| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
3,605.0 |
3,594.0 |
-11.0 |
-0.3% |
3,604.0 |
| High |
3,629.0 |
3,620.0 |
-9.0 |
-0.2% |
3,619.0 |
| Low |
3,583.0 |
3,592.0 |
9.0 |
0.3% |
3,576.0 |
| Close |
3,607.0 |
3,599.0 |
-8.0 |
-0.2% |
3,598.0 |
| Range |
46.0 |
28.0 |
-18.0 |
-39.1% |
43.0 |
| ATR |
35.7 |
35.1 |
-0.5 |
-1.5% |
0.0 |
| Volume |
1,013,513 |
1,025,988 |
12,475 |
1.2% |
4,469,222 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,687.7 |
3,671.3 |
3,614.4 |
|
| R3 |
3,659.7 |
3,643.3 |
3,606.7 |
|
| R2 |
3,631.7 |
3,631.7 |
3,604.1 |
|
| R1 |
3,615.3 |
3,615.3 |
3,601.6 |
3,623.5 |
| PP |
3,603.7 |
3,603.7 |
3,603.7 |
3,607.8 |
| S1 |
3,587.3 |
3,587.3 |
3,596.4 |
3,595.5 |
| S2 |
3,575.7 |
3,575.7 |
3,593.9 |
|
| S3 |
3,547.7 |
3,559.3 |
3,591.3 |
|
| S4 |
3,519.7 |
3,531.3 |
3,583.6 |
|
|
| 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 |
3,629.0 |
3,576.0 |
53.0 |
1.5% |
30.6 |
0.9% |
43% |
False |
False |
987,446 |
| 10 |
3,629.0 |
3,475.0 |
154.0 |
4.3% |
33.1 |
0.9% |
81% |
False |
False |
942,751 |
| 20 |
3,629.0 |
3,455.0 |
174.0 |
4.8% |
34.5 |
1.0% |
83% |
False |
False |
792,259 |
| 40 |
3,629.0 |
3,455.0 |
174.0 |
4.8% |
34.9 |
1.0% |
83% |
False |
False |
582,123 |
| 60 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
33.5 |
0.9% |
62% |
False |
False |
389,173 |
| 80 |
3,689.0 |
3,455.0 |
234.0 |
6.5% |
30.0 |
0.8% |
62% |
False |
False |
292,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,739.0 |
|
2.618 |
3,693.3 |
|
1.618 |
3,665.3 |
|
1.000 |
3,648.0 |
|
0.618 |
3,637.3 |
|
HIGH |
3,620.0 |
|
0.618 |
3,609.3 |
|
0.500 |
3,606.0 |
|
0.382 |
3,602.7 |
|
LOW |
3,592.0 |
|
0.618 |
3,574.7 |
|
1.000 |
3,564.0 |
|
1.618 |
3,546.7 |
|
2.618 |
3,518.7 |
|
4.250 |
3,473.0 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,606.0 |
3,606.0 |
| PP |
3,603.7 |
3,603.7 |
| S1 |
3,601.3 |
3,601.3 |
|