Trading Metrics calculated at close of trading on 28-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,576.58 |
3,564.57 |
-12.01 |
-0.3% |
3,539.13 |
High |
3,596.21 |
3,682.59 |
86.38 |
2.4% |
3,634.61 |
Low |
3,533.69 |
3,392.23 |
-141.46 |
-4.0% |
3,448.87 |
Close |
3,564.74 |
3,425.20 |
-139.54 |
-3.9% |
3,564.74 |
Range |
62.52 |
290.36 |
227.84 |
364.4% |
185.74 |
ATR |
194.21 |
201.08 |
6.87 |
3.5% |
0.00 |
Volume |
27,627 |
76,841 |
49,214 |
178.1% |
160,745 |
|
Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,371.09 |
4,188.50 |
3,584.90 |
|
R3 |
4,080.73 |
3,898.14 |
3,505.05 |
|
R2 |
3,790.37 |
3,790.37 |
3,478.43 |
|
R1 |
3,607.78 |
3,607.78 |
3,451.82 |
3,553.90 |
PP |
3,500.01 |
3,500.01 |
3,500.01 |
3,473.06 |
S1 |
3,317.42 |
3,317.42 |
3,398.58 |
3,263.54 |
S2 |
3,209.65 |
3,209.65 |
3,371.97 |
|
S3 |
2,919.29 |
3,027.06 |
3,345.35 |
|
S4 |
2,628.93 |
2,736.70 |
3,265.50 |
|
|
Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,106.63 |
4,021.42 |
3,666.90 |
|
R3 |
3,920.89 |
3,835.68 |
3,615.82 |
|
R2 |
3,735.15 |
3,735.15 |
3,598.79 |
|
R1 |
3,649.94 |
3,649.94 |
3,581.77 |
3,692.55 |
PP |
3,549.41 |
3,549.41 |
3,549.41 |
3,570.71 |
S1 |
3,464.20 |
3,464.20 |
3,547.71 |
3,506.81 |
S2 |
3,363.67 |
3,363.67 |
3,530.69 |
|
S3 |
3,177.93 |
3,278.46 |
3,513.66 |
|
S4 |
2,992.19 |
3,092.72 |
3,462.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,682.59 |
3,392.23 |
290.36 |
8.5% |
137.32 |
4.0% |
11% |
True |
True |
47,517 |
10 |
3,732.30 |
3,392.23 |
340.07 |
9.9% |
132.95 |
3.9% |
10% |
False |
True |
46,008 |
20 |
4,114.72 |
3,392.23 |
722.49 |
21.1% |
173.12 |
5.1% |
5% |
False |
True |
55,822 |
40 |
4,440.97 |
3,158.10 |
1,282.87 |
37.5% |
239.96 |
7.0% |
21% |
False |
False |
84,763 |
60 |
6,568.87 |
3,158.10 |
3,410.77 |
99.6% |
271.76 |
7.9% |
8% |
False |
False |
88,461 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
111.6% |
250.01 |
7.3% |
7% |
False |
False |
78,316 |
100 |
7,388.73 |
3,158.10 |
4,230.63 |
123.5% |
255.19 |
7.5% |
6% |
False |
False |
74,832 |
120 |
7,405.24 |
3,158.10 |
4,247.14 |
124.0% |
270.59 |
7.9% |
6% |
False |
False |
74,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,916.62 |
2.618 |
4,442.75 |
1.618 |
4,152.39 |
1.000 |
3,972.95 |
0.618 |
3,862.03 |
HIGH |
3,682.59 |
0.618 |
3,571.67 |
0.500 |
3,537.41 |
0.382 |
3,503.15 |
LOW |
3,392.23 |
0.618 |
3,212.79 |
1.000 |
3,101.87 |
1.618 |
2,922.43 |
2.618 |
2,632.07 |
4.250 |
2,158.20 |
|
|
Fisher Pivots for day following 28-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,537.41 |
3,537.41 |
PP |
3,500.01 |
3,500.01 |
S1 |
3,462.60 |
3,462.60 |
|