| 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 |
1,346.2 |
1,362.7 |
16.5 |
1.2% |
1,342.0 |
| High |
1,366.8 |
1,370.5 |
3.7 |
0.3% |
1,349.7 |
| Low |
1,344.1 |
1,346.2 |
2.1 |
0.2% |
1,329.1 |
| Close |
1,361.4 |
1,368.0 |
6.6 |
0.5% |
1,338.0 |
| Range |
22.7 |
24.3 |
1.6 |
7.0% |
20.6 |
| ATR |
13.1 |
13.9 |
0.8 |
6.1% |
0.0 |
| Volume |
159,339 |
142,580 |
-16,759 |
-10.5% |
156,686 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.5 |
1,425.5 |
1,381.4 |
|
| R3 |
1,410.2 |
1,401.2 |
1,374.7 |
|
| R2 |
1,385.9 |
1,385.9 |
1,372.5 |
|
| R1 |
1,376.9 |
1,376.9 |
1,370.2 |
1,381.4 |
| PP |
1,361.6 |
1,361.6 |
1,361.6 |
1,363.8 |
| S1 |
1,352.6 |
1,352.6 |
1,365.8 |
1,357.1 |
| S2 |
1,337.3 |
1,337.3 |
1,363.5 |
|
| S3 |
1,313.0 |
1,328.3 |
1,361.3 |
|
| S4 |
1,288.7 |
1,304.0 |
1,354.6 |
|
|
| 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 |
1,370.5 |
1,331.6 |
38.9 |
2.8% |
15.3 |
1.1% |
94% |
True |
False |
102,454 |
| 10 |
1,370.5 |
1,321.0 |
49.5 |
3.6% |
14.3 |
1.0% |
95% |
True |
False |
68,893 |
| 20 |
1,370.5 |
1,290.8 |
79.7 |
5.8% |
13.4 |
1.0% |
97% |
True |
False |
45,806 |
| 40 |
1,370.5 |
1,242.7 |
127.8 |
9.3% |
12.1 |
0.9% |
98% |
True |
False |
24,876 |
| 60 |
1,370.5 |
1,242.7 |
127.8 |
9.3% |
11.8 |
0.9% |
98% |
True |
False |
17,505 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.3% |
11.5 |
0.8% |
98% |
True |
False |
13,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.8 |
|
2.618 |
1,434.1 |
|
1.618 |
1,409.8 |
|
1.000 |
1,394.8 |
|
0.618 |
1,385.5 |
|
HIGH |
1,370.5 |
|
0.618 |
1,361.2 |
|
0.500 |
1,358.4 |
|
0.382 |
1,355.5 |
|
LOW |
1,346.2 |
|
0.618 |
1,331.2 |
|
1.000 |
1,321.9 |
|
1.618 |
1,306.9 |
|
2.618 |
1,282.6 |
|
4.250 |
1,242.9 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,364.8 |
1,363.1 |
| PP |
1,361.6 |
1,358.1 |
| S1 |
1,358.4 |
1,353.2 |
|