| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,817.5 |
6,817.5 |
0.0 |
0.0% |
6,791.0 |
| High |
6,880.0 |
6,851.5 |
-28.5 |
-0.4% |
6,941.5 |
| Low |
6,786.0 |
6,782.0 |
-4.0 |
-0.1% |
6,713.5 |
| Close |
6,838.0 |
6,794.5 |
-43.5 |
-0.6% |
6,851.0 |
| Range |
94.0 |
69.5 |
-24.5 |
-26.1% |
228.0 |
| ATR |
107.1 |
104.5 |
-2.7 |
-2.5% |
0.0 |
| Volume |
85,578 |
91,838 |
6,260 |
7.3% |
478,013 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,018.0 |
6,975.5 |
6,832.5 |
|
| R3 |
6,948.5 |
6,906.0 |
6,813.5 |
|
| R2 |
6,879.0 |
6,879.0 |
6,807.0 |
|
| R1 |
6,836.5 |
6,836.5 |
6,801.0 |
6,823.0 |
| PP |
6,809.5 |
6,809.5 |
6,809.5 |
6,802.5 |
| S1 |
6,767.0 |
6,767.0 |
6,788.0 |
6,753.5 |
| S2 |
6,740.0 |
6,740.0 |
6,782.0 |
|
| S3 |
6,670.5 |
6,697.5 |
6,775.5 |
|
| S4 |
6,601.0 |
6,628.0 |
6,756.5 |
|
|
| 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% |
89.0 |
1.3% |
10% |
False |
False |
88,983 |
| 10 |
6,941.5 |
6,616.5 |
325.0 |
4.8% |
96.0 |
1.4% |
55% |
False |
False |
95,143 |
| 20 |
6,941.5 |
6,475.0 |
466.5 |
6.9% |
110.0 |
1.6% |
68% |
False |
False |
124,470 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.9% |
93.0 |
1.4% |
53% |
False |
False |
69,582 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
8.9% |
77.5 |
1.1% |
53% |
False |
False |
46,494 |
| 80 |
7,453.5 |
6,475.0 |
978.5 |
14.4% |
61.0 |
0.9% |
33% |
False |
False |
34,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,147.0 |
|
2.618 |
7,033.5 |
|
1.618 |
6,964.0 |
|
1.000 |
6,921.0 |
|
0.618 |
6,894.5 |
|
HIGH |
6,851.5 |
|
0.618 |
6,825.0 |
|
0.500 |
6,817.0 |
|
0.382 |
6,808.5 |
|
LOW |
6,782.0 |
|
0.618 |
6,739.0 |
|
1.000 |
6,712.5 |
|
1.618 |
6,669.5 |
|
2.618 |
6,600.0 |
|
4.250 |
6,486.5 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,817.0 |
6,829.0 |
| PP |
6,809.5 |
6,817.5 |
| S1 |
6,802.0 |
6,806.0 |
|