| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,089.0 |
3,100.0 |
11.0 |
0.4% |
3,053.0 |
| High |
3,124.0 |
3,128.0 |
4.0 |
0.1% |
3,132.0 |
| Low |
3,084.0 |
3,098.0 |
14.0 |
0.5% |
3,025.0 |
| Close |
3,102.0 |
3,118.0 |
16.0 |
0.5% |
3,126.0 |
| Range |
40.0 |
30.0 |
-10.0 |
-25.0% |
107.0 |
| ATR |
50.9 |
49.4 |
-1.5 |
-2.9% |
0.0 |
| Volume |
1,027,531 |
1,117,122 |
89,591 |
8.7% |
4,814,677 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,204.7 |
3,191.3 |
3,134.5 |
|
| R3 |
3,174.7 |
3,161.3 |
3,126.3 |
|
| R2 |
3,144.7 |
3,144.7 |
3,123.5 |
|
| R1 |
3,131.3 |
3,131.3 |
3,120.8 |
3,138.0 |
| PP |
3,114.7 |
3,114.7 |
3,114.7 |
3,118.0 |
| S1 |
3,101.3 |
3,101.3 |
3,115.3 |
3,108.0 |
| S2 |
3,084.7 |
3,084.7 |
3,112.5 |
|
| S3 |
3,054.7 |
3,071.3 |
3,109.8 |
|
| S4 |
3,024.7 |
3,041.3 |
3,101.5 |
|
|
| 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% |
40.0 |
1.3% |
85% |
False |
False |
998,242 |
| 10 |
3,132.0 |
3,025.0 |
107.0 |
3.4% |
37.3 |
1.2% |
87% |
False |
False |
950,616 |
| 20 |
3,132.0 |
2,895.0 |
237.0 |
7.6% |
49.6 |
1.6% |
94% |
False |
False |
1,022,370 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.6% |
47.4 |
1.5% |
68% |
False |
False |
725,768 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
11.1% |
46.3 |
1.5% |
65% |
False |
False |
488,527 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.1% |
47.4 |
1.5% |
42% |
False |
False |
368,641 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
17.1% |
42.2 |
1.4% |
42% |
False |
False |
295,453 |
| 120 |
3,478.0 |
2,895.0 |
583.0 |
18.7% |
38.5 |
1.2% |
38% |
False |
False |
246,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,255.5 |
|
2.618 |
3,206.5 |
|
1.618 |
3,176.5 |
|
1.000 |
3,158.0 |
|
0.618 |
3,146.5 |
|
HIGH |
3,128.0 |
|
0.618 |
3,116.5 |
|
0.500 |
3,113.0 |
|
0.382 |
3,109.5 |
|
LOW |
3,098.0 |
|
0.618 |
3,079.5 |
|
1.000 |
3,068.0 |
|
1.618 |
3,049.5 |
|
2.618 |
3,019.5 |
|
4.250 |
2,970.5 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,116.3 |
3,113.5 |
| PP |
3,114.7 |
3,109.0 |
| S1 |
3,113.0 |
3,104.5 |
|