| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,150.0 |
3,167.0 |
17.0 |
0.5% |
3,115.0 |
| High |
3,168.0 |
3,175.0 |
7.0 |
0.2% |
3,160.0 |
| Low |
3,138.0 |
3,124.0 |
-14.0 |
-0.4% |
3,081.0 |
| Close |
3,148.0 |
3,152.0 |
4.0 |
0.1% |
3,155.0 |
| Range |
30.0 |
51.0 |
21.0 |
70.0% |
79.0 |
| ATR |
45.9 |
46.3 |
0.4 |
0.8% |
0.0 |
| Volume |
1,473,282 |
925,166 |
-548,116 |
-37.2% |
3,868,723 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,303.3 |
3,278.7 |
3,180.1 |
|
| R3 |
3,252.3 |
3,227.7 |
3,166.0 |
|
| R2 |
3,201.3 |
3,201.3 |
3,161.4 |
|
| R1 |
3,176.7 |
3,176.7 |
3,156.7 |
3,163.5 |
| PP |
3,150.3 |
3,150.3 |
3,150.3 |
3,143.8 |
| S1 |
3,125.7 |
3,125.7 |
3,147.3 |
3,112.5 |
| S2 |
3,099.3 |
3,099.3 |
3,142.7 |
|
| S3 |
3,048.3 |
3,074.7 |
3,138.0 |
|
| S4 |
2,997.3 |
3,023.7 |
3,124.0 |
|
|
| 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 |
3,175.0 |
3,118.0 |
57.0 |
1.8% |
37.2 |
1.2% |
60% |
True |
False |
955,954 |
| 10 |
3,175.0 |
3,041.0 |
134.0 |
4.3% |
38.6 |
1.2% |
83% |
True |
False |
977,098 |
| 20 |
3,175.0 |
2,931.0 |
244.0 |
7.7% |
42.0 |
1.3% |
91% |
True |
False |
960,984 |
| 40 |
3,225.0 |
2,895.0 |
330.0 |
10.5% |
48.0 |
1.5% |
78% |
False |
False |
844,509 |
| 60 |
3,240.0 |
2,895.0 |
345.0 |
10.9% |
44.9 |
1.4% |
74% |
False |
False |
567,420 |
| 80 |
3,372.0 |
2,895.0 |
477.0 |
15.1% |
47.4 |
1.5% |
54% |
False |
False |
428,125 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
16.9% |
42.7 |
1.4% |
48% |
False |
False |
343,206 |
| 120 |
3,461.0 |
2,895.0 |
566.0 |
18.0% |
39.3 |
1.2% |
45% |
False |
False |
286,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,391.8 |
|
2.618 |
3,308.5 |
|
1.618 |
3,257.5 |
|
1.000 |
3,226.0 |
|
0.618 |
3,206.5 |
|
HIGH |
3,175.0 |
|
0.618 |
3,155.5 |
|
0.500 |
3,149.5 |
|
0.382 |
3,143.5 |
|
LOW |
3,124.0 |
|
0.618 |
3,092.5 |
|
1.000 |
3,073.0 |
|
1.618 |
3,041.5 |
|
2.618 |
2,990.5 |
|
4.250 |
2,907.3 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,151.2 |
3,150.8 |
| PP |
3,150.3 |
3,149.7 |
| S1 |
3,149.5 |
3,148.5 |
|