| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,048.0 |
3,061.0 |
13.0 |
0.4% |
3,046.0 |
| High |
3,078.0 |
3,074.0 |
-4.0 |
-0.1% |
3,078.0 |
| Low |
3,033.0 |
3,050.0 |
17.0 |
0.6% |
3,002.0 |
| Close |
3,056.0 |
3,063.0 |
7.0 |
0.2% |
3,055.0 |
| Range |
45.0 |
24.0 |
-21.0 |
-46.7% |
76.0 |
| ATR |
53.8 |
51.7 |
-2.1 |
-4.0% |
0.0 |
| Volume |
931,817 |
900,934 |
-30,883 |
-3.3% |
4,435,121 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,134.3 |
3,122.7 |
3,076.2 |
|
| R3 |
3,110.3 |
3,098.7 |
3,069.6 |
|
| R2 |
3,086.3 |
3,086.3 |
3,067.4 |
|
| R1 |
3,074.7 |
3,074.7 |
3,065.2 |
3,080.5 |
| PP |
3,062.3 |
3,062.3 |
3,062.3 |
3,065.3 |
| S1 |
3,050.7 |
3,050.7 |
3,060.8 |
3,056.5 |
| S2 |
3,038.3 |
3,038.3 |
3,058.6 |
|
| S3 |
3,014.3 |
3,026.7 |
3,056.4 |
|
| S4 |
2,990.3 |
3,002.7 |
3,049.8 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,273.0 |
3,240.0 |
3,096.8 |
|
| R3 |
3,197.0 |
3,164.0 |
3,075.9 |
|
| R2 |
3,121.0 |
3,121.0 |
3,068.9 |
|
| R1 |
3,088.0 |
3,088.0 |
3,062.0 |
3,104.5 |
| PP |
3,045.0 |
3,045.0 |
3,045.0 |
3,053.3 |
| S1 |
3,012.0 |
3,012.0 |
3,048.0 |
3,028.5 |
| S2 |
2,969.0 |
2,969.0 |
3,041.1 |
|
| S3 |
2,893.0 |
2,936.0 |
3,034.1 |
|
| S4 |
2,817.0 |
2,860.0 |
3,013.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,078.0 |
3,025.0 |
53.0 |
1.7% |
34.6 |
1.1% |
72% |
False |
False |
902,991 |
| 10 |
3,078.0 |
2,931.0 |
147.0 |
4.8% |
45.4 |
1.5% |
90% |
False |
False |
944,871 |
| 20 |
3,110.0 |
2,895.0 |
215.0 |
7.0% |
51.3 |
1.7% |
78% |
False |
False |
1,122,170 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.8% |
48.6 |
1.6% |
51% |
False |
False |
605,365 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
11.3% |
47.9 |
1.6% |
49% |
False |
False |
405,800 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.4% |
46.1 |
1.5% |
31% |
False |
False |
306,557 |
| 100 |
3,431.0 |
2,895.0 |
536.0 |
17.5% |
40.9 |
1.3% |
31% |
False |
False |
245,598 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.6% |
37.4 |
1.2% |
28% |
False |
False |
204,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,176.0 |
|
2.618 |
3,136.8 |
|
1.618 |
3,112.8 |
|
1.000 |
3,098.0 |
|
0.618 |
3,088.8 |
|
HIGH |
3,074.0 |
|
0.618 |
3,064.8 |
|
0.500 |
3,062.0 |
|
0.382 |
3,059.2 |
|
LOW |
3,050.0 |
|
0.618 |
3,035.2 |
|
1.000 |
3,026.0 |
|
1.618 |
3,011.2 |
|
2.618 |
2,987.2 |
|
4.250 |
2,948.0 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,062.7 |
3,059.2 |
| PP |
3,062.3 |
3,055.3 |
| S1 |
3,062.0 |
3,051.5 |
|