| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
11,503.81 |
11,325.75 |
-178.06 |
-1.5% |
13,723.10 |
| High |
11,938.80 |
12,998.57 |
1,059.77 |
8.9% |
14,557.96 |
| Low |
10,878.47 |
10,038.68 |
-839.79 |
-7.7% |
9,198.75 |
| Close |
11,326.22 |
10,337.14 |
-989.08 |
-8.7% |
11,326.22 |
| Range |
1,060.33 |
2,959.89 |
1,899.56 |
179.1% |
5,359.21 |
| ATR |
1,855.13 |
1,934.04 |
78.91 |
4.3% |
0.00 |
| Volume |
118,238 |
130,198 |
11,960 |
10.1% |
937,468 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,004.47 |
18,130.69 |
11,965.08 |
|
| R3 |
17,044.58 |
15,170.80 |
11,151.11 |
|
| R2 |
14,084.69 |
14,084.69 |
10,879.79 |
|
| R1 |
12,210.91 |
12,210.91 |
10,608.46 |
11,667.86 |
| PP |
11,124.80 |
11,124.80 |
11,124.80 |
10,853.27 |
| S1 |
9,251.02 |
9,251.02 |
10,065.82 |
8,707.97 |
| S2 |
8,164.91 |
8,164.91 |
9,794.49 |
|
| S3 |
5,205.02 |
6,291.13 |
9,523.17 |
|
| S4 |
2,245.13 |
3,331.24 |
8,709.20 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,771.94 |
24,908.29 |
14,273.79 |
|
| R3 |
22,412.73 |
19,549.08 |
12,800.00 |
|
| R2 |
17,053.52 |
17,053.52 |
12,308.74 |
|
| R1 |
14,189.87 |
14,189.87 |
11,817.48 |
12,942.09 |
| PP |
11,694.31 |
11,694.31 |
11,694.31 |
11,070.42 |
| S1 |
8,830.66 |
8,830.66 |
10,834.96 |
7,582.88 |
| S2 |
6,335.10 |
6,335.10 |
10,343.70 |
|
| S3 |
975.89 |
3,471.45 |
9,852.44 |
|
| S4 |
-4,383.32 |
-1,887.76 |
8,378.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,909.21 |
9,198.75 |
4,710.46 |
45.6% |
2,316.86 |
22.4% |
24% |
False |
False |
200,185 |
| 10 |
15,358.82 |
9,198.75 |
6,160.07 |
59.6% |
1,905.75 |
18.4% |
18% |
False |
False |
150,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,578.10 |
|
2.618 |
20,747.56 |
|
1.618 |
17,787.67 |
|
1.000 |
15,958.46 |
|
0.618 |
14,827.78 |
|
HIGH |
12,998.57 |
|
0.618 |
11,867.89 |
|
0.500 |
11,518.63 |
|
0.382 |
11,169.36 |
|
LOW |
10,038.68 |
|
0.618 |
8,209.47 |
|
1.000 |
7,078.79 |
|
1.618 |
5,249.58 |
|
2.618 |
2,289.69 |
|
4.250 |
-2,540.85 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,518.63 |
11,518.63 |
| PP |
11,124.80 |
11,124.80 |
| S1 |
10,730.97 |
10,730.97 |
|