| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
25,987.35 |
26,025.32 |
37.97 |
0.1% |
25,987.62 |
| High |
26,071.72 |
26,215.23 |
143.51 |
0.6% |
26,153.42 |
| Low |
25,942.83 |
25,974.65 |
31.82 |
0.1% |
25,702.99 |
| Close |
26,071.72 |
26,214.60 |
142.88 |
0.5% |
26,071.72 |
| Range |
128.89 |
240.58 |
111.69 |
86.7% |
450.43 |
| ATR |
179.76 |
184.10 |
4.34 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,856.57 |
26,776.16 |
26,346.92 |
|
| R3 |
26,615.99 |
26,535.58 |
26,280.76 |
|
| R2 |
26,375.41 |
26,375.41 |
26,258.71 |
|
| R1 |
26,295.00 |
26,295.00 |
26,236.65 |
26,335.21 |
| PP |
26,134.83 |
26,134.83 |
26,134.83 |
26,154.93 |
| S1 |
26,054.42 |
26,054.42 |
26,192.55 |
26,094.63 |
| S2 |
25,894.25 |
25,894.25 |
26,170.49 |
|
| S3 |
25,653.67 |
25,813.84 |
26,148.44 |
|
| S4 |
25,413.09 |
25,573.26 |
26,082.28 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,327.33 |
27,149.96 |
26,319.46 |
|
| R3 |
26,876.90 |
26,699.53 |
26,195.59 |
|
| R2 |
26,426.47 |
26,426.47 |
26,154.30 |
|
| R1 |
26,249.10 |
26,249.10 |
26,113.01 |
26,337.79 |
| PP |
25,976.04 |
25,976.04 |
25,976.04 |
26,020.39 |
| S1 |
25,798.67 |
25,798.67 |
26,030.43 |
25,887.36 |
| S2 |
25,525.61 |
25,525.61 |
25,989.14 |
|
| S3 |
25,075.18 |
25,348.24 |
25,947.85 |
|
| S4 |
24,624.75 |
24,897.81 |
25,823.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
26,215.23 |
25,702.99 |
512.24 |
2.0% |
244.83 |
0.9% |
100% |
True |
False |
|
| 10 |
26,215.23 |
25,235.41 |
979.82 |
3.7% |
193.66 |
0.7% |
100% |
True |
False |
|
| 20 |
26,215.23 |
24,708.42 |
1,506.81 |
5.7% |
148.96 |
0.6% |
100% |
True |
False |
|
| 40 |
26,215.23 |
23,507.61 |
2,707.62 |
10.3% |
152.01 |
0.6% |
100% |
True |
False |
|
| 60 |
26,215.23 |
23,242.75 |
2,972.48 |
11.3% |
138.29 |
0.5% |
100% |
True |
False |
|
| 80 |
26,215.23 |
22,254.93 |
3,960.30 |
15.1% |
125.45 |
0.5% |
100% |
True |
False |
|
| 100 |
26,215.23 |
21,673.58 |
4,541.65 |
17.3% |
119.07 |
0.5% |
100% |
True |
False |
|
| 120 |
26,215.23 |
21,600.34 |
4,614.89 |
17.6% |
115.30 |
0.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,237.70 |
|
2.618 |
26,845.07 |
|
1.618 |
26,604.49 |
|
1.000 |
26,455.81 |
|
0.618 |
26,363.91 |
|
HIGH |
26,215.23 |
|
0.618 |
26,123.33 |
|
0.500 |
26,094.94 |
|
0.382 |
26,066.55 |
|
LOW |
25,974.65 |
|
0.618 |
25,825.97 |
|
1.000 |
25,734.07 |
|
1.618 |
25,585.39 |
|
2.618 |
25,344.81 |
|
4.250 |
24,952.19 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
26,174.71 |
26,169.41 |
| PP |
26,134.83 |
26,124.22 |
| S1 |
26,094.94 |
26,079.03 |
|