| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,975.38 |
6,965.01 |
-10.37 |
-0.1% |
6,807.85 |
| High |
6,992.91 |
6,967.60 |
-25.31 |
-0.4% |
6,843.24 |
| Low |
6,880.68 |
6,894.84 |
14.16 |
0.2% |
6,719.11 |
| Close |
6,919.35 |
6,916.30 |
-3.05 |
0.0% |
6,834.33 |
| Range |
112.23 |
72.76 |
-39.47 |
-35.2% |
124.13 |
| ATR |
62.88 |
63.59 |
0.71 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,144.53 |
7,103.17 |
6,956.32 |
|
| R3 |
7,071.77 |
7,030.41 |
6,936.31 |
|
| R2 |
6,999.01 |
6,999.01 |
6,929.64 |
|
| R1 |
6,957.65 |
6,957.65 |
6,922.97 |
6,941.95 |
| PP |
6,926.25 |
6,926.25 |
6,926.25 |
6,918.40 |
| S1 |
6,884.89 |
6,884.89 |
6,909.63 |
6,869.19 |
| S2 |
6,853.49 |
6,853.49 |
6,902.96 |
|
| S3 |
6,780.73 |
6,812.13 |
6,896.29 |
|
| S4 |
6,707.97 |
6,739.37 |
6,876.28 |
|
|
| 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 |
6,992.91 |
6,801.59 |
191.32 |
2.8% |
70.62 |
1.0% |
60% |
False |
False |
|
| 10 |
6,992.91 |
6,664.74 |
328.17 |
4.7% |
70.57 |
1.0% |
77% |
False |
False |
|
| 20 |
6,992.91 |
6,396.42 |
596.49 |
8.6% |
56.94 |
0.8% |
87% |
False |
False |
|
| 40 |
6,992.91 |
6,236.14 |
756.77 |
10.9% |
57.14 |
0.8% |
90% |
False |
False |
|
| 60 |
6,992.91 |
6,194.58 |
798.33 |
11.5% |
51.12 |
0.7% |
90% |
False |
False |
|
| 80 |
6,992.91 |
5,955.83 |
1,037.08 |
15.0% |
47.63 |
0.7% |
93% |
False |
False |
|
| 100 |
6,992.91 |
5,839.89 |
1,153.02 |
16.7% |
47.27 |
0.7% |
93% |
False |
False |
|
| 120 |
6,992.91 |
5,750.50 |
1,242.41 |
18.0% |
48.82 |
0.7% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,276.83 |
|
2.618 |
7,158.09 |
|
1.618 |
7,085.33 |
|
1.000 |
7,040.36 |
|
0.618 |
7,012.57 |
|
HIGH |
6,967.60 |
|
0.618 |
6,939.81 |
|
0.500 |
6,931.22 |
|
0.382 |
6,922.63 |
|
LOW |
6,894.84 |
|
0.618 |
6,849.87 |
|
1.000 |
6,822.08 |
|
1.618 |
6,777.11 |
|
2.618 |
6,704.35 |
|
4.250 |
6,585.61 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,931.22 |
6,936.80 |
| PP |
6,926.25 |
6,929.96 |
| S1 |
6,921.27 |
6,923.13 |
|