Trading Metrics calculated at close of trading on 28-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,121.0 |
3,146.0 |
25.0 |
0.8% |
3,115.0 |
High |
3,160.0 |
3,148.0 |
-12.0 |
-0.4% |
3,160.0 |
Low |
3,121.0 |
3,118.0 |
-3.0 |
-0.1% |
3,081.0 |
Close |
3,155.0 |
3,127.0 |
-28.0 |
-0.9% |
3,155.0 |
Range |
39.0 |
30.0 |
-9.0 |
-23.1% |
79.0 |
ATR |
48.9 |
48.0 |
-0.8 |
-1.7% |
0.0 |
Volume |
829,668 |
769,065 |
-60,603 |
-7.3% |
3,868,723 |
|
Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,221.0 |
3,204.0 |
3,143.5 |
|
R3 |
3,191.0 |
3,174.0 |
3,135.3 |
|
R2 |
3,161.0 |
3,161.0 |
3,132.5 |
|
R1 |
3,144.0 |
3,144.0 |
3,129.8 |
3,137.5 |
PP |
3,131.0 |
3,131.0 |
3,131.0 |
3,127.8 |
S1 |
3,114.0 |
3,114.0 |
3,124.3 |
3,107.5 |
S2 |
3,101.0 |
3,101.0 |
3,121.5 |
|
S3 |
3,071.0 |
3,084.0 |
3,118.8 |
|
S4 |
3,041.0 |
3,054.0 |
3,110.5 |
|
|
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 |
3,081.0 |
79.0 |
2.5% |
35.0 |
1.1% |
58% |
False |
False |
927,557 |
10 |
3,160.0 |
3,025.0 |
135.0 |
4.3% |
36.6 |
1.2% |
76% |
False |
False |
945,246 |
20 |
3,160.0 |
2,895.0 |
265.0 |
8.5% |
47.9 |
1.5% |
88% |
False |
False |
950,742 |
40 |
3,225.0 |
2,895.0 |
330.0 |
10.6% |
47.8 |
1.5% |
70% |
False |
False |
765,133 |
60 |
3,240.0 |
2,895.0 |
345.0 |
11.0% |
45.4 |
1.5% |
67% |
False |
False |
515,167 |
80 |
3,400.0 |
2,895.0 |
505.0 |
16.1% |
47.0 |
1.5% |
46% |
False |
False |
388,623 |
100 |
3,429.0 |
2,895.0 |
534.0 |
17.1% |
42.4 |
1.4% |
43% |
False |
False |
311,440 |
120 |
3,478.0 |
2,895.0 |
583.0 |
18.6% |
38.7 |
1.2% |
40% |
False |
False |
259,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,275.5 |
2.618 |
3,226.5 |
1.618 |
3,196.5 |
1.000 |
3,178.0 |
0.618 |
3,166.5 |
HIGH |
3,148.0 |
0.618 |
3,136.5 |
0.500 |
3,133.0 |
0.382 |
3,129.5 |
LOW |
3,118.0 |
0.618 |
3,099.5 |
1.000 |
3,088.0 |
1.618 |
3,069.5 |
2.618 |
3,039.5 |
4.250 |
2,990.5 |
|
|
Fisher Pivots for day following 28-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,133.0 |
3,129.0 |
PP |
3,131.0 |
3,128.3 |
S1 |
3,129.0 |
3,127.7 |
|