| 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 |
6,829.55 |
6,928.27 |
98.72 |
1.4% |
6,807.85 |
| High |
6,906.28 |
6,969.40 |
63.12 |
0.9% |
6,843.24 |
| Low |
6,822.85 |
6,926.37 |
103.52 |
1.5% |
6,719.11 |
| Close |
6,906.28 |
6,963.46 |
57.18 |
0.8% |
6,834.33 |
| Range |
83.43 |
43.03 |
-40.40 |
-48.4% |
124.13 |
| ATR |
58.77 |
59.08 |
0.31 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,082.17 |
7,065.84 |
6,987.13 |
|
| R3 |
7,039.14 |
7,022.81 |
6,975.29 |
|
| R2 |
6,996.11 |
6,996.11 |
6,971.35 |
|
| R1 |
6,979.78 |
6,979.78 |
6,967.40 |
6,987.95 |
| PP |
6,953.08 |
6,953.08 |
6,953.08 |
6,957.16 |
| S1 |
6,936.75 |
6,936.75 |
6,959.52 |
6,944.92 |
| S2 |
6,910.05 |
6,910.05 |
6,955.57 |
|
| S3 |
6,867.02 |
6,893.72 |
6,951.63 |
|
| S4 |
6,823.99 |
6,850.69 |
6,939.79 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,171.28 |
7,126.94 |
6,902.60 |
|
| R3 |
7,047.15 |
7,002.81 |
6,868.47 |
|
| R2 |
6,923.02 |
6,923.02 |
6,857.09 |
|
| R1 |
6,878.68 |
6,878.68 |
6,845.71 |
6,900.85 |
| PP |
6,798.89 |
6,798.89 |
6,798.89 |
6,809.98 |
| S1 |
6,754.55 |
6,754.55 |
6,822.95 |
6,776.72 |
| S2 |
6,674.76 |
6,674.76 |
6,811.57 |
|
| S3 |
6,550.63 |
6,630.42 |
6,800.19 |
|
| S4 |
6,426.50 |
6,506.29 |
6,766.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,969.40 |
6,738.45 |
230.95 |
3.3% |
58.35 |
0.8% |
97% |
True |
False |
|
| 10 |
6,969.40 |
6,619.35 |
350.05 |
5.0% |
60.27 |
0.9% |
98% |
True |
False |
|
| 20 |
6,969.40 |
6,396.42 |
572.98 |
8.2% |
50.14 |
0.7% |
99% |
True |
False |
|
| 40 |
6,969.40 |
6,236.14 |
733.26 |
10.5% |
53.76 |
0.8% |
99% |
True |
False |
|
| 60 |
6,969.40 |
6,035.95 |
933.45 |
13.4% |
50.11 |
0.7% |
99% |
True |
False |
|
| 80 |
6,969.40 |
5,908.62 |
1,060.78 |
15.2% |
46.31 |
0.7% |
99% |
True |
False |
|
| 100 |
6,969.40 |
5,839.89 |
1,129.51 |
16.2% |
46.67 |
0.7% |
99% |
True |
False |
|
| 120 |
6,969.40 |
5,750.50 |
1,218.90 |
17.5% |
48.23 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,152.28 |
|
2.618 |
7,082.05 |
|
1.618 |
7,039.02 |
|
1.000 |
7,012.43 |
|
0.618 |
6,995.99 |
|
HIGH |
6,969.40 |
|
0.618 |
6,952.96 |
|
0.500 |
6,947.89 |
|
0.382 |
6,942.81 |
|
LOW |
6,926.37 |
|
0.618 |
6,899.78 |
|
1.000 |
6,883.34 |
|
1.618 |
6,856.75 |
|
2.618 |
6,813.72 |
|
4.250 |
6,743.49 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,958.27 |
6,937.47 |
| PP |
6,953.08 |
6,911.48 |
| S1 |
6,947.89 |
6,885.50 |
|