| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,332.2 |
1,332.3 |
0.1 |
0.0% |
1,342.0 |
| High |
1,338.0 |
1,342.8 |
4.8 |
0.4% |
1,349.7 |
| Low |
1,329.1 |
1,331.6 |
2.5 |
0.2% |
1,329.1 |
| Close |
1,332.0 |
1,338.0 |
6.0 |
0.5% |
1,338.0 |
| Range |
8.9 |
11.2 |
2.3 |
25.8% |
20.6 |
| ATR |
12.8 |
12.6 |
-0.1 |
-0.9% |
0.0 |
| Volume |
21,626 |
35,635 |
14,009 |
64.8% |
156,686 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.1 |
1,365.7 |
1,344.2 |
|
| R3 |
1,359.9 |
1,354.5 |
1,341.1 |
|
| R2 |
1,348.7 |
1,348.7 |
1,340.1 |
|
| R1 |
1,343.3 |
1,343.3 |
1,339.0 |
1,346.0 |
| PP |
1,337.5 |
1,337.5 |
1,337.5 |
1,338.8 |
| S1 |
1,332.1 |
1,332.1 |
1,337.0 |
1,334.8 |
| S2 |
1,326.3 |
1,326.3 |
1,335.9 |
|
| S3 |
1,315.1 |
1,320.9 |
1,334.9 |
|
| S4 |
1,303.9 |
1,309.7 |
1,331.8 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.7 |
1,390.0 |
1,349.3 |
|
| R3 |
1,380.1 |
1,369.4 |
1,343.7 |
|
| R2 |
1,359.5 |
1,359.5 |
1,341.8 |
|
| R1 |
1,348.8 |
1,348.8 |
1,339.9 |
1,343.9 |
| PP |
1,338.9 |
1,338.9 |
1,338.9 |
1,336.5 |
| S1 |
1,328.2 |
1,328.2 |
1,336.1 |
1,323.3 |
| S2 |
1,318.3 |
1,318.3 |
1,334.2 |
|
| S3 |
1,297.7 |
1,307.6 |
1,332.3 |
|
| S4 |
1,277.1 |
1,287.0 |
1,326.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.7 |
1,326.0 |
23.7 |
1.8% |
13.9 |
1.0% |
51% |
False |
False |
38,539 |
| 10 |
1,349.7 |
1,313.9 |
35.8 |
2.7% |
12.6 |
0.9% |
67% |
False |
False |
34,543 |
| 20 |
1,349.7 |
1,269.4 |
80.3 |
6.0% |
11.8 |
0.9% |
85% |
False |
False |
22,880 |
| 40 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.6 |
0.9% |
89% |
False |
False |
13,332 |
| 60 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.4 |
0.9% |
89% |
False |
False |
9,667 |
| 80 |
1,349.7 |
1,242.7 |
107.0 |
8.0% |
11.4 |
0.8% |
89% |
False |
False |
7,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,390.4 |
|
2.618 |
1,372.1 |
|
1.618 |
1,360.9 |
|
1.000 |
1,354.0 |
|
0.618 |
1,349.7 |
|
HIGH |
1,342.8 |
|
0.618 |
1,338.5 |
|
0.500 |
1,337.2 |
|
0.382 |
1,335.9 |
|
LOW |
1,331.6 |
|
0.618 |
1,324.7 |
|
1.000 |
1,320.4 |
|
1.618 |
1,313.5 |
|
2.618 |
1,302.3 |
|
4.250 |
1,284.0 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.7 |
1,339.2 |
| PP |
1,337.5 |
1,338.8 |
| S1 |
1,337.2 |
1,338.4 |
|