| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,287.6 |
1,288.0 |
0.4 |
0.0% |
1,287.0 |
| High |
1,295.7 |
1,296.6 |
0.9 |
0.1% |
1,298.0 |
| Low |
1,287.0 |
1,287.7 |
0.7 |
0.1% |
1,280.2 |
| Close |
1,289.5 |
1,291.3 |
1.8 |
0.1% |
1,289.5 |
| Range |
8.7 |
8.9 |
0.2 |
2.3% |
17.8 |
| ATR |
12.1 |
11.8 |
-0.2 |
-1.9% |
0.0 |
| Volume |
210,644 |
221,893 |
11,249 |
5.3% |
1,123,127 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.6 |
1,313.8 |
1,296.2 |
|
| R3 |
1,309.7 |
1,304.9 |
1,293.7 |
|
| R2 |
1,300.8 |
1,300.8 |
1,292.9 |
|
| R1 |
1,296.0 |
1,296.0 |
1,292.1 |
1,298.4 |
| PP |
1,291.9 |
1,291.9 |
1,291.9 |
1,293.1 |
| S1 |
1,287.1 |
1,287.1 |
1,290.5 |
1,289.5 |
| S2 |
1,283.0 |
1,283.0 |
1,289.7 |
|
| S3 |
1,274.1 |
1,278.2 |
1,288.9 |
|
| S4 |
1,265.2 |
1,269.3 |
1,286.4 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,342.6 |
1,333.9 |
1,299.3 |
|
| R3 |
1,324.8 |
1,316.1 |
1,294.4 |
|
| R2 |
1,307.0 |
1,307.0 |
1,292.8 |
|
| R1 |
1,298.3 |
1,298.3 |
1,291.1 |
1,302.7 |
| PP |
1,289.2 |
1,289.2 |
1,289.2 |
1,291.4 |
| S1 |
1,280.5 |
1,280.5 |
1,287.9 |
1,284.9 |
| S2 |
1,271.4 |
1,271.4 |
1,286.2 |
|
| S3 |
1,253.6 |
1,262.7 |
1,284.6 |
|
| S4 |
1,235.8 |
1,244.9 |
1,279.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,298.0 |
1,280.2 |
17.8 |
1.4% |
10.8 |
0.8% |
62% |
False |
False |
228,068 |
| 10 |
1,300.4 |
1,278.1 |
22.3 |
1.7% |
11.7 |
0.9% |
59% |
False |
False |
225,421 |
| 20 |
1,300.4 |
1,236.5 |
63.9 |
4.9% |
12.3 |
1.0% |
86% |
False |
False |
215,783 |
| 40 |
1,300.4 |
1,213.3 |
87.1 |
6.7% |
11.1 |
0.9% |
90% |
False |
False |
180,456 |
| 60 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.4 |
0.9% |
91% |
False |
False |
125,841 |
| 80 |
1,300.4 |
1,190.0 |
110.4 |
8.5% |
11.8 |
0.9% |
92% |
False |
False |
95,684 |
| 100 |
1,300.4 |
1,190.0 |
110.4 |
8.5% |
11.7 |
0.9% |
92% |
False |
False |
76,974 |
| 120 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.6 |
0.9% |
93% |
False |
False |
64,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.4 |
|
2.618 |
1,319.9 |
|
1.618 |
1,311.0 |
|
1.000 |
1,305.5 |
|
0.618 |
1,302.1 |
|
HIGH |
1,296.6 |
|
0.618 |
1,293.2 |
|
0.500 |
1,292.2 |
|
0.382 |
1,291.1 |
|
LOW |
1,287.7 |
|
0.618 |
1,282.2 |
|
1.000 |
1,278.8 |
|
1.618 |
1,273.3 |
|
2.618 |
1,264.4 |
|
4.250 |
1,249.9 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.2 |
1,292.4 |
| PP |
1,291.9 |
1,292.0 |
| S1 |
1,291.6 |
1,291.7 |
|