| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,344.0 |
1,341.8 |
-2.2 |
-0.2% |
1,339.4 |
| High |
1,352.5 |
1,351.0 |
-1.5 |
-0.1% |
1,370.5 |
| Low |
1,337.5 |
1,335.5 |
-2.0 |
-0.1% |
1,332.9 |
| Close |
1,340.0 |
1,343.1 |
3.1 |
0.2% |
1,357.2 |
| Range |
15.0 |
15.5 |
0.5 |
3.3% |
37.6 |
| ATR |
14.5 |
14.5 |
0.1 |
0.5% |
0.0 |
| Volume |
412,518 |
377,142 |
-35,376 |
-8.6% |
618,904 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.7 |
1,381.9 |
1,351.6 |
|
| R3 |
1,374.2 |
1,366.4 |
1,347.4 |
|
| R2 |
1,358.7 |
1,358.7 |
1,345.9 |
|
| R1 |
1,350.9 |
1,350.9 |
1,344.5 |
1,354.8 |
| PP |
1,343.2 |
1,343.2 |
1,343.2 |
1,345.2 |
| S1 |
1,335.4 |
1,335.4 |
1,341.7 |
1,339.3 |
| S2 |
1,327.7 |
1,327.7 |
1,340.3 |
|
| S3 |
1,312.2 |
1,319.9 |
1,338.8 |
|
| S4 |
1,296.7 |
1,304.4 |
1,334.6 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.3 |
1,449.4 |
1,377.9 |
|
| R3 |
1,428.7 |
1,411.8 |
1,367.5 |
|
| R2 |
1,391.1 |
1,391.1 |
1,364.1 |
|
| R1 |
1,374.2 |
1,374.2 |
1,360.6 |
1,382.7 |
| PP |
1,353.5 |
1,353.5 |
1,353.5 |
1,357.8 |
| S1 |
1,336.6 |
1,336.6 |
1,353.8 |
1,345.1 |
| S2 |
1,315.9 |
1,315.9 |
1,350.3 |
|
| S3 |
1,278.3 |
1,299.0 |
1,346.9 |
|
| S4 |
1,240.7 |
1,261.4 |
1,336.5 |
|
|
| 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 |
1,335.5 |
35.0 |
2.6% |
16.5 |
1.2% |
22% |
False |
True |
261,653 |
| 10 |
1,370.5 |
1,329.1 |
41.4 |
3.1% |
14.4 |
1.1% |
34% |
False |
False |
169,958 |
| 20 |
1,370.5 |
1,312.0 |
58.5 |
4.4% |
14.1 |
1.1% |
53% |
False |
False |
101,892 |
| 40 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
12.2 |
0.9% |
79% |
False |
False |
53,560 |
| 60 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
12.1 |
0.9% |
79% |
False |
False |
36,837 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
11.8 |
0.9% |
79% |
False |
False |
28,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,416.9 |
|
2.618 |
1,391.6 |
|
1.618 |
1,376.1 |
|
1.000 |
1,366.5 |
|
0.618 |
1,360.6 |
|
HIGH |
1,351.0 |
|
0.618 |
1,345.1 |
|
0.500 |
1,343.3 |
|
0.382 |
1,341.4 |
|
LOW |
1,335.5 |
|
0.618 |
1,325.9 |
|
1.000 |
1,320.0 |
|
1.618 |
1,310.4 |
|
2.618 |
1,294.9 |
|
4.250 |
1,269.6 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,343.3 |
1,345.9 |
| PP |
1,343.2 |
1,345.0 |
| S1 |
1,343.2 |
1,344.0 |
|