| 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 |
6,965.01 |
6,956.66 |
-8.35 |
-0.1% |
6,829.55 |
| High |
6,967.60 |
7,022.97 |
55.37 |
0.8% |
7,022.97 |
| Low |
6,894.84 |
6,941.48 |
46.64 |
0.7% |
6,822.85 |
| Close |
6,916.30 |
7,022.97 |
106.67 |
1.5% |
7,022.97 |
| Range |
72.76 |
81.49 |
8.73 |
12.0% |
200.12 |
| ATR |
63.59 |
66.66 |
3.08 |
4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,240.28 |
7,213.11 |
7,067.79 |
|
| R3 |
7,158.79 |
7,131.62 |
7,045.38 |
|
| R2 |
7,077.30 |
7,077.30 |
7,037.91 |
|
| R1 |
7,050.13 |
7,050.13 |
7,030.44 |
7,063.72 |
| PP |
6,995.81 |
6,995.81 |
6,995.81 |
7,002.60 |
| S1 |
6,968.64 |
6,968.64 |
7,015.50 |
6,982.23 |
| S2 |
6,914.32 |
6,914.32 |
7,008.03 |
|
| S3 |
6,832.83 |
6,887.15 |
7,000.56 |
|
| S4 |
6,751.34 |
6,805.66 |
6,978.15 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,556.62 |
7,489.92 |
7,133.04 |
|
| R3 |
7,356.50 |
7,289.80 |
7,078.00 |
|
| R2 |
7,156.38 |
7,156.38 |
7,059.66 |
|
| R1 |
7,089.68 |
7,089.68 |
7,041.31 |
7,123.03 |
| PP |
6,956.26 |
6,956.26 |
6,956.26 |
6,972.94 |
| S1 |
6,889.56 |
6,889.56 |
7,004.63 |
6,922.91 |
| S2 |
6,756.14 |
6,756.14 |
6,986.28 |
|
| S3 |
6,556.02 |
6,689.44 |
6,967.94 |
|
| S4 |
6,355.90 |
6,489.32 |
6,912.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,022.97 |
6,822.85 |
200.12 |
2.8% |
78.59 |
1.1% |
100% |
True |
False |
|
| 10 |
7,022.97 |
6,695.52 |
327.45 |
4.7% |
74.34 |
1.1% |
100% |
True |
False |
|
| 20 |
7,022.97 |
6,396.42 |
626.55 |
8.9% |
59.86 |
0.9% |
100% |
True |
False |
|
| 40 |
7,022.97 |
6,236.14 |
786.83 |
11.2% |
58.16 |
0.8% |
100% |
True |
False |
|
| 60 |
7,022.97 |
6,194.58 |
828.39 |
11.8% |
51.67 |
0.7% |
100% |
True |
False |
|
| 80 |
7,022.97 |
5,976.12 |
1,046.85 |
14.9% |
48.03 |
0.7% |
100% |
True |
False |
|
| 100 |
7,022.97 |
5,839.89 |
1,183.08 |
16.8% |
47.72 |
0.7% |
100% |
True |
False |
|
| 120 |
7,022.97 |
5,750.50 |
1,272.47 |
18.1% |
49.21 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,369.30 |
|
2.618 |
7,236.31 |
|
1.618 |
7,154.82 |
|
1.000 |
7,104.46 |
|
0.618 |
7,073.33 |
|
HIGH |
7,022.97 |
|
0.618 |
6,991.84 |
|
0.500 |
6,982.23 |
|
0.382 |
6,972.61 |
|
LOW |
6,941.48 |
|
0.618 |
6,891.12 |
|
1.000 |
6,859.99 |
|
1.618 |
6,809.63 |
|
2.618 |
6,728.14 |
|
4.250 |
6,595.15 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,009.39 |
6,999.26 |
| PP |
6,995.81 |
6,975.54 |
| S1 |
6,982.23 |
6,951.83 |
|