| 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 |
2,675.25 |
2,693.75 |
18.50 |
0.7% |
2,686.75 |
| High |
2,696.00 |
2,714.25 |
18.25 |
0.7% |
2,698.25 |
| Low |
2,674.50 |
2,692.25 |
17.75 |
0.7% |
2,667.75 |
| Close |
2,693.00 |
2,711.00 |
18.00 |
0.7% |
2,676.00 |
| Range |
21.50 |
22.00 |
0.50 |
2.3% |
30.50 |
| ATR |
17.00 |
17.36 |
0.36 |
2.1% |
0.00 |
| Volume |
996,265 |
1,114,548 |
118,283 |
11.9% |
2,670,092 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.75 |
2,763.50 |
2,723.00 |
|
| R3 |
2,749.75 |
2,741.50 |
2,717.00 |
|
| R2 |
2,727.75 |
2,727.75 |
2,715.00 |
|
| R1 |
2,719.50 |
2,719.50 |
2,713.00 |
2,723.50 |
| PP |
2,705.75 |
2,705.75 |
2,705.75 |
2,708.00 |
| S1 |
2,697.50 |
2,697.50 |
2,709.00 |
2,701.50 |
| S2 |
2,683.75 |
2,683.75 |
2,707.00 |
|
| S3 |
2,661.75 |
2,675.50 |
2,705.00 |
|
| S4 |
2,639.75 |
2,653.50 |
2,699.00 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.25 |
2,754.50 |
2,692.75 |
|
| R3 |
2,741.75 |
2,724.00 |
2,684.50 |
|
| R2 |
2,711.25 |
2,711.25 |
2,681.50 |
|
| R1 |
2,693.50 |
2,693.50 |
2,678.75 |
2,687.00 |
| PP |
2,680.75 |
2,680.75 |
2,680.75 |
2,677.50 |
| S1 |
2,663.00 |
2,663.00 |
2,673.25 |
2,656.50 |
| S2 |
2,650.25 |
2,650.25 |
2,670.50 |
|
| S3 |
2,619.75 |
2,632.50 |
2,667.50 |
|
| S4 |
2,589.25 |
2,602.00 |
2,659.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,714.25 |
2,667.75 |
46.50 |
1.7% |
18.00 |
0.7% |
93% |
True |
False |
880,960 |
| 10 |
2,714.25 |
2,667.75 |
46.50 |
1.7% |
15.25 |
0.6% |
93% |
True |
False |
825,086 |
| 20 |
2,714.25 |
2,622.50 |
91.75 |
3.4% |
16.25 |
0.6% |
96% |
True |
False |
971,708 |
| 40 |
2,714.25 |
2,556.25 |
158.00 |
5.8% |
18.25 |
0.7% |
98% |
True |
False |
497,765 |
| 60 |
2,714.25 |
2,539.75 |
174.50 |
6.4% |
16.00 |
0.6% |
98% |
True |
False |
333,436 |
| 80 |
2,714.25 |
2,467.00 |
247.25 |
9.1% |
14.75 |
0.5% |
99% |
True |
False |
250,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.75 |
|
2.618 |
2,771.75 |
|
1.618 |
2,749.75 |
|
1.000 |
2,736.25 |
|
0.618 |
2,727.75 |
|
HIGH |
2,714.25 |
|
0.618 |
2,705.75 |
|
0.500 |
2,703.25 |
|
0.382 |
2,700.75 |
|
LOW |
2,692.25 |
|
0.618 |
2,678.75 |
|
1.000 |
2,670.25 |
|
1.618 |
2,656.75 |
|
2.618 |
2,634.75 |
|
4.250 |
2,598.75 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,708.50 |
2,704.25 |
| PP |
2,705.75 |
2,697.75 |
| S1 |
2,703.25 |
2,691.00 |
|