| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,077.0 |
3,115.0 |
38.0 |
1.2% |
3,053.0 |
| High |
3,132.0 |
3,117.0 |
-15.0 |
-0.5% |
3,132.0 |
| Low |
3,073.0 |
3,081.0 |
8.0 |
0.3% |
3,025.0 |
| Close |
3,126.0 |
3,099.0 |
-27.0 |
-0.9% |
3,126.0 |
| Range |
59.0 |
36.0 |
-23.0 |
-39.0% |
107.0 |
| ATR |
52.2 |
51.7 |
-0.5 |
-1.0% |
0.0 |
| Volume |
478,645 |
894,402 |
415,757 |
86.9% |
4,814,677 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,207.0 |
3,189.0 |
3,118.8 |
|
| R3 |
3,171.0 |
3,153.0 |
3,108.9 |
|
| R2 |
3,135.0 |
3,135.0 |
3,105.6 |
|
| R1 |
3,117.0 |
3,117.0 |
3,102.3 |
3,108.0 |
| PP |
3,099.0 |
3,099.0 |
3,099.0 |
3,094.5 |
| S1 |
3,081.0 |
3,081.0 |
3,095.7 |
3,072.0 |
| S2 |
3,063.0 |
3,063.0 |
3,092.4 |
|
| S3 |
3,027.0 |
3,045.0 |
3,089.1 |
|
| S4 |
2,991.0 |
3,009.0 |
3,079.2 |
|
|
| 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 |
3,033.0 |
99.0 |
3.2% |
39.8 |
1.3% |
67% |
False |
False |
935,861 |
| 10 |
3,132.0 |
3,019.0 |
113.0 |
3.6% |
38.1 |
1.2% |
71% |
False |
False |
907,434 |
| 20 |
3,132.0 |
2,895.0 |
237.0 |
7.6% |
50.9 |
1.6% |
86% |
False |
False |
1,050,652 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.6% |
47.4 |
1.5% |
62% |
False |
False |
673,334 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
11.1% |
47.4 |
1.5% |
59% |
False |
False |
452,847 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.2% |
46.8 |
1.5% |
38% |
False |
False |
341,996 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
17.2% |
41.8 |
1.3% |
38% |
False |
False |
274,007 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.4% |
38.1 |
1.2% |
34% |
False |
False |
228,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,270.0 |
|
2.618 |
3,211.2 |
|
1.618 |
3,175.2 |
|
1.000 |
3,153.0 |
|
0.618 |
3,139.2 |
|
HIGH |
3,117.0 |
|
0.618 |
3,103.2 |
|
0.500 |
3,099.0 |
|
0.382 |
3,094.8 |
|
LOW |
3,081.0 |
|
0.618 |
3,058.8 |
|
1.000 |
3,045.0 |
|
1.618 |
3,022.8 |
|
2.618 |
2,986.8 |
|
4.250 |
2,928.0 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,099.0 |
3,094.8 |
| PP |
3,099.0 |
3,090.7 |
| S1 |
3,099.0 |
3,086.5 |
|