| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,583.75 |
6,608.00 |
24.25 |
0.4% |
6,405.00 |
| High |
6,617.50 |
6,671.00 |
53.50 |
0.8% |
6,671.00 |
| Low |
6,580.00 |
6,599.75 |
19.75 |
0.3% |
6,397.75 |
| Close |
6,603.50 |
6,667.75 |
64.25 |
1.0% |
6,667.75 |
| Range |
37.50 |
71.25 |
33.75 |
90.0% |
273.25 |
| ATR |
63.81 |
64.34 |
0.53 |
0.8% |
0.00 |
| Volume |
254,577 |
214,944 |
-39,633 |
-15.6% |
952,357 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,860.00 |
6,835.00 |
6,707.00 |
|
| R3 |
6,788.75 |
6,763.75 |
6,687.25 |
|
| R2 |
6,717.50 |
6,717.50 |
6,680.75 |
|
| R1 |
6,692.50 |
6,692.50 |
6,674.25 |
6,705.00 |
| PP |
6,646.25 |
6,646.25 |
6,646.25 |
6,652.50 |
| S1 |
6,621.25 |
6,621.25 |
6,661.25 |
6,633.75 |
| S2 |
6,575.00 |
6,575.00 |
6,654.75 |
|
| S3 |
6,503.75 |
6,550.00 |
6,648.25 |
|
| S4 |
6,432.50 |
6,478.75 |
6,628.50 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,398.50 |
7,306.50 |
6,818.00 |
|
| R3 |
7,125.25 |
7,033.25 |
6,743.00 |
|
| R2 |
6,852.00 |
6,852.00 |
6,717.75 |
|
| R1 |
6,760.00 |
6,760.00 |
6,692.75 |
6,806.00 |
| PP |
6,578.75 |
6,578.75 |
6,578.75 |
6,602.00 |
| S1 |
6,486.75 |
6,486.75 |
6,642.75 |
6,532.75 |
| S2 |
6,305.50 |
6,305.50 |
6,617.75 |
|
| S3 |
6,032.25 |
6,213.50 |
6,592.50 |
|
| S4 |
5,759.00 |
5,940.25 |
6,517.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,671.00 |
6,383.25 |
287.75 |
4.3% |
79.75 |
1.2% |
99% |
True |
False |
232,494 |
| 10 |
6,671.00 |
6,383.25 |
287.75 |
4.3% |
60.50 |
0.9% |
99% |
True |
False |
196,051 |
| 20 |
6,671.00 |
6,307.25 |
363.75 |
5.5% |
59.50 |
0.9% |
99% |
True |
False |
225,124 |
| 40 |
6,671.00 |
6,247.00 |
424.00 |
6.4% |
65.00 |
1.0% |
99% |
True |
False |
114,534 |
| 60 |
6,671.00 |
6,024.00 |
647.00 |
9.7% |
60.25 |
0.9% |
99% |
True |
False |
76,560 |
| 80 |
6,671.00 |
5,853.25 |
817.75 |
12.3% |
57.25 |
0.9% |
100% |
True |
False |
57,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,973.75 |
|
2.618 |
6,857.50 |
|
1.618 |
6,786.25 |
|
1.000 |
6,742.25 |
|
0.618 |
6,715.00 |
|
HIGH |
6,671.00 |
|
0.618 |
6,643.75 |
|
0.500 |
6,635.50 |
|
0.382 |
6,627.00 |
|
LOW |
6,599.75 |
|
0.618 |
6,555.75 |
|
1.000 |
6,528.50 |
|
1.618 |
6,484.50 |
|
2.618 |
6,413.25 |
|
4.250 |
6,297.00 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,657.00 |
6,642.25 |
| PP |
6,646.25 |
6,616.75 |
| S1 |
6,635.50 |
6,591.00 |
|