| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,100.0 |
3,121.0 |
21.0 |
0.7% |
3,115.0 |
| High |
3,128.0 |
3,160.0 |
32.0 |
1.0% |
3,160.0 |
| Low |
3,098.0 |
3,121.0 |
23.0 |
0.7% |
3,081.0 |
| Close |
3,118.0 |
3,155.0 |
37.0 |
1.2% |
3,155.0 |
| Range |
30.0 |
39.0 |
9.0 |
30.0% |
79.0 |
| ATR |
49.4 |
48.9 |
-0.5 |
-1.1% |
0.0 |
| Volume |
1,117,122 |
829,668 |
-287,454 |
-25.7% |
3,868,723 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,262.3 |
3,247.7 |
3,176.5 |
|
| R3 |
3,223.3 |
3,208.7 |
3,165.7 |
|
| R2 |
3,184.3 |
3,184.3 |
3,162.2 |
|
| R1 |
3,169.7 |
3,169.7 |
3,158.6 |
3,177.0 |
| PP |
3,145.3 |
3,145.3 |
3,145.3 |
3,149.0 |
| S1 |
3,130.7 |
3,130.7 |
3,151.4 |
3,138.0 |
| S2 |
3,106.3 |
3,106.3 |
3,147.9 |
|
| S3 |
3,067.3 |
3,091.7 |
3,144.3 |
|
| S4 |
3,028.3 |
3,052.7 |
3,133.6 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,369.0 |
3,341.0 |
3,198.5 |
|
| R3 |
3,290.0 |
3,262.0 |
3,176.7 |
|
| R2 |
3,211.0 |
3,211.0 |
3,169.5 |
|
| R1 |
3,183.0 |
3,183.0 |
3,162.2 |
3,197.0 |
| PP |
3,132.0 |
3,132.0 |
3,132.0 |
3,139.0 |
| S1 |
3,104.0 |
3,104.0 |
3,147.8 |
3,118.0 |
| S2 |
3,053.0 |
3,053.0 |
3,140.5 |
|
| S3 |
2,974.0 |
3,025.0 |
3,133.3 |
|
| S4 |
2,895.0 |
2,946.0 |
3,111.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,160.0 |
3,073.0 |
87.0 |
2.8% |
40.8 |
1.3% |
94% |
True |
False |
869,473 |
| 10 |
3,160.0 |
3,025.0 |
135.0 |
4.3% |
36.8 |
1.2% |
96% |
True |
False |
948,982 |
| 20 |
3,160.0 |
2,895.0 |
265.0 |
8.4% |
48.8 |
1.5% |
98% |
True |
False |
971,178 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.5% |
47.7 |
1.5% |
79% |
False |
False |
746,302 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
10.9% |
45.8 |
1.5% |
75% |
False |
False |
502,350 |
| 80 |
3,419.0 |
2,895.0 |
524.0 |
16.6% |
47.4 |
1.5% |
50% |
False |
False |
379,010 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
16.9% |
42.4 |
1.3% |
49% |
False |
False |
303,749 |
| 120 |
3,478.0 |
2,895.0 |
583.0 |
18.5% |
38.5 |
1.2% |
45% |
False |
False |
253,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,325.8 |
|
2.618 |
3,262.1 |
|
1.618 |
3,223.1 |
|
1.000 |
3,199.0 |
|
0.618 |
3,184.1 |
|
HIGH |
3,160.0 |
|
0.618 |
3,145.1 |
|
0.500 |
3,140.5 |
|
0.382 |
3,135.9 |
|
LOW |
3,121.0 |
|
0.618 |
3,096.9 |
|
1.000 |
3,082.0 |
|
1.618 |
3,057.9 |
|
2.618 |
3,018.9 |
|
4.250 |
2,955.3 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,150.2 |
3,144.0 |
| PP |
3,145.3 |
3,133.0 |
| S1 |
3,140.5 |
3,122.0 |
|