| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
11,325.75 |
10,337.14 |
-988.61 |
-8.7% |
13,723.10 |
| High |
12,998.57 |
11,371.52 |
-1,627.05 |
-12.5% |
14,557.96 |
| Low |
10,038.68 |
9,950.56 |
-88.12 |
-0.9% |
9,198.75 |
| Close |
10,337.14 |
10,996.54 |
659.40 |
6.4% |
11,326.22 |
| Range |
2,959.89 |
1,420.96 |
-1,538.93 |
-52.0% |
5,359.21 |
| ATR |
1,934.04 |
1,897.39 |
-36.65 |
-1.9% |
0.00 |
| Volume |
130,198 |
142,293 |
12,095 |
9.3% |
937,468 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,035.75 |
14,437.11 |
11,778.07 |
|
| R3 |
13,614.79 |
13,016.15 |
11,387.30 |
|
| R2 |
12,193.83 |
12,193.83 |
11,257.05 |
|
| R1 |
11,595.19 |
11,595.19 |
11,126.79 |
11,894.51 |
| PP |
10,772.87 |
10,772.87 |
10,772.87 |
10,922.54 |
| S1 |
10,174.23 |
10,174.23 |
10,866.29 |
10,473.55 |
| S2 |
9,351.91 |
9,351.91 |
10,736.03 |
|
| S3 |
7,930.95 |
8,753.27 |
10,605.78 |
|
| S4 |
6,509.99 |
7,332.31 |
10,215.01 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,771.94 |
24,908.29 |
14,273.79 |
|
| R3 |
22,412.73 |
19,549.08 |
12,800.00 |
|
| R2 |
17,053.52 |
17,053.52 |
12,308.74 |
|
| R1 |
14,189.87 |
14,189.87 |
11,817.48 |
12,942.09 |
| PP |
11,694.31 |
11,694.31 |
11,694.31 |
11,070.42 |
| S1 |
8,830.66 |
8,830.66 |
10,834.96 |
7,582.88 |
| S2 |
6,335.10 |
6,335.10 |
10,343.70 |
|
| S3 |
975.89 |
3,471.45 |
9,852.44 |
|
| S4 |
-4,383.32 |
-1,887.76 |
8,378.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,998.57 |
9,198.75 |
3,799.82 |
34.6% |
1,884.44 |
17.1% |
47% |
False |
False |
178,634 |
| 10 |
14,947.44 |
9,198.75 |
5,748.69 |
52.3% |
1,928.45 |
17.5% |
31% |
False |
False |
156,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,410.60 |
|
2.618 |
15,091.59 |
|
1.618 |
13,670.63 |
|
1.000 |
12,792.48 |
|
0.618 |
12,249.67 |
|
HIGH |
11,371.52 |
|
0.618 |
10,828.71 |
|
0.500 |
10,661.04 |
|
0.382 |
10,493.37 |
|
LOW |
9,950.56 |
|
0.618 |
9,072.41 |
|
1.000 |
8,529.60 |
|
1.618 |
7,651.45 |
|
2.618 |
6,230.49 |
|
4.250 |
3,911.48 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,884.71 |
11,474.57 |
| PP |
10,772.87 |
11,315.22 |
| S1 |
10,661.04 |
11,155.88 |
|