| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,284.6 |
1,282.3 |
-2.3 |
-0.2% |
1,288.0 |
| High |
1,286.0 |
1,283.9 |
-2.1 |
-0.2% |
1,296.6 |
| Low |
1,277.7 |
1,275.3 |
-2.4 |
-0.2% |
1,280.1 |
| Close |
1,284.0 |
1,279.8 |
-4.2 |
-0.3% |
1,282.6 |
| Range |
8.3 |
8.6 |
0.3 |
3.6% |
16.5 |
| ATR |
10.7 |
10.6 |
-0.1 |
-1.4% |
0.0 |
| Volume |
217,130 |
225,765 |
8,635 |
4.0% |
1,062,889 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.5 |
1,301.2 |
1,284.5 |
|
| R3 |
1,296.9 |
1,292.6 |
1,282.2 |
|
| R2 |
1,288.3 |
1,288.3 |
1,281.4 |
|
| R1 |
1,284.0 |
1,284.0 |
1,280.6 |
1,281.9 |
| PP |
1,279.7 |
1,279.7 |
1,279.7 |
1,278.6 |
| S1 |
1,275.4 |
1,275.4 |
1,279.0 |
1,273.3 |
| S2 |
1,271.1 |
1,271.1 |
1,278.2 |
|
| S3 |
1,262.5 |
1,266.8 |
1,277.4 |
|
| S4 |
1,253.9 |
1,258.2 |
1,275.1 |
|
|
| 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 |
1,295.0 |
1,275.3 |
19.7 |
1.5% |
8.9 |
0.7% |
23% |
False |
True |
235,857 |
| 10 |
1,298.0 |
1,275.3 |
22.7 |
1.8% |
9.0 |
0.7% |
20% |
False |
True |
227,519 |
| 20 |
1,300.4 |
1,267.4 |
33.0 |
2.6% |
10.7 |
0.8% |
38% |
False |
False |
222,086 |
| 40 |
1,300.4 |
1,216.8 |
83.6 |
6.5% |
11.0 |
0.9% |
75% |
False |
False |
210,876 |
| 60 |
1,300.4 |
1,202.4 |
98.0 |
7.7% |
11.1 |
0.9% |
79% |
False |
False |
151,784 |
| 80 |
1,300.4 |
1,192.0 |
108.4 |
8.5% |
11.5 |
0.9% |
81% |
False |
False |
115,443 |
| 100 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.5 |
0.9% |
81% |
False |
False |
92,908 |
| 120 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.5 |
0.9% |
84% |
False |
False |
77,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,320.5 |
|
2.618 |
1,306.4 |
|
1.618 |
1,297.8 |
|
1.000 |
1,292.5 |
|
0.618 |
1,289.2 |
|
HIGH |
1,283.9 |
|
0.618 |
1,280.6 |
|
0.500 |
1,279.6 |
|
0.382 |
1,278.6 |
|
LOW |
1,275.3 |
|
0.618 |
1,270.0 |
|
1.000 |
1,266.7 |
|
1.618 |
1,261.4 |
|
2.618 |
1,252.8 |
|
4.250 |
1,238.8 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.7 |
1,280.7 |
| PP |
1,279.7 |
1,280.4 |
| S1 |
1,279.6 |
1,280.1 |
|