| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
11,251.25 |
10,880.71 |
-370.54 |
-3.3% |
11,325.75 |
| High |
11,618.37 |
11,815.61 |
197.24 |
1.7% |
12,998.57 |
| Low |
10,307.56 |
10,768.71 |
461.15 |
4.5% |
9,950.56 |
| Close |
10,880.70 |
11,261.01 |
380.31 |
3.5% |
10,880.70 |
| Range |
1,310.81 |
1,046.90 |
-263.91 |
-20.1% |
3,048.01 |
| ATR |
1,728.74 |
1,680.03 |
-48.70 |
-2.8% |
0.00 |
| Volume |
119,223 |
66,202 |
-53,021 |
-44.5% |
572,766 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,422.48 |
13,888.64 |
11,836.81 |
|
| R3 |
13,375.58 |
12,841.74 |
11,548.91 |
|
| R2 |
12,328.68 |
12,328.68 |
11,452.94 |
|
| R1 |
11,794.84 |
11,794.84 |
11,356.98 |
12,061.76 |
| PP |
11,281.78 |
11,281.78 |
11,281.78 |
11,415.24 |
| S1 |
10,747.94 |
10,747.94 |
11,165.04 |
11,014.86 |
| S2 |
10,234.88 |
10,234.88 |
11,069.08 |
|
| S3 |
9,187.98 |
9,701.04 |
10,973.11 |
|
| S4 |
8,141.08 |
8,654.14 |
10,685.22 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,420.64 |
18,698.68 |
12,557.11 |
|
| R3 |
17,372.63 |
15,650.67 |
11,718.90 |
|
| R2 |
14,324.62 |
14,324.62 |
11,439.50 |
|
| R1 |
12,602.66 |
12,602.66 |
11,160.10 |
11,939.64 |
| PP |
11,276.61 |
11,276.61 |
11,276.61 |
10,945.10 |
| S1 |
9,554.65 |
9,554.65 |
10,601.30 |
8,891.63 |
| S2 |
8,228.60 |
8,228.60 |
10,321.90 |
|
| S3 |
5,180.59 |
6,506.64 |
10,042.50 |
|
| S4 |
2,132.58 |
3,458.63 |
9,204.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,815.61 |
9,950.56 |
1,865.05 |
16.6% |
1,119.75 |
9.9% |
70% |
True |
False |
101,754 |
| 10 |
13,909.21 |
9,198.75 |
4,710.46 |
41.8% |
1,718.30 |
15.3% |
44% |
False |
False |
150,969 |
| 20 |
17,224.62 |
9,198.75 |
8,025.87 |
71.3% |
1,712.73 |
15.2% |
26% |
False |
False |
122,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,264.94 |
|
2.618 |
14,556.39 |
|
1.618 |
13,509.49 |
|
1.000 |
12,862.51 |
|
0.618 |
12,462.59 |
|
HIGH |
11,815.61 |
|
0.618 |
11,415.69 |
|
0.500 |
11,292.16 |
|
0.382 |
11,168.63 |
|
LOW |
10,768.71 |
|
0.618 |
10,121.73 |
|
1.000 |
9,721.81 |
|
1.618 |
9,074.83 |
|
2.618 |
8,027.93 |
|
4.250 |
6,319.39 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,292.16 |
11,194.54 |
| PP |
11,281.78 |
11,128.06 |
| S1 |
11,271.39 |
11,061.59 |
|