| 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 |
1,327.0 |
1,334.0 |
7.0 |
0.5% |
1,337.3 |
| High |
1,338.2 |
1,335.8 |
-2.4 |
-0.2% |
1,345.0 |
| Low |
1,326.6 |
1,328.0 |
1.4 |
0.1% |
1,324.3 |
| Close |
1,333.1 |
1,331.9 |
-1.2 |
-0.1% |
1,333.1 |
| Range |
11.6 |
7.8 |
-3.8 |
-32.8% |
20.7 |
| ATR |
13.0 |
12.6 |
-0.4 |
-2.8% |
0.0 |
| Volume |
275,299 |
337,481 |
62,182 |
22.6% |
1,453,038 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.3 |
1,351.4 |
1,336.2 |
|
| R3 |
1,347.5 |
1,343.6 |
1,334.0 |
|
| R2 |
1,339.7 |
1,339.7 |
1,333.3 |
|
| R1 |
1,335.8 |
1,335.8 |
1,332.6 |
1,333.9 |
| PP |
1,331.9 |
1,331.9 |
1,331.9 |
1,330.9 |
| S1 |
1,328.0 |
1,328.0 |
1,331.2 |
1,326.1 |
| S2 |
1,324.1 |
1,324.1 |
1,330.5 |
|
| S3 |
1,316.3 |
1,320.2 |
1,329.8 |
|
| S4 |
1,308.5 |
1,312.4 |
1,327.6 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.2 |
1,385.4 |
1,344.5 |
|
| R3 |
1,375.5 |
1,364.7 |
1,338.8 |
|
| R2 |
1,354.8 |
1,354.8 |
1,336.9 |
|
| R1 |
1,344.0 |
1,344.0 |
1,335.0 |
1,339.1 |
| PP |
1,334.1 |
1,334.1 |
1,334.1 |
1,331.7 |
| S1 |
1,323.3 |
1,323.3 |
1,331.2 |
1,318.4 |
| S2 |
1,313.4 |
1,313.4 |
1,329.3 |
|
| S3 |
1,292.7 |
1,302.6 |
1,327.4 |
|
| S4 |
1,272.0 |
1,281.9 |
1,321.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,345.0 |
1,324.3 |
20.7 |
1.6% |
11.8 |
0.9% |
37% |
False |
False |
358,103 |
| 10 |
1,345.0 |
1,308.9 |
36.1 |
2.7% |
12.6 |
0.9% |
64% |
False |
False |
339,129 |
| 20 |
1,345.0 |
1,266.0 |
79.0 |
5.9% |
12.2 |
0.9% |
83% |
False |
False |
296,073 |
| 40 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.0 |
0.9% |
88% |
False |
False |
275,266 |
| 60 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.1 |
0.9% |
88% |
False |
False |
190,665 |
| 80 |
1,345.0 |
1,238.3 |
106.7 |
8.0% |
12.0 |
0.9% |
88% |
False |
False |
144,386 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.5 |
0.9% |
73% |
False |
False |
116,473 |
| 120 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.4 |
0.9% |
73% |
False |
False |
97,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,369.0 |
|
2.618 |
1,356.2 |
|
1.618 |
1,348.4 |
|
1.000 |
1,343.6 |
|
0.618 |
1,340.6 |
|
HIGH |
1,335.8 |
|
0.618 |
1,332.8 |
|
0.500 |
1,331.9 |
|
0.382 |
1,331.0 |
|
LOW |
1,328.0 |
|
0.618 |
1,323.2 |
|
1.000 |
1,320.2 |
|
1.618 |
1,315.4 |
|
2.618 |
1,307.6 |
|
4.250 |
1,294.9 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.9 |
1,331.7 |
| PP |
1,331.9 |
1,331.5 |
| S1 |
1,331.9 |
1,331.3 |
|