| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,338.4 |
1,346.2 |
7.8 |
0.6% |
1,342.0 |
| High |
1,346.6 |
1,366.8 |
20.2 |
1.5% |
1,349.7 |
| Low |
1,335.8 |
1,344.1 |
8.3 |
0.6% |
1,329.1 |
| Close |
1,341.7 |
1,361.4 |
19.7 |
1.5% |
1,338.0 |
| Range |
10.8 |
22.7 |
11.9 |
110.2% |
20.6 |
| ATR |
12.2 |
13.1 |
0.9 |
7.6% |
0.0 |
| Volume |
70,400 |
159,339 |
88,939 |
126.3% |
156,686 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.5 |
1,416.2 |
1,373.9 |
|
| R3 |
1,402.8 |
1,393.5 |
1,367.6 |
|
| R2 |
1,380.1 |
1,380.1 |
1,365.6 |
|
| R1 |
1,370.8 |
1,370.8 |
1,363.5 |
1,375.5 |
| PP |
1,357.4 |
1,357.4 |
1,357.4 |
1,359.8 |
| S1 |
1,348.1 |
1,348.1 |
1,359.3 |
1,352.8 |
| S2 |
1,334.7 |
1,334.7 |
1,357.2 |
|
| S3 |
1,312.0 |
1,325.4 |
1,355.2 |
|
| S4 |
1,289.3 |
1,302.7 |
1,348.9 |
|
|
| 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 |
1,366.8 |
1,329.1 |
37.7 |
2.8% |
12.2 |
0.9% |
86% |
True |
False |
78,263 |
| 10 |
1,366.8 |
1,313.9 |
52.9 |
3.9% |
13.8 |
1.0% |
90% |
True |
False |
58,525 |
| 20 |
1,366.8 |
1,282.5 |
84.3 |
6.2% |
12.7 |
0.9% |
94% |
True |
False |
38,772 |
| 40 |
1,366.8 |
1,242.7 |
124.1 |
9.1% |
11.8 |
0.9% |
96% |
True |
False |
21,381 |
| 60 |
1,366.8 |
1,242.7 |
124.1 |
9.1% |
11.6 |
0.8% |
96% |
True |
False |
15,147 |
| 80 |
1,366.8 |
1,242.7 |
124.1 |
9.1% |
11.3 |
0.8% |
96% |
True |
False |
11,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,463.3 |
|
2.618 |
1,426.2 |
|
1.618 |
1,403.5 |
|
1.000 |
1,389.5 |
|
0.618 |
1,380.8 |
|
HIGH |
1,366.8 |
|
0.618 |
1,358.1 |
|
0.500 |
1,355.5 |
|
0.382 |
1,352.8 |
|
LOW |
1,344.1 |
|
0.618 |
1,330.1 |
|
1.000 |
1,321.4 |
|
1.618 |
1,307.4 |
|
2.618 |
1,284.7 |
|
4.250 |
1,247.6 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,359.4 |
1,357.6 |
| PP |
1,357.4 |
1,353.7 |
| S1 |
1,355.5 |
1,349.9 |
|