Trading Metrics calculated at close of trading on 30-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,425.08 |
3,412.38 |
-12.70 |
-0.4% |
3,539.13 |
High |
3,449.09 |
3,480.73 |
31.64 |
0.9% |
3,634.61 |
Low |
3,359.46 |
3,388.35 |
28.89 |
0.9% |
3,448.87 |
Close |
3,412.38 |
3,448.32 |
35.94 |
1.1% |
3,564.74 |
Range |
89.63 |
92.38 |
2.75 |
3.1% |
185.74 |
ATR |
193.12 |
185.93 |
-7.20 |
-3.7% |
0.00 |
Volume |
45,470 |
55,383 |
9,913 |
21.8% |
160,745 |
|
Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,716.27 |
3,674.68 |
3,499.13 |
|
R3 |
3,623.89 |
3,582.30 |
3,473.72 |
|
R2 |
3,531.51 |
3,531.51 |
3,465.26 |
|
R1 |
3,489.92 |
3,489.92 |
3,456.79 |
3,510.72 |
PP |
3,439.13 |
3,439.13 |
3,439.13 |
3,449.53 |
S1 |
3,397.54 |
3,397.54 |
3,439.85 |
3,418.34 |
S2 |
3,346.75 |
3,346.75 |
3,431.38 |
|
S3 |
3,254.37 |
3,305.16 |
3,422.92 |
|
S4 |
3,161.99 |
3,212.78 |
3,397.51 |
|
|
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 |
3,359.46 |
323.13 |
9.4% |
121.19 |
3.5% |
27% |
False |
False |
46,381 |
10 |
3,692.17 |
3,359.46 |
332.71 |
9.6% |
114.59 |
3.3% |
27% |
False |
False |
46,663 |
20 |
4,114.72 |
3,359.46 |
755.26 |
21.9% |
149.70 |
4.3% |
12% |
False |
False |
51,880 |
40 |
4,330.73 |
3,158.10 |
1,172.63 |
34.0% |
228.18 |
6.6% |
25% |
False |
False |
81,077 |
60 |
6,568.87 |
3,158.10 |
3,410.77 |
98.9% |
271.15 |
7.9% |
9% |
False |
False |
88,907 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
110.8% |
248.32 |
7.2% |
8% |
False |
False |
78,475 |
100 |
6,980.29 |
3,158.10 |
3,822.19 |
110.8% |
244.98 |
7.1% |
8% |
False |
False |
73,587 |
120 |
7,405.24 |
3,158.10 |
4,247.14 |
123.2% |
263.36 |
7.6% |
7% |
False |
False |
73,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,873.35 |
2.618 |
3,722.58 |
1.618 |
3,630.20 |
1.000 |
3,573.11 |
0.618 |
3,537.82 |
HIGH |
3,480.73 |
0.618 |
3,445.44 |
0.500 |
3,434.54 |
0.382 |
3,423.64 |
LOW |
3,388.35 |
0.618 |
3,331.26 |
1.000 |
3,295.97 |
1.618 |
3,238.88 |
2.618 |
3,146.50 |
4.250 |
2,995.74 |
|
|
Fisher Pivots for day following 30-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,443.73 |
3,521.03 |
PP |
3,439.13 |
3,496.79 |
S1 |
3,434.54 |
3,472.56 |
|