| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
10,880.71 |
11,260.43 |
379.72 |
3.5% |
11,325.75 |
| High |
11,815.61 |
11,260.43 |
-555.18 |
-4.7% |
12,998.57 |
| Low |
10,768.71 |
9,839.48 |
-929.23 |
-8.6% |
9,950.56 |
| Close |
11,261.01 |
10,161.86 |
-1,099.15 |
-9.8% |
10,880.70 |
| Range |
1,046.90 |
1,420.95 |
374.05 |
35.7% |
3,048.01 |
| ATR |
1,680.03 |
1,661.57 |
-18.46 |
-1.1% |
0.00 |
| Volume |
66,202 |
141,041 |
74,839 |
113.0% |
572,766 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,683.44 |
13,843.60 |
10,943.38 |
|
| R3 |
13,262.49 |
12,422.65 |
10,552.62 |
|
| R2 |
11,841.54 |
11,841.54 |
10,422.37 |
|
| R1 |
11,001.70 |
11,001.70 |
10,292.11 |
10,711.15 |
| PP |
10,420.59 |
10,420.59 |
10,420.59 |
10,275.31 |
| S1 |
9,580.75 |
9,580.75 |
10,031.61 |
9,290.20 |
| S2 |
8,999.64 |
8,999.64 |
9,901.35 |
|
| S3 |
7,578.69 |
8,159.80 |
9,771.10 |
|
| S4 |
6,157.74 |
6,738.85 |
9,380.34 |
|
|
| 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 |
9,839.48 |
1,976.13 |
19.4% |
1,119.74 |
11.0% |
16% |
False |
True |
101,503 |
| 10 |
12,998.57 |
9,198.75 |
3,799.82 |
37.4% |
1,502.09 |
14.8% |
25% |
False |
False |
140,069 |
| 20 |
17,224.62 |
9,198.75 |
8,025.87 |
79.0% |
1,674.14 |
16.5% |
12% |
False |
False |
124,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,299.47 |
|
2.618 |
14,980.48 |
|
1.618 |
13,559.53 |
|
1.000 |
12,681.38 |
|
0.618 |
12,138.58 |
|
HIGH |
11,260.43 |
|
0.618 |
10,717.63 |
|
0.500 |
10,549.96 |
|
0.382 |
10,382.28 |
|
LOW |
9,839.48 |
|
0.618 |
8,961.33 |
|
1.000 |
8,418.53 |
|
1.618 |
7,540.38 |
|
2.618 |
6,119.43 |
|
4.250 |
3,800.44 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,549.96 |
10,827.55 |
| PP |
10,420.59 |
10,605.65 |
| S1 |
10,291.23 |
10,383.76 |
|