| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
273.68 |
274.75 |
1.07 |
0.4% |
267.84 |
| High |
274.42 |
276.12 |
1.70 |
0.6% |
273.56 |
| Low |
272.92 |
274.56 |
1.64 |
0.6% |
267.40 |
| Close |
274.12 |
276.12 |
2.00 |
0.7% |
273.42 |
| Range |
1.50 |
1.56 |
0.06 |
4.0% |
6.16 |
| ATR |
1.48 |
1.52 |
0.04 |
2.5% |
0.00 |
| Volume |
69,574,304 |
62,361,400 |
-7,212,904 |
-10.4% |
340,886,400 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
280.28 |
279.76 |
276.98 |
|
| R3 |
278.72 |
278.20 |
276.55 |
|
| R2 |
277.16 |
277.16 |
276.41 |
|
| R1 |
276.64 |
276.64 |
276.26 |
276.90 |
| PP |
275.60 |
275.60 |
275.60 |
275.73 |
| S1 |
275.08 |
275.08 |
275.98 |
275.34 |
| S2 |
274.04 |
274.04 |
275.83 |
|
| S3 |
272.48 |
273.52 |
275.69 |
|
| S4 |
270.92 |
271.96 |
275.26 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
289.94 |
287.84 |
276.81 |
|
| R3 |
283.78 |
281.68 |
275.11 |
|
| R2 |
277.62 |
277.62 |
274.55 |
|
| R1 |
275.52 |
275.52 |
273.98 |
276.57 |
| PP |
271.46 |
271.46 |
271.46 |
271.99 |
| S1 |
269.36 |
269.36 |
272.86 |
270.41 |
| S2 |
265.30 |
265.30 |
272.29 |
|
| S3 |
259.14 |
263.20 |
271.73 |
|
| S4 |
252.98 |
257.04 |
270.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
276.12 |
271.95 |
4.17 |
1.5% |
1.39 |
0.5% |
100% |
True |
False |
66,006,521 |
| 10 |
276.12 |
266.64 |
9.48 |
3.4% |
1.40 |
0.5% |
100% |
True |
False |
72,851,860 |
| 20 |
276.12 |
265.39 |
10.73 |
3.9% |
1.25 |
0.5% |
100% |
True |
False |
78,411,851 |
| 40 |
276.12 |
255.63 |
20.49 |
7.4% |
1.40 |
0.5% |
100% |
True |
False |
78,376,810 |
| 60 |
276.12 |
254.00 |
22.12 |
8.0% |
1.34 |
0.5% |
100% |
True |
False |
73,271,390 |
| 80 |
276.12 |
248.08 |
28.04 |
10.2% |
1.24 |
0.5% |
100% |
True |
False |
68,968,402 |
| 100 |
276.12 |
241.83 |
34.29 |
12.4% |
1.24 |
0.4% |
100% |
True |
False |
68,267,691 |
| 120 |
276.12 |
241.83 |
34.29 |
12.4% |
1.25 |
0.5% |
100% |
True |
False |
68,067,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
282.75 |
|
2.618 |
280.20 |
|
1.618 |
278.64 |
|
1.000 |
277.68 |
|
0.618 |
277.08 |
|
HIGH |
276.12 |
|
0.618 |
275.52 |
|
0.500 |
275.34 |
|
0.382 |
275.16 |
|
LOW |
274.56 |
|
0.618 |
273.60 |
|
1.000 |
273.00 |
|
1.618 |
272.04 |
|
2.618 |
270.48 |
|
4.250 |
267.93 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
275.86 |
275.59 |
| PP |
275.60 |
275.05 |
| S1 |
275.34 |
274.52 |
|