| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,315.5 |
1,324.4 |
8.9 |
0.7% |
1,305.3 |
| High |
1,327.3 |
1,324.7 |
-2.6 |
-0.2% |
1,327.3 |
| Low |
1,307.1 |
1,314.6 |
7.5 |
0.6% |
1,304.6 |
| Close |
1,321.6 |
1,322.3 |
0.7 |
0.1% |
1,322.3 |
| Range |
20.2 |
10.1 |
-10.1 |
-50.0% |
22.7 |
| ATR |
12.2 |
12.0 |
-0.1 |
-1.2% |
0.0 |
| Volume |
369,850 |
330,225 |
-39,625 |
-10.7% |
1,333,259 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.8 |
1,346.7 |
1,327.9 |
|
| R3 |
1,340.7 |
1,336.6 |
1,325.1 |
|
| R2 |
1,330.6 |
1,330.6 |
1,324.2 |
|
| R1 |
1,326.5 |
1,326.5 |
1,323.2 |
1,323.5 |
| PP |
1,320.5 |
1,320.5 |
1,320.5 |
1,319.1 |
| S1 |
1,316.4 |
1,316.4 |
1,321.4 |
1,313.4 |
| S2 |
1,310.4 |
1,310.4 |
1,320.4 |
|
| S3 |
1,300.3 |
1,306.3 |
1,319.5 |
|
| S4 |
1,290.2 |
1,296.2 |
1,316.7 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,386.2 |
1,376.9 |
1,334.8 |
|
| R3 |
1,363.5 |
1,354.2 |
1,328.5 |
|
| R2 |
1,340.8 |
1,340.8 |
1,326.5 |
|
| R1 |
1,331.5 |
1,331.5 |
1,324.4 |
1,336.2 |
| PP |
1,318.1 |
1,318.1 |
1,318.1 |
1,320.4 |
| S1 |
1,308.8 |
1,308.8 |
1,320.2 |
1,313.5 |
| S2 |
1,295.4 |
1,295.4 |
1,318.1 |
|
| S3 |
1,272.7 |
1,286.1 |
1,316.1 |
|
| S4 |
1,250.0 |
1,263.4 |
1,309.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,327.3 |
1,296.1 |
31.2 |
2.4% |
14.8 |
1.1% |
84% |
False |
False |
314,906 |
| 10 |
1,327.3 |
1,266.0 |
61.3 |
4.6% |
11.7 |
0.9% |
92% |
False |
False |
253,017 |
| 20 |
1,327.3 |
1,238.3 |
89.0 |
6.7% |
11.5 |
0.9% |
94% |
False |
False |
251,115 |
| 40 |
1,327.3 |
1,238.3 |
89.0 |
6.7% |
11.9 |
0.9% |
94% |
False |
False |
198,322 |
| 60 |
1,327.3 |
1,238.3 |
89.0 |
6.7% |
11.9 |
0.9% |
94% |
False |
False |
135,210 |
| 80 |
1,342.3 |
1,238.3 |
104.0 |
7.9% |
12.3 |
0.9% |
81% |
False |
False |
102,589 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.5 |
0.9% |
66% |
False |
False |
82,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,367.6 |
|
2.618 |
1,351.1 |
|
1.618 |
1,341.0 |
|
1.000 |
1,334.8 |
|
0.618 |
1,330.9 |
|
HIGH |
1,324.7 |
|
0.618 |
1,320.8 |
|
0.500 |
1,319.7 |
|
0.382 |
1,318.5 |
|
LOW |
1,314.6 |
|
0.618 |
1,308.4 |
|
1.000 |
1,304.5 |
|
1.618 |
1,298.3 |
|
2.618 |
1,288.2 |
|
4.250 |
1,271.7 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,321.4 |
1,320.6 |
| PP |
1,320.5 |
1,318.9 |
| S1 |
1,319.7 |
1,317.2 |
|