| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
3,600.0 |
3,596.0 |
-4.0 |
-0.1% |
3,604.0 |
| High |
3,608.0 |
3,606.0 |
-2.0 |
-0.1% |
3,619.0 |
| Low |
3,576.0 |
3,587.0 |
11.0 |
0.3% |
3,576.0 |
| Close |
3,586.0 |
3,598.0 |
12.0 |
0.3% |
3,598.0 |
| Range |
32.0 |
19.0 |
-13.0 |
-40.6% |
43.0 |
| ATR |
36.0 |
34.9 |
-1.1 |
-3.2% |
0.0 |
| Volume |
899,504 |
881,857 |
-17,647 |
-2.0% |
4,469,222 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,654.0 |
3,645.0 |
3,608.5 |
|
| R3 |
3,635.0 |
3,626.0 |
3,603.2 |
|
| R2 |
3,616.0 |
3,616.0 |
3,601.5 |
|
| R1 |
3,607.0 |
3,607.0 |
3,599.7 |
3,611.5 |
| PP |
3,597.0 |
3,597.0 |
3,597.0 |
3,599.3 |
| S1 |
3,588.0 |
3,588.0 |
3,596.3 |
3,592.5 |
| S2 |
3,578.0 |
3,578.0 |
3,594.5 |
|
| S3 |
3,559.0 |
3,569.0 |
3,592.8 |
|
| S4 |
3,540.0 |
3,550.0 |
3,587.6 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,726.7 |
3,705.3 |
3,621.7 |
|
| R3 |
3,683.7 |
3,662.3 |
3,609.8 |
|
| R2 |
3,640.7 |
3,640.7 |
3,605.9 |
|
| R1 |
3,619.3 |
3,619.3 |
3,601.9 |
3,608.5 |
| PP |
3,597.7 |
3,597.7 |
3,597.7 |
3,592.3 |
| S1 |
3,576.3 |
3,576.3 |
3,594.1 |
3,565.5 |
| S2 |
3,554.7 |
3,554.7 |
3,590.1 |
|
| S3 |
3,511.7 |
3,533.3 |
3,586.2 |
|
| S4 |
3,468.7 |
3,490.3 |
3,574.4 |
|
|
| 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 |
3,576.0 |
43.0 |
1.2% |
22.8 |
0.6% |
51% |
False |
False |
893,844 |
| 10 |
3,619.0 |
3,455.0 |
164.0 |
4.6% |
34.3 |
1.0% |
87% |
False |
False |
878,529 |
| 20 |
3,619.0 |
3,455.0 |
164.0 |
4.6% |
34.5 |
1.0% |
87% |
False |
False |
819,185 |
| 40 |
3,619.0 |
3,455.0 |
164.0 |
4.6% |
34.3 |
1.0% |
87% |
False |
False |
531,158 |
| 60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
33.1 |
0.9% |
61% |
False |
False |
355,359 |
| 80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
29.5 |
0.8% |
61% |
False |
False |
267,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,686.8 |
|
2.618 |
3,655.7 |
|
1.618 |
3,636.7 |
|
1.000 |
3,625.0 |
|
0.618 |
3,617.7 |
|
HIGH |
3,606.0 |
|
0.618 |
3,598.7 |
|
0.500 |
3,596.5 |
|
0.382 |
3,594.3 |
|
LOW |
3,587.0 |
|
0.618 |
3,575.3 |
|
1.000 |
3,568.0 |
|
1.618 |
3,556.3 |
|
2.618 |
3,537.3 |
|
4.250 |
3,506.3 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,597.5 |
3,597.0 |
| PP |
3,597.0 |
3,596.0 |
| S1 |
3,596.5 |
3,595.0 |
|