| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
3,609.0 |
3,600.0 |
-9.0 |
-0.2% |
3,499.0 |
| High |
3,614.0 |
3,608.0 |
-6.0 |
-0.2% |
3,602.0 |
| Low |
3,586.0 |
3,576.0 |
-10.0 |
-0.3% |
3,455.0 |
| Close |
3,595.0 |
3,586.0 |
-9.0 |
-0.3% |
3,594.0 |
| Range |
28.0 |
32.0 |
4.0 |
14.3% |
147.0 |
| ATR |
36.3 |
36.0 |
-0.3 |
-0.8% |
0.0 |
| Volume |
1,116,372 |
899,504 |
-216,868 |
-19.4% |
3,750,742 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,686.0 |
3,668.0 |
3,603.6 |
|
| R3 |
3,654.0 |
3,636.0 |
3,594.8 |
|
| R2 |
3,622.0 |
3,622.0 |
3,591.9 |
|
| R1 |
3,604.0 |
3,604.0 |
3,588.9 |
3,597.0 |
| PP |
3,590.0 |
3,590.0 |
3,590.0 |
3,586.5 |
| S1 |
3,572.0 |
3,572.0 |
3,583.1 |
3,565.0 |
| S2 |
3,558.0 |
3,558.0 |
3,580.1 |
|
| S3 |
3,526.0 |
3,540.0 |
3,577.2 |
|
| S4 |
3,494.0 |
3,508.0 |
3,568.4 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,991.3 |
3,939.7 |
3,674.9 |
|
| R3 |
3,844.3 |
3,792.7 |
3,634.4 |
|
| R2 |
3,697.3 |
3,697.3 |
3,621.0 |
|
| R1 |
3,645.7 |
3,645.7 |
3,607.5 |
3,671.5 |
| PP |
3,550.3 |
3,550.3 |
3,550.3 |
3,563.3 |
| S1 |
3,498.7 |
3,498.7 |
3,580.5 |
3,524.5 |
| S2 |
3,403.3 |
3,403.3 |
3,567.1 |
|
| S3 |
3,256.3 |
3,351.7 |
3,553.6 |
|
| S4 |
3,109.3 |
3,204.7 |
3,513.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,619.0 |
3,555.0 |
64.0 |
1.8% |
28.4 |
0.8% |
48% |
False |
False |
917,696 |
| 10 |
3,619.0 |
3,455.0 |
164.0 |
4.6% |
35.7 |
1.0% |
80% |
False |
False |
832,568 |
| 20 |
3,619.0 |
3,455.0 |
164.0 |
4.6% |
35.1 |
1.0% |
80% |
False |
False |
857,517 |
| 40 |
3,619.0 |
3,455.0 |
164.0 |
4.6% |
34.8 |
1.0% |
80% |
False |
False |
509,129 |
| 60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
33.1 |
0.9% |
56% |
False |
False |
340,704 |
| 80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
29.3 |
0.8% |
56% |
False |
False |
256,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,744.0 |
|
2.618 |
3,691.8 |
|
1.618 |
3,659.8 |
|
1.000 |
3,640.0 |
|
0.618 |
3,627.8 |
|
HIGH |
3,608.0 |
|
0.618 |
3,595.8 |
|
0.500 |
3,592.0 |
|
0.382 |
3,588.2 |
|
LOW |
3,576.0 |
|
0.618 |
3,556.2 |
|
1.000 |
3,544.0 |
|
1.618 |
3,524.2 |
|
2.618 |
3,492.2 |
|
4.250 |
3,440.0 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,592.0 |
3,597.5 |
| PP |
3,590.0 |
3,593.7 |
| S1 |
3,588.0 |
3,589.8 |
|