| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
12,922.0 |
12,898.0 |
-24.0 |
-0.2% |
13,050.0 |
| High |
12,940.0 |
13,018.5 |
78.5 |
0.6% |
13,129.0 |
| Low |
12,731.0 |
12,881.5 |
150.5 |
1.2% |
12,823.0 |
| Close |
12,848.5 |
12,986.0 |
137.5 |
1.1% |
12,910.0 |
| Range |
209.0 |
137.0 |
-72.0 |
-34.4% |
306.0 |
| ATR |
152.2 |
153.5 |
1.3 |
0.8% |
0.0 |
| Volume |
67,357 |
88,384 |
21,027 |
31.2% |
180,050 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,373.0 |
13,316.5 |
13,061.4 |
|
| R3 |
13,236.0 |
13,179.5 |
13,023.7 |
|
| R2 |
13,099.0 |
13,099.0 |
13,011.1 |
|
| R1 |
13,042.5 |
13,042.5 |
12,998.6 |
13,070.8 |
| PP |
12,962.0 |
12,962.0 |
12,962.0 |
12,976.1 |
| S1 |
12,905.5 |
12,905.5 |
12,973.4 |
12,933.8 |
| S2 |
12,825.0 |
12,825.0 |
12,960.9 |
|
| S3 |
12,688.0 |
12,768.5 |
12,948.3 |
|
| S4 |
12,551.0 |
12,631.5 |
12,910.7 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,872.0 |
13,697.0 |
13,078.3 |
|
| R3 |
13,566.0 |
13,391.0 |
12,994.2 |
|
| R2 |
13,260.0 |
13,260.0 |
12,966.1 |
|
| R1 |
13,085.0 |
13,085.0 |
12,938.1 |
13,019.5 |
| PP |
12,954.0 |
12,954.0 |
12,954.0 |
12,921.3 |
| S1 |
12,779.0 |
12,779.0 |
12,882.0 |
12,713.5 |
| S2 |
12,648.0 |
12,648.0 |
12,853.9 |
|
| S3 |
12,342.0 |
12,473.0 |
12,825.9 |
|
| S4 |
12,036.0 |
12,167.0 |
12,741.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,129.0 |
12,731.0 |
398.0 |
3.1% |
149.2 |
1.1% |
64% |
False |
False |
67,158 |
| 10 |
13,336.5 |
12,731.0 |
605.5 |
4.7% |
145.7 |
1.1% |
42% |
False |
False |
64,259 |
| 20 |
13,336.5 |
12,731.0 |
605.5 |
4.7% |
137.8 |
1.1% |
42% |
False |
False |
52,488 |
| 40 |
13,525.0 |
12,731.0 |
794.0 |
6.1% |
145.8 |
1.1% |
32% |
False |
False |
27,013 |
| 60 |
13,525.0 |
12,731.0 |
794.0 |
6.1% |
124.1 |
1.0% |
32% |
False |
False |
18,077 |
| 80 |
13,525.0 |
12,254.0 |
1,271.0 |
9.8% |
106.1 |
0.8% |
58% |
False |
False |
13,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,600.8 |
|
2.618 |
13,377.2 |
|
1.618 |
13,240.2 |
|
1.000 |
13,155.5 |
|
0.618 |
13,103.2 |
|
HIGH |
13,018.5 |
|
0.618 |
12,966.2 |
|
0.500 |
12,950.0 |
|
0.382 |
12,933.8 |
|
LOW |
12,881.5 |
|
0.618 |
12,796.8 |
|
1.000 |
12,744.5 |
|
1.618 |
12,659.8 |
|
2.618 |
12,522.8 |
|
4.250 |
12,299.3 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,974.0 |
12,948.9 |
| PP |
12,962.0 |
12,911.8 |
| S1 |
12,950.0 |
12,874.8 |
|