| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,061.0 |
3,059.0 |
-2.0 |
-0.1% |
3,046.0 |
| High |
3,074.0 |
3,076.0 |
2.0 |
0.1% |
3,078.0 |
| Low |
3,050.0 |
3,041.0 |
-9.0 |
-0.3% |
3,002.0 |
| Close |
3,063.0 |
3,057.0 |
-6.0 |
-0.2% |
3,055.0 |
| Range |
24.0 |
35.0 |
11.0 |
45.8% |
76.0 |
| ATR |
51.7 |
50.5 |
-1.2 |
-2.3% |
0.0 |
| Volume |
900,934 |
1,473,510 |
572,576 |
63.6% |
4,435,121 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,163.0 |
3,145.0 |
3,076.3 |
|
| R3 |
3,128.0 |
3,110.0 |
3,066.6 |
|
| R2 |
3,093.0 |
3,093.0 |
3,063.4 |
|
| R1 |
3,075.0 |
3,075.0 |
3,060.2 |
3,066.5 |
| PP |
3,058.0 |
3,058.0 |
3,058.0 |
3,053.8 |
| S1 |
3,040.0 |
3,040.0 |
3,053.8 |
3,031.5 |
| S2 |
3,023.0 |
3,023.0 |
3,050.6 |
|
| S3 |
2,988.0 |
3,005.0 |
3,047.4 |
|
| S4 |
2,953.0 |
2,970.0 |
3,037.8 |
|
|
| 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% |
32.8 |
1.1% |
60% |
False |
False |
1,028,492 |
| 10 |
3,078.0 |
2,931.0 |
147.0 |
4.8% |
45.5 |
1.5% |
86% |
False |
False |
969,404 |
| 20 |
3,088.0 |
2,895.0 |
193.0 |
6.3% |
51.7 |
1.7% |
84% |
False |
False |
1,154,063 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.8% |
47.9 |
1.6% |
49% |
False |
False |
642,123 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
11.3% |
47.4 |
1.5% |
47% |
False |
False |
430,356 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.5% |
46.0 |
1.5% |
30% |
False |
False |
324,912 |
| 100 |
3,431.0 |
2,895.0 |
536.0 |
17.5% |
41.2 |
1.3% |
30% |
False |
False |
260,333 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.6% |
37.6 |
1.2% |
27% |
False |
False |
216,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,224.8 |
|
2.618 |
3,167.6 |
|
1.618 |
3,132.6 |
|
1.000 |
3,111.0 |
|
0.618 |
3,097.6 |
|
HIGH |
3,076.0 |
|
0.618 |
3,062.6 |
|
0.500 |
3,058.5 |
|
0.382 |
3,054.4 |
|
LOW |
3,041.0 |
|
0.618 |
3,019.4 |
|
1.000 |
3,006.0 |
|
1.618 |
2,984.4 |
|
2.618 |
2,949.4 |
|
4.250 |
2,892.3 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,058.5 |
3,056.5 |
| PP |
3,058.0 |
3,056.0 |
| S1 |
3,057.5 |
3,055.5 |
|