| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1,362.7 |
1,352.7 |
-10.0 |
-0.7% |
1,339.4 |
| High |
1,370.5 |
1,361.0 |
-9.5 |
-0.7% |
1,370.5 |
| Low |
1,346.2 |
1,348.6 |
2.4 |
0.2% |
1,332.9 |
| Close |
1,368.0 |
1,357.2 |
-10.8 |
-0.8% |
1,357.2 |
| Range |
24.3 |
12.4 |
-11.9 |
-49.0% |
37.6 |
| ATR |
13.9 |
14.3 |
0.4 |
2.8% |
0.0 |
| Volume |
142,580 |
142,268 |
-312 |
-0.2% |
618,904 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.8 |
1,387.4 |
1,364.0 |
|
| R3 |
1,380.4 |
1,375.0 |
1,360.6 |
|
| R2 |
1,368.0 |
1,368.0 |
1,359.5 |
|
| R1 |
1,362.6 |
1,362.6 |
1,358.3 |
1,365.3 |
| PP |
1,355.6 |
1,355.6 |
1,355.6 |
1,357.0 |
| S1 |
1,350.2 |
1,350.2 |
1,356.1 |
1,352.9 |
| S2 |
1,343.2 |
1,343.2 |
1,354.9 |
|
| S3 |
1,330.8 |
1,337.8 |
1,353.8 |
|
| S4 |
1,318.4 |
1,325.4 |
1,350.4 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.3 |
1,449.4 |
1,377.9 |
|
| R3 |
1,428.7 |
1,411.8 |
1,367.5 |
|
| R2 |
1,391.1 |
1,391.1 |
1,364.1 |
|
| R1 |
1,374.2 |
1,374.2 |
1,360.6 |
1,382.7 |
| PP |
1,353.5 |
1,353.5 |
1,353.5 |
1,357.8 |
| S1 |
1,336.6 |
1,336.6 |
1,353.8 |
1,345.1 |
| S2 |
1,315.9 |
1,315.9 |
1,350.3 |
|
| S3 |
1,278.3 |
1,299.0 |
1,346.9 |
|
| S4 |
1,240.7 |
1,261.4 |
1,336.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,370.5 |
1,332.9 |
37.6 |
2.8% |
15.5 |
1.1% |
65% |
False |
False |
123,780 |
| 10 |
1,370.5 |
1,326.0 |
44.5 |
3.3% |
14.7 |
1.1% |
70% |
False |
False |
81,160 |
| 20 |
1,370.5 |
1,295.2 |
75.3 |
5.5% |
13.6 |
1.0% |
82% |
False |
False |
52,678 |
| 40 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
12.3 |
0.9% |
90% |
False |
False |
28,298 |
| 60 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
11.9 |
0.9% |
90% |
False |
False |
19,856 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
11.6 |
0.9% |
90% |
False |
False |
15,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,413.7 |
|
2.618 |
1,393.5 |
|
1.618 |
1,381.1 |
|
1.000 |
1,373.4 |
|
0.618 |
1,368.7 |
|
HIGH |
1,361.0 |
|
0.618 |
1,356.3 |
|
0.500 |
1,354.8 |
|
0.382 |
1,353.3 |
|
LOW |
1,348.6 |
|
0.618 |
1,340.9 |
|
1.000 |
1,336.2 |
|
1.618 |
1,328.5 |
|
2.618 |
1,316.1 |
|
4.250 |
1,295.9 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,356.4 |
1,357.3 |
| PP |
1,355.6 |
1,357.3 |
| S1 |
1,354.8 |
1,357.2 |
|