| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,146.0 |
3,134.0 |
-12.0 |
-0.4% |
3,115.0 |
| High |
3,148.0 |
3,158.0 |
10.0 |
0.3% |
3,160.0 |
| Low |
3,118.0 |
3,122.0 |
4.0 |
0.1% |
3,081.0 |
| Close |
3,127.0 |
3,144.0 |
17.0 |
0.5% |
3,155.0 |
| Range |
30.0 |
36.0 |
6.0 |
20.0% |
79.0 |
| ATR |
48.0 |
47.2 |
-0.9 |
-1.8% |
0.0 |
| Volume |
769,065 |
782,589 |
13,524 |
1.8% |
3,868,723 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,249.3 |
3,232.7 |
3,163.8 |
|
| R3 |
3,213.3 |
3,196.7 |
3,153.9 |
|
| R2 |
3,177.3 |
3,177.3 |
3,150.6 |
|
| R1 |
3,160.7 |
3,160.7 |
3,147.3 |
3,169.0 |
| PP |
3,141.3 |
3,141.3 |
3,141.3 |
3,145.5 |
| S1 |
3,124.7 |
3,124.7 |
3,140.7 |
3,133.0 |
| S2 |
3,105.3 |
3,105.3 |
3,137.4 |
|
| S3 |
3,069.3 |
3,088.7 |
3,134.1 |
|
| S4 |
3,033.3 |
3,052.7 |
3,124.2 |
|
|
| 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 |
3,084.0 |
76.0 |
2.4% |
35.0 |
1.1% |
79% |
False |
False |
905,195 |
| 10 |
3,160.0 |
3,033.0 |
127.0 |
4.0% |
37.4 |
1.2% |
87% |
False |
False |
920,528 |
| 20 |
3,160.0 |
2,923.0 |
237.0 |
7.5% |
44.8 |
1.4% |
93% |
False |
False |
937,853 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.5% |
47.8 |
1.5% |
75% |
False |
False |
784,677 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
11.0% |
44.8 |
1.4% |
72% |
False |
False |
528,127 |
| 80 |
3,400.0 |
2,895.0 |
505.0 |
16.1% |
47.1 |
1.5% |
49% |
False |
False |
398,374 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
17.0% |
42.7 |
1.4% |
47% |
False |
False |
319,266 |
| 120 |
3,478.0 |
2,895.0 |
583.0 |
18.5% |
38.8 |
1.2% |
43% |
False |
False |
266,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,311.0 |
|
2.618 |
3,252.2 |
|
1.618 |
3,216.2 |
|
1.000 |
3,194.0 |
|
0.618 |
3,180.2 |
|
HIGH |
3,158.0 |
|
0.618 |
3,144.2 |
|
0.500 |
3,140.0 |
|
0.382 |
3,135.8 |
|
LOW |
3,122.0 |
|
0.618 |
3,099.8 |
|
1.000 |
3,086.0 |
|
1.618 |
3,063.8 |
|
2.618 |
3,027.8 |
|
4.250 |
2,969.0 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,142.7 |
3,142.3 |
| PP |
3,141.3 |
3,140.7 |
| S1 |
3,140.0 |
3,139.0 |
|