Trading Metrics calculated at close of trading on 24-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,575.27 |
3,553.33 |
-21.94 |
-0.6% |
3,651.60 |
High |
3,634.61 |
3,604.04 |
-30.57 |
-0.8% |
3,732.30 |
Low |
3,531.65 |
3,532.98 |
1.33 |
0.0% |
3,487.60 |
Close |
3,553.98 |
3,576.58 |
22.60 |
0.6% |
3,623.61 |
Range |
102.96 |
71.06 |
-31.90 |
-31.0% |
244.70 |
ATR |
214.60 |
204.34 |
-10.25 |
-4.8% |
0.00 |
Volume |
32,400 |
26,585 |
-5,815 |
-17.9% |
222,495 |
|
Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,784.38 |
3,751.54 |
3,615.66 |
|
R3 |
3,713.32 |
3,680.48 |
3,596.12 |
|
R2 |
3,642.26 |
3,642.26 |
3,589.61 |
|
R1 |
3,609.42 |
3,609.42 |
3,583.09 |
3,625.84 |
PP |
3,571.20 |
3,571.20 |
3,571.20 |
3,579.41 |
S1 |
3,538.36 |
3,538.36 |
3,570.07 |
3,554.78 |
S2 |
3,500.14 |
3,500.14 |
3,563.55 |
|
S3 |
3,429.08 |
3,467.30 |
3,557.04 |
|
S4 |
3,358.02 |
3,396.24 |
3,537.50 |
|
|
Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,348.60 |
4,230.81 |
3,758.20 |
|
R3 |
4,103.90 |
3,986.11 |
3,690.90 |
|
R2 |
3,859.20 |
3,859.20 |
3,668.47 |
|
R1 |
3,741.41 |
3,741.41 |
3,646.04 |
3,677.96 |
PP |
3,614.50 |
3,614.50 |
3,614.50 |
3,582.78 |
S1 |
3,496.71 |
3,496.71 |
3,601.18 |
3,433.26 |
S2 |
3,369.80 |
3,369.80 |
3,578.75 |
|
S3 |
3,125.10 |
3,252.01 |
3,556.32 |
|
S4 |
2,880.40 |
3,007.31 |
3,489.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,668.90 |
3,448.87 |
220.03 |
6.2% |
98.89 |
2.8% |
58% |
False |
False |
39,823 |
10 |
4,069.07 |
3,448.87 |
620.20 |
17.3% |
156.41 |
4.4% |
21% |
False |
False |
52,901 |
20 |
4,114.72 |
3,448.87 |
665.85 |
18.6% |
177.26 |
5.0% |
19% |
False |
False |
59,564 |
40 |
4,440.97 |
3,158.10 |
1,282.87 |
35.9% |
251.56 |
7.0% |
33% |
False |
False |
89,855 |
60 |
6,568.87 |
3,158.10 |
3,410.77 |
95.4% |
271.00 |
7.6% |
12% |
False |
False |
88,173 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
106.9% |
249.57 |
7.0% |
11% |
False |
False |
78,051 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
118.7% |
255.19 |
7.1% |
10% |
False |
False |
74,849 |
120 |
7,568.37 |
3,158.10 |
4,410.27 |
123.3% |
274.97 |
7.7% |
9% |
False |
False |
74,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,906.05 |
2.618 |
3,790.08 |
1.618 |
3,719.02 |
1.000 |
3,675.10 |
0.618 |
3,647.96 |
HIGH |
3,604.04 |
0.618 |
3,576.90 |
0.500 |
3,568.51 |
0.382 |
3,560.12 |
LOW |
3,532.98 |
0.618 |
3,489.06 |
1.000 |
3,461.92 |
1.618 |
3,418.00 |
2.618 |
3,346.94 |
4.250 |
3,230.98 |
|
|
Fisher Pivots for day following 24-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,573.89 |
3,564.97 |
PP |
3,571.20 |
3,553.35 |
S1 |
3,568.51 |
3,541.74 |
|