3 |
|
1.000 |
1,630.3 |
|
0.618 |
1,623.5 |
|
HIGH |
1,612.5 |
|
0.618 |
1,605.5 |
|
0.500 |
1,603.5 |
|
0.382 |
1,601.5 |
|
LOW |
1,594.5 |
|
0.618 |
1,583.5 |
|
1.000 |
1,576.8 |
|
1.618 |
1,565.8 |
|
2.618 |
1,548.0 |
|
4.250 |
1,519.0 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,604.0 |
1,607.0 |
| PP |
1,603.8 |
1,606.0 |
| S1 |
1,603.5 |
1,605.3 |
|