| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,134.0 |
3,150.0 |
16.0 |
0.5% |
3,115.0 |
| High |
3,158.0 |
3,168.0 |
10.0 |
0.3% |
3,160.0 |
| Low |
3,122.0 |
3,138.0 |
16.0 |
0.5% |
3,081.0 |
| Close |
3,144.0 |
3,148.0 |
4.0 |
0.1% |
3,155.0 |
| Range |
36.0 |
30.0 |
-6.0 |
-16.7% |
79.0 |
| ATR |
47.2 |
45.9 |
-1.2 |
-2.6% |
0.0 |
| Volume |
782,589 |
1,473,282 |
690,693 |
88.3% |
3,868,723 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,241.3 |
3,224.7 |
3,164.5 |
|
| R3 |
3,211.3 |
3,194.7 |
3,156.3 |
|
| R2 |
3,181.3 |
3,181.3 |
3,153.5 |
|
| R1 |
3,164.7 |
3,164.7 |
3,150.8 |
3,158.0 |
| PP |
3,151.3 |
3,151.3 |
3,151.3 |
3,148.0 |
| S1 |
3,134.7 |
3,134.7 |
3,145.3 |
3,128.0 |
| S2 |
3,121.3 |
3,121.3 |
3,142.5 |
|
| S3 |
3,091.3 |
3,104.7 |
3,139.8 |
|
| S4 |
3,061.3 |
3,074.7 |
3,131.5 |
|
|
| 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 |
3,168.0 |
3,098.0 |
70.0 |
2.2% |
33.0 |
1.0% |
71% |
True |
False |
994,345 |
| 10 |
3,168.0 |
3,041.0 |
127.0 |
4.0% |
35.9 |
1.1% |
84% |
True |
False |
974,674 |
| 20 |
3,168.0 |
2,923.0 |
245.0 |
7.8% |
43.7 |
1.4% |
92% |
True |
False |
964,414 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.5% |
47.7 |
1.5% |
77% |
False |
False |
821,491 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
11.0% |
44.6 |
1.4% |
73% |
False |
False |
552,641 |
| 80 |
3,400.0 |
2,895.0 |
505.0 |
16.0% |
47.2 |
1.5% |
50% |
False |
False |
416,778 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
17.0% |
42.4 |
1.3% |
47% |
False |
False |
333,968 |
| 120 |
3,466.0 |
2,895.0 |
571.0 |
18.1% |
39.0 |
1.2% |
44% |
False |
False |
278,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,295.5 |
|
2.618 |
3,246.5 |
|
1.618 |
3,216.5 |
|
1.000 |
3,198.0 |
|
0.618 |
3,186.5 |
|
HIGH |
3,168.0 |
|
0.618 |
3,156.5 |
|
0.500 |
3,153.0 |
|
0.382 |
3,149.5 |
|
LOW |
3,138.0 |
|
0.618 |
3,119.5 |
|
1.000 |
3,108.0 |
|
1.618 |
3,089.5 |
|
2.618 |
3,059.5 |
|
4.250 |
3,010.5 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,153.0 |
3,146.3 |
| PP |
3,151.3 |
3,144.7 |
| S1 |
3,149.7 |
3,143.0 |
|