| 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 |
11,260.43 |
10,169.79 |
-1,090.64 |
-9.7% |
11,325.75 |
| High |
11,260.43 |
10,342.55 |
-917.88 |
-8.2% |
12,998.57 |
| Low |
9,839.48 |
9,677.61 |
-161.87 |
-1.6% |
9,950.56 |
| Close |
10,161.86 |
10,022.51 |
-139.35 |
-1.4% |
10,880.70 |
| Range |
1,420.95 |
664.94 |
-756.01 |
-53.2% |
3,048.01 |
| ATR |
1,661.57 |
1,590.38 |
-71.19 |
-4.3% |
0.00 |
| Volume |
141,041 |
112,511 |
-28,530 |
-20.2% |
572,766 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,009.04 |
11,680.72 |
10,388.23 |
|
| R3 |
11,344.10 |
11,015.78 |
10,205.37 |
|
| R2 |
10,679.16 |
10,679.16 |
10,144.42 |
|
| R1 |
10,350.84 |
10,350.84 |
10,083.46 |
10,182.53 |
| PP |
10,014.22 |
10,014.22 |
10,014.22 |
9,930.07 |
| S1 |
9,685.90 |
9,685.90 |
9,961.56 |
9,517.59 |
| S2 |
9,349.28 |
9,349.28 |
9,900.60 |
|
| S3 |
8,684.34 |
9,020.96 |
9,839.65 |
|
| S4 |
8,019.40 |
8,356.02 |
9,656.79 |
|
|
| 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 |
9,677.61 |
2,138.00 |
21.3% |
1,051.39 |
10.5% |
16% |
False |
True |
103,923 |
| 10 |
12,998.57 |
9,677.61 |
3,320.96 |
33.1% |
1,311.42 |
13.1% |
10% |
False |
True |
120,048 |
| 20 |
17,224.62 |
9,198.75 |
8,025.87 |
80.1% |
1,667.23 |
16.6% |
10% |
False |
False |
127,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,168.55 |
|
2.618 |
12,083.36 |
|
1.618 |
11,418.42 |
|
1.000 |
11,007.49 |
|
0.618 |
10,753.48 |
|
HIGH |
10,342.55 |
|
0.618 |
10,088.54 |
|
0.500 |
10,010.08 |
|
0.382 |
9,931.62 |
|
LOW |
9,677.61 |
|
0.618 |
9,266.68 |
|
1.000 |
9,012.67 |
|
1.618 |
8,601.74 |
|
2.618 |
7,936.80 |
|
4.250 |
6,851.62 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,018.37 |
10,746.61 |
| PP |
10,014.22 |
10,505.24 |
| S1 |
10,010.08 |
10,263.88 |
|