| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,891.5 |
6,837.0 |
-54.5 |
-0.8% |
6,791.0 |
| High |
6,941.5 |
6,847.0 |
-94.5 |
-1.4% |
6,941.5 |
| Low |
6,838.0 |
6,778.5 |
-59.5 |
-0.9% |
6,713.5 |
| Close |
6,851.0 |
6,785.5 |
-65.5 |
-1.0% |
6,851.0 |
| Range |
103.5 |
68.5 |
-35.0 |
-33.8% |
228.0 |
| ATR |
110.9 |
108.1 |
-2.7 |
-2.5% |
0.0 |
| Volume |
92,480 |
81,208 |
-11,272 |
-12.2% |
478,013 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,009.0 |
6,966.0 |
6,823.0 |
|
| R3 |
6,940.5 |
6,897.5 |
6,804.5 |
|
| R2 |
6,872.0 |
6,872.0 |
6,798.0 |
|
| R1 |
6,829.0 |
6,829.0 |
6,792.0 |
6,816.0 |
| PP |
6,803.5 |
6,803.5 |
6,803.5 |
6,797.5 |
| S1 |
6,760.5 |
6,760.5 |
6,779.0 |
6,748.0 |
| S2 |
6,735.0 |
6,735.0 |
6,773.0 |
|
| S3 |
6,666.5 |
6,692.0 |
6,766.5 |
|
| S4 |
6,598.0 |
6,623.5 |
6,748.0 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,519.5 |
7,413.0 |
6,976.5 |
|
| R3 |
7,291.5 |
7,185.0 |
6,913.5 |
|
| R2 |
7,063.5 |
7,063.5 |
6,893.0 |
|
| R1 |
6,957.0 |
6,957.0 |
6,872.0 |
7,010.0 |
| PP |
6,835.5 |
6,835.5 |
6,835.5 |
6,862.0 |
| S1 |
6,729.0 |
6,729.0 |
6,830.0 |
6,782.0 |
| S2 |
6,607.5 |
6,607.5 |
6,809.0 |
|
| S3 |
6,379.5 |
6,501.0 |
6,788.5 |
|
| S4 |
6,151.5 |
6,273.0 |
6,725.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,941.5 |
6,739.5 |
202.0 |
3.0% |
88.0 |
1.3% |
23% |
False |
False |
93,685 |
| 10 |
6,941.5 |
6,537.0 |
404.5 |
6.0% |
100.5 |
1.5% |
61% |
False |
False |
90,885 |
| 20 |
6,941.5 |
6,475.0 |
466.5 |
6.9% |
108.5 |
1.6% |
67% |
False |
False |
125,077 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.9% |
92.5 |
1.4% |
51% |
False |
False |
65,246 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
9.0% |
75.5 |
1.1% |
51% |
False |
False |
43,537 |
| 80 |
7,453.5 |
6,475.0 |
978.5 |
14.4% |
59.5 |
0.9% |
32% |
False |
False |
32,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,138.0 |
|
2.618 |
7,026.5 |
|
1.618 |
6,958.0 |
|
1.000 |
6,915.5 |
|
0.618 |
6,889.5 |
|
HIGH |
6,847.0 |
|
0.618 |
6,821.0 |
|
0.500 |
6,813.0 |
|
0.382 |
6,804.5 |
|
LOW |
6,778.5 |
|
0.618 |
6,736.0 |
|
1.000 |
6,710.0 |
|
1.618 |
6,667.5 |
|
2.618 |
6,599.0 |
|
4.250 |
6,487.5 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,813.0 |
6,860.0 |
| PP |
6,803.5 |
6,835.0 |
| S1 |
6,794.5 |
6,810.5 |
|