| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,604.8 |
1,608.8 |
4.0 |
0.2% |
1,593.5 |
| High |
1,609.9 |
1,612.8 |
2.9 |
0.2% |
1,619.2 |
| Low |
1,600.0 |
1,597.1 |
-2.9 |
-0.2% |
1,591.1 |
| Close |
1,609.5 |
1,597.7 |
-11.8 |
-0.7% |
1,609.5 |
| Range |
9.9 |
15.7 |
5.8 |
58.6% |
28.1 |
| ATR |
17.9 |
17.7 |
-0.2 |
-0.9% |
0.0 |
| Volume |
12,614 |
19,623 |
7,009 |
55.6% |
94,986 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,649.8 |
1,639.3 |
1,606.3 |
|
| R3 |
1,634.0 |
1,623.8 |
1,602.0 |
|
| R2 |
1,618.3 |
1,618.3 |
1,600.5 |
|
| R1 |
1,608.0 |
1,608.0 |
1,599.3 |
1,605.3 |
| PP |
1,602.5 |
1,602.5 |
1,602.5 |
1,601.3 |
| S1 |
1,592.3 |
1,592.3 |
1,596.3 |
1,589.5 |
| S2 |
1,586.8 |
1,586.8 |
1,594.8 |
|
| S3 |
1,571.3 |
1,576.5 |
1,593.5 |
|
| S4 |
1,555.5 |
1,560.8 |
1,589.0 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,691.0 |
1,678.3 |
1,625.0 |
|
| R3 |
1,662.8 |
1,650.3 |
1,617.3 |
|
| R2 |
1,634.8 |
1,634.8 |
1,614.8 |
|
| R1 |
1,622.0 |
1,622.0 |
1,612.0 |
1,628.5 |
| PP |
1,606.5 |
1,606.5 |
1,606.5 |
1,609.8 |
| S1 |
1,594.0 |
1,594.0 |
1,607.0 |
1,600.3 |
| S2 |
1,578.5 |
1,578.5 |
1,604.3 |
|
| S3 |
1,550.5 |
1,566.0 |
1,601.8 |
|
| S4 |
1,522.3 |
1,537.8 |
1,594.0 |
|
|
| 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 |
1,594.6 |
24.6 |
1.5% |
16.5 |
1.0% |
13% |
False |
False |
20,258 |
| 10 |
1,619.2 |
1,570.7 |
48.5 |
3.0% |
20.0 |
1.3% |
56% |
False |
False |
20,084 |
| 20 |
1,619.2 |
1,529.7 |
89.5 |
5.6% |
18.5 |
1.2% |
76% |
False |
False |
19,136 |
| 40 |
1,619.2 |
1,501.5 |
117.7 |
7.4% |
18.3 |
1.1% |
82% |
False |
False |
16,931 |
| 60 |
1,619.2 |
1,455.0 |
164.2 |
10.3% |
14.3 |
0.9% |
87% |
False |
False |
11,298 |
| 80 |
1,619.2 |
1,455.0 |
164.2 |
10.3% |
11.5 |
0.7% |
87% |
False |
False |
8,475 |
| 100 |
1,619.2 |
1,396.3 |
222.9 |
14.0% |
9.8 |
0.6% |
90% |
False |
False |
6,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,679.5 |
|
2.618 |
1,654.0 |
|
1.618 |
1,638.3 |
|
1.000 |
1,628.5 |
|
0.618 |
1,622.5 |
|
HIGH |
1,612.8 |
|
0.618 |
1,606.8 |
|
0.500 |
1,605.0 |
|
0.382 |
1,603.0 |
|
LOW |
1,597.0 |
|
0.618 |
1,587.5 |
|
1.000 |
1,581.5 |
|
1.618 |
1,571.8 |
|
2.618 |
1,556.0 |
|
4.250 |
1,530.5 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,605.0 |
1,603.8 |
| PP |
1,602.5 |
1,601.8 |
| S1 |
1,600.0 |
1,599.8 |
|