| 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 |
3,607.0 |
3,645.0 |
38.0 |
1.1% |
3,605.0 |
| High |
3,650.0 |
3,670.0 |
20.0 |
0.5% |
3,650.0 |
| Low |
3,605.0 |
3,635.0 |
30.0 |
0.8% |
3,583.0 |
| Close |
3,639.0 |
3,654.0 |
15.0 |
0.4% |
3,639.0 |
| Range |
45.0 |
35.0 |
-10.0 |
-22.2% |
67.0 |
| ATR |
35.1 |
35.1 |
0.0 |
0.0% |
0.0 |
| Volume |
1,028,582 |
734,868 |
-293,714 |
-28.6% |
4,064,144 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,758.0 |
3,741.0 |
3,673.3 |
|
| R3 |
3,723.0 |
3,706.0 |
3,663.6 |
|
| R2 |
3,688.0 |
3,688.0 |
3,660.4 |
|
| R1 |
3,671.0 |
3,671.0 |
3,657.2 |
3,679.5 |
| PP |
3,653.0 |
3,653.0 |
3,653.0 |
3,657.3 |
| S1 |
3,636.0 |
3,636.0 |
3,650.8 |
3,644.5 |
| S2 |
3,618.0 |
3,618.0 |
3,647.6 |
|
| S3 |
3,583.0 |
3,601.0 |
3,644.4 |
|
| S4 |
3,548.0 |
3,566.0 |
3,634.8 |
|
|
| 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 |
3,670.0 |
3,583.0 |
87.0 |
2.4% |
35.6 |
1.0% |
82% |
True |
False |
959,802 |
| 10 |
3,670.0 |
3,576.0 |
94.0 |
2.6% |
29.2 |
0.8% |
83% |
True |
False |
926,823 |
| 20 |
3,670.0 |
3,455.0 |
215.0 |
5.9% |
34.6 |
0.9% |
93% |
True |
False |
805,104 |
| 40 |
3,670.0 |
3,455.0 |
215.0 |
5.9% |
34.8 |
1.0% |
93% |
True |
False |
650,717 |
| 60 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
34.1 |
0.9% |
85% |
False |
False |
435,153 |
| 80 |
3,689.0 |
3,455.0 |
234.0 |
6.4% |
30.7 |
0.8% |
85% |
False |
False |
327,090 |
| 100 |
3,689.0 |
3,370.0 |
319.0 |
8.7% |
28.1 |
0.8% |
89% |
False |
False |
262,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,818.8 |
|
2.618 |
3,761.6 |
|
1.618 |
3,726.6 |
|
1.000 |
3,705.0 |
|
0.618 |
3,691.6 |
|
HIGH |
3,670.0 |
|
0.618 |
3,656.6 |
|
0.500 |
3,652.5 |
|
0.382 |
3,648.4 |
|
LOW |
3,635.0 |
|
0.618 |
3,613.4 |
|
1.000 |
3,600.0 |
|
1.618 |
3,578.4 |
|
2.618 |
3,543.4 |
|
4.250 |
3,486.3 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,653.5 |
3,646.8 |
| PP |
3,653.0 |
3,639.7 |
| S1 |
3,652.5 |
3,632.5 |
|