| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
3,613.0 |
3,607.0 |
-6.0 |
-0.2% |
3,605.0 |
| High |
3,619.0 |
3,650.0 |
31.0 |
0.9% |
3,650.0 |
| Low |
3,595.0 |
3,605.0 |
10.0 |
0.3% |
3,583.0 |
| Close |
3,605.0 |
3,639.0 |
34.0 |
0.9% |
3,639.0 |
| Range |
24.0 |
45.0 |
21.0 |
87.5% |
67.0 |
| ATR |
34.3 |
35.1 |
0.8 |
2.2% |
0.0 |
| Volume |
996,061 |
1,028,582 |
32,521 |
3.3% |
4,064,144 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,766.3 |
3,747.7 |
3,663.8 |
|
| R3 |
3,721.3 |
3,702.7 |
3,651.4 |
|
| R2 |
3,676.3 |
3,676.3 |
3,647.3 |
|
| R1 |
3,657.7 |
3,657.7 |
3,643.1 |
3,667.0 |
| PP |
3,631.3 |
3,631.3 |
3,631.3 |
3,636.0 |
| S1 |
3,612.7 |
3,612.7 |
3,634.9 |
3,622.0 |
| S2 |
3,586.3 |
3,586.3 |
3,630.8 |
|
| S3 |
3,541.3 |
3,567.7 |
3,626.6 |
|
| S4 |
3,496.3 |
3,522.7 |
3,614.3 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,825.0 |
3,799.0 |
3,675.9 |
|
| R3 |
3,758.0 |
3,732.0 |
3,657.4 |
|
| R2 |
3,691.0 |
3,691.0 |
3,651.3 |
|
| R1 |
3,665.0 |
3,665.0 |
3,645.1 |
3,678.0 |
| PP |
3,624.0 |
3,624.0 |
3,624.0 |
3,630.5 |
| S1 |
3,598.0 |
3,598.0 |
3,632.9 |
3,611.0 |
| S2 |
3,557.0 |
3,557.0 |
3,626.7 |
|
| S3 |
3,490.0 |
3,531.0 |
3,620.6 |
|
| S4 |
3,423.0 |
3,464.0 |
3,602.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,650.0 |
3,583.0 |
67.0 |
1.8% |
32.4 |
0.9% |
84% |
True |
False |
989,200 |
| 10 |
3,650.0 |
3,555.0 |
95.0 |
2.6% |
30.4 |
0.8% |
88% |
True |
False |
953,448 |
| 20 |
3,650.0 |
3,455.0 |
195.0 |
5.4% |
34.6 |
1.0% |
94% |
True |
False |
801,214 |
| 40 |
3,650.0 |
3,455.0 |
195.0 |
5.4% |
35.0 |
1.0% |
94% |
True |
False |
632,713 |
| 60 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
33.9 |
0.9% |
79% |
False |
False |
422,910 |
| 80 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
30.4 |
0.8% |
79% |
False |
False |
317,905 |
| 100 |
3,689.0 |
3,336.0 |
353.0 |
9.7% |
28.2 |
0.8% |
86% |
False |
False |
254,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,841.3 |
|
2.618 |
3,767.8 |
|
1.618 |
3,722.8 |
|
1.000 |
3,695.0 |
|
0.618 |
3,677.8 |
|
HIGH |
3,650.0 |
|
0.618 |
3,632.8 |
|
0.500 |
3,627.5 |
|
0.382 |
3,622.2 |
|
LOW |
3,605.0 |
|
0.618 |
3,577.2 |
|
1.000 |
3,560.0 |
|
1.618 |
3,532.2 |
|
2.618 |
3,487.2 |
|
4.250 |
3,413.8 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,635.2 |
3,633.0 |
| PP |
3,631.3 |
3,627.0 |
| S1 |
3,627.5 |
3,621.0 |
|