| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,280.7 |
1,284.6 |
3.9 |
0.3% |
1,288.0 |
| High |
1,285.0 |
1,286.0 |
1.0 |
0.1% |
1,296.6 |
| Low |
1,276.0 |
1,277.7 |
1.7 |
0.1% |
1,280.1 |
| Close |
1,283.4 |
1,284.0 |
0.6 |
0.0% |
1,282.6 |
| Range |
9.0 |
8.3 |
-0.7 |
-7.8% |
16.5 |
| ATR |
10.9 |
10.7 |
-0.2 |
-1.7% |
0.0 |
| Volume |
318,850 |
217,130 |
-101,720 |
-31.9% |
1,062,889 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.5 |
1,304.0 |
1,288.6 |
|
| R3 |
1,299.2 |
1,295.7 |
1,286.3 |
|
| R2 |
1,290.9 |
1,290.9 |
1,285.5 |
|
| R1 |
1,287.4 |
1,287.4 |
1,284.8 |
1,285.0 |
| PP |
1,282.6 |
1,282.6 |
1,282.6 |
1,281.4 |
| S1 |
1,279.1 |
1,279.1 |
1,283.2 |
1,276.7 |
| S2 |
1,274.3 |
1,274.3 |
1,282.5 |
|
| S3 |
1,266.0 |
1,270.8 |
1,281.7 |
|
| S4 |
1,257.7 |
1,262.5 |
1,279.4 |
|
|
| 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% |
41% |
False |
False |
226,982 |
| 10 |
1,298.0 |
1,276.0 |
22.0 |
1.7% |
9.5 |
0.7% |
36% |
False |
False |
229,540 |
| 20 |
1,300.4 |
1,260.0 |
40.4 |
3.1% |
10.9 |
0.9% |
59% |
False |
False |
217,660 |
| 40 |
1,300.4 |
1,216.8 |
83.6 |
6.5% |
11.0 |
0.9% |
80% |
False |
False |
208,786 |
| 60 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.2 |
0.9% |
83% |
False |
False |
148,150 |
| 80 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.6 |
0.9% |
85% |
False |
False |
112,667 |
| 100 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.5 |
0.9% |
85% |
False |
False |
90,672 |
| 120 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.5 |
0.9% |
87% |
False |
False |
75,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,321.3 |
|
2.618 |
1,307.7 |
|
1.618 |
1,299.4 |
|
1.000 |
1,294.3 |
|
0.618 |
1,291.1 |
|
HIGH |
1,286.0 |
|
0.618 |
1,282.8 |
|
0.500 |
1,281.9 |
|
0.382 |
1,280.9 |
|
LOW |
1,277.7 |
|
0.618 |
1,272.6 |
|
1.000 |
1,269.4 |
|
1.618 |
1,264.3 |
|
2.618 |
1,256.0 |
|
4.250 |
1,242.4 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,283.3 |
1,284.1 |
| PP |
1,282.6 |
1,284.1 |
| S1 |
1,281.9 |
1,284.0 |
|