| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,837.0 |
6,817.5 |
-19.5 |
-0.3% |
6,791.0 |
| High |
6,847.0 |
6,880.0 |
33.0 |
0.5% |
6,941.5 |
| Low |
6,778.5 |
6,786.0 |
7.5 |
0.1% |
6,713.5 |
| Close |
6,785.5 |
6,838.0 |
52.5 |
0.8% |
6,851.0 |
| Range |
68.5 |
94.0 |
25.5 |
37.2% |
228.0 |
| ATR |
108.1 |
107.1 |
-1.0 |
-0.9% |
0.0 |
| Volume |
81,208 |
85,578 |
4,370 |
5.4% |
478,013 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,116.5 |
7,071.5 |
6,889.5 |
|
| R3 |
7,022.5 |
6,977.5 |
6,864.0 |
|
| R2 |
6,928.5 |
6,928.5 |
6,855.0 |
|
| R1 |
6,883.5 |
6,883.5 |
6,846.5 |
6,906.0 |
| PP |
6,834.5 |
6,834.5 |
6,834.5 |
6,846.0 |
| S1 |
6,789.5 |
6,789.5 |
6,829.5 |
6,812.0 |
| S2 |
6,740.5 |
6,740.5 |
6,821.0 |
|
| S3 |
6,646.5 |
6,695.5 |
6,812.0 |
|
| S4 |
6,552.5 |
6,601.5 |
6,786.5 |
|
|
| 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 |
6,778.5 |
163.0 |
2.4% |
86.5 |
1.3% |
37% |
False |
False |
91,589 |
| 10 |
6,941.5 |
6,537.0 |
404.5 |
5.9% |
105.5 |
1.5% |
74% |
False |
False |
96,476 |
| 20 |
6,941.5 |
6,475.0 |
466.5 |
6.8% |
110.5 |
1.6% |
78% |
False |
False |
125,060 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.8% |
92.5 |
1.4% |
60% |
False |
False |
67,286 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
8.9% |
76.5 |
1.1% |
60% |
False |
False |
44,963 |
| 80 |
7,453.5 |
6,475.0 |
978.5 |
14.3% |
60.5 |
0.9% |
37% |
False |
False |
33,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,279.5 |
|
2.618 |
7,126.0 |
|
1.618 |
7,032.0 |
|
1.000 |
6,974.0 |
|
0.618 |
6,938.0 |
|
HIGH |
6,880.0 |
|
0.618 |
6,844.0 |
|
0.500 |
6,833.0 |
|
0.382 |
6,822.0 |
|
LOW |
6,786.0 |
|
0.618 |
6,728.0 |
|
1.000 |
6,692.0 |
|
1.618 |
6,634.0 |
|
2.618 |
6,540.0 |
|
4.250 |
6,386.5 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,836.5 |
6,860.0 |
| PP |
6,834.5 |
6,852.5 |
| S1 |
6,833.0 |
6,845.5 |
|