| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,291.9 |
1,280.7 |
-11.2 |
-0.9% |
1,288.0 |
| High |
1,292.2 |
1,285.0 |
-7.2 |
-0.6% |
1,296.6 |
| Low |
1,280.1 |
1,276.0 |
-4.1 |
-0.3% |
1,280.1 |
| Close |
1,282.6 |
1,283.4 |
0.8 |
0.1% |
1,282.6 |
| Range |
12.1 |
9.0 |
-3.1 |
-25.6% |
16.5 |
| ATR |
11.1 |
10.9 |
-0.1 |
-1.3% |
0.0 |
| Volume |
225,565 |
318,850 |
93,285 |
41.4% |
1,062,889 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.5 |
1,304.9 |
1,288.4 |
|
| R3 |
1,299.5 |
1,295.9 |
1,285.9 |
|
| R2 |
1,290.5 |
1,290.5 |
1,285.1 |
|
| R1 |
1,286.9 |
1,286.9 |
1,284.2 |
1,288.7 |
| PP |
1,281.5 |
1,281.5 |
1,281.5 |
1,282.4 |
| S1 |
1,277.9 |
1,277.9 |
1,282.6 |
1,279.7 |
| S2 |
1,272.5 |
1,272.5 |
1,281.8 |
|
| S3 |
1,263.5 |
1,268.9 |
1,280.9 |
|
| S4 |
1,254.5 |
1,259.9 |
1,278.5 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.9 |
1,325.8 |
1,291.7 |
|
| R3 |
1,319.4 |
1,309.3 |
1,287.1 |
|
| R2 |
1,302.9 |
1,302.9 |
1,285.6 |
|
| R1 |
1,292.8 |
1,292.8 |
1,284.1 |
1,289.6 |
| PP |
1,286.4 |
1,286.4 |
1,286.4 |
1,284.9 |
| S1 |
1,276.3 |
1,276.3 |
1,281.1 |
1,273.1 |
| S2 |
1,269.9 |
1,269.9 |
1,279.6 |
|
| S3 |
1,253.4 |
1,259.8 |
1,278.1 |
|
| S4 |
1,236.9 |
1,243.3 |
1,273.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,295.4 |
1,276.0 |
19.4 |
1.5% |
8.8 |
0.7% |
38% |
False |
True |
231,969 |
| 10 |
1,298.0 |
1,276.0 |
22.0 |
1.7% |
9.8 |
0.8% |
34% |
False |
True |
230,018 |
| 20 |
1,300.4 |
1,257.1 |
43.3 |
3.4% |
11.0 |
0.9% |
61% |
False |
False |
217,442 |
| 40 |
1,300.4 |
1,216.8 |
83.6 |
6.5% |
11.0 |
0.9% |
80% |
False |
False |
204,923 |
| 60 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.2 |
0.9% |
83% |
False |
False |
144,766 |
| 80 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.7 |
0.9% |
85% |
False |
False |
110,048 |
| 100 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.4 |
0.9% |
85% |
False |
False |
88,511 |
| 120 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.5 |
0.9% |
87% |
False |
False |
74,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.3 |
|
2.618 |
1,308.6 |
|
1.618 |
1,299.6 |
|
1.000 |
1,294.0 |
|
0.618 |
1,290.6 |
|
HIGH |
1,285.0 |
|
0.618 |
1,281.6 |
|
0.500 |
1,280.5 |
|
0.382 |
1,279.4 |
|
LOW |
1,276.0 |
|
0.618 |
1,270.4 |
|
1.000 |
1,267.0 |
|
1.618 |
1,261.4 |
|
2.618 |
1,252.4 |
|
4.250 |
1,237.8 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,282.4 |
1,285.5 |
| PP |
1,281.5 |
1,284.8 |
| S1 |
1,280.5 |
1,284.1 |
|