| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,115.0 |
3,089.0 |
-26.0 |
-0.8% |
3,053.0 |
| High |
3,117.0 |
3,124.0 |
7.0 |
0.2% |
3,132.0 |
| Low |
3,081.0 |
3,084.0 |
3.0 |
0.1% |
3,025.0 |
| Close |
3,099.0 |
3,102.0 |
3.0 |
0.1% |
3,126.0 |
| Range |
36.0 |
40.0 |
4.0 |
11.1% |
107.0 |
| ATR |
51.7 |
50.9 |
-0.8 |
-1.6% |
0.0 |
| Volume |
894,402 |
1,027,531 |
133,129 |
14.9% |
4,814,677 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,223.3 |
3,202.7 |
3,124.0 |
|
| R3 |
3,183.3 |
3,162.7 |
3,113.0 |
|
| R2 |
3,143.3 |
3,143.3 |
3,109.3 |
|
| R1 |
3,122.7 |
3,122.7 |
3,105.7 |
3,133.0 |
| PP |
3,103.3 |
3,103.3 |
3,103.3 |
3,108.5 |
| S1 |
3,082.7 |
3,082.7 |
3,098.3 |
3,093.0 |
| S2 |
3,063.3 |
3,063.3 |
3,094.7 |
|
| S3 |
3,023.3 |
3,042.7 |
3,091.0 |
|
| S4 |
2,983.3 |
3,002.7 |
3,080.0 |
|
|
| 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 |
3,041.0 |
91.0 |
2.9% |
38.8 |
1.3% |
67% |
False |
False |
955,004 |
| 10 |
3,132.0 |
3,025.0 |
107.0 |
3.4% |
37.3 |
1.2% |
72% |
False |
False |
919,029 |
| 20 |
3,132.0 |
2,895.0 |
237.0 |
7.6% |
51.4 |
1.7% |
87% |
False |
False |
1,041,922 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.6% |
47.3 |
1.5% |
63% |
False |
False |
698,249 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
11.1% |
47.2 |
1.5% |
60% |
False |
False |
469,969 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.2% |
47.2 |
1.5% |
39% |
False |
False |
354,778 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
17.2% |
42.1 |
1.4% |
39% |
False |
False |
284,282 |
| 120 |
3,489.0 |
2,895.0 |
594.0 |
19.1% |
38.3 |
1.2% |
35% |
False |
False |
236,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,294.0 |
|
2.618 |
3,228.7 |
|
1.618 |
3,188.7 |
|
1.000 |
3,164.0 |
|
0.618 |
3,148.7 |
|
HIGH |
3,124.0 |
|
0.618 |
3,108.7 |
|
0.500 |
3,104.0 |
|
0.382 |
3,099.3 |
|
LOW |
3,084.0 |
|
0.618 |
3,059.3 |
|
1.000 |
3,044.0 |
|
1.618 |
3,019.3 |
|
2.618 |
2,979.3 |
|
4.250 |
2,914.0 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,104.0 |
3,102.5 |
| PP |
3,103.3 |
3,102.3 |
| S1 |
3,102.7 |
3,102.2 |
|