| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,059.0 |
3,077.0 |
18.0 |
0.6% |
3,053.0 |
| High |
3,076.0 |
3,132.0 |
56.0 |
1.8% |
3,132.0 |
| Low |
3,041.0 |
3,073.0 |
32.0 |
1.1% |
3,025.0 |
| Close |
3,057.0 |
3,126.0 |
69.0 |
2.3% |
3,126.0 |
| Range |
35.0 |
59.0 |
24.0 |
68.6% |
107.0 |
| ATR |
50.5 |
52.2 |
1.8 |
3.5% |
0.0 |
| Volume |
1,473,510 |
478,645 |
-994,865 |
-67.5% |
4,814,677 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,287.3 |
3,265.7 |
3,158.5 |
|
| R3 |
3,228.3 |
3,206.7 |
3,142.2 |
|
| R2 |
3,169.3 |
3,169.3 |
3,136.8 |
|
| R1 |
3,147.7 |
3,147.7 |
3,131.4 |
3,158.5 |
| PP |
3,110.3 |
3,110.3 |
3,110.3 |
3,115.8 |
| S1 |
3,088.7 |
3,088.7 |
3,120.6 |
3,099.5 |
| S2 |
3,051.3 |
3,051.3 |
3,115.2 |
|
| S3 |
2,992.3 |
3,029.7 |
3,109.8 |
|
| S4 |
2,933.3 |
2,970.7 |
3,093.6 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,415.3 |
3,377.7 |
3,184.9 |
|
| R3 |
3,308.3 |
3,270.7 |
3,155.4 |
|
| R2 |
3,201.3 |
3,201.3 |
3,145.6 |
|
| R1 |
3,163.7 |
3,163.7 |
3,135.8 |
3,182.5 |
| PP |
3,094.3 |
3,094.3 |
3,094.3 |
3,103.8 |
| S1 |
3,056.7 |
3,056.7 |
3,116.2 |
3,075.5 |
| S2 |
2,987.3 |
2,987.3 |
3,106.4 |
|
| S3 |
2,880.3 |
2,949.7 |
3,096.6 |
|
| S4 |
2,773.3 |
2,842.7 |
3,067.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,132.0 |
3,025.0 |
107.0 |
3.4% |
38.2 |
1.2% |
94% |
True |
False |
962,935 |
| 10 |
3,132.0 |
3,002.0 |
130.0 |
4.2% |
40.2 |
1.3% |
95% |
True |
False |
924,979 |
| 20 |
3,132.0 |
2,895.0 |
237.0 |
7.6% |
52.4 |
1.7% |
97% |
True |
False |
1,110,683 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.6% |
48.0 |
1.5% |
70% |
False |
False |
653,929 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
11.0% |
47.7 |
1.5% |
67% |
False |
False |
438,289 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.1% |
46.5 |
1.5% |
43% |
False |
False |
330,895 |
| 100 |
3,431.0 |
2,895.0 |
536.0 |
17.1% |
41.7 |
1.3% |
43% |
False |
False |
265,090 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.2% |
37.9 |
1.2% |
39% |
False |
False |
220,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,382.8 |
|
2.618 |
3,286.5 |
|
1.618 |
3,227.5 |
|
1.000 |
3,191.0 |
|
0.618 |
3,168.5 |
|
HIGH |
3,132.0 |
|
0.618 |
3,109.5 |
|
0.500 |
3,102.5 |
|
0.382 |
3,095.5 |
|
LOW |
3,073.0 |
|
0.618 |
3,036.5 |
|
1.000 |
3,014.0 |
|
1.618 |
2,977.5 |
|
2.618 |
2,918.5 |
|
4.250 |
2,822.3 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,118.2 |
3,112.8 |
| PP |
3,110.3 |
3,099.7 |
| S1 |
3,102.5 |
3,086.5 |
|