| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,817.5 |
6,795.0 |
-22.5 |
-0.3% |
6,791.0 |
| High |
6,851.5 |
6,799.5 |
-52.0 |
-0.8% |
6,941.5 |
| Low |
6,782.0 |
6,736.0 |
-46.0 |
-0.7% |
6,713.5 |
| Close |
6,794.5 |
6,772.0 |
-22.5 |
-0.3% |
6,851.0 |
| Range |
69.5 |
63.5 |
-6.0 |
-8.6% |
228.0 |
| ATR |
104.5 |
101.5 |
-2.9 |
-2.8% |
0.0 |
| Volume |
91,838 |
89,671 |
-2,167 |
-2.4% |
478,013 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,959.5 |
6,929.5 |
6,807.0 |
|
| R3 |
6,896.0 |
6,866.0 |
6,789.5 |
|
| R2 |
6,832.5 |
6,832.5 |
6,783.5 |
|
| R1 |
6,802.5 |
6,802.5 |
6,778.0 |
6,786.0 |
| PP |
6,769.0 |
6,769.0 |
6,769.0 |
6,761.0 |
| S1 |
6,739.0 |
6,739.0 |
6,766.0 |
6,722.0 |
| S2 |
6,705.5 |
6,705.5 |
6,760.5 |
|
| S3 |
6,642.0 |
6,675.5 |
6,754.5 |
|
| S4 |
6,578.5 |
6,612.0 |
6,737.0 |
|
|
| 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 |
6,736.0 |
205.5 |
3.0% |
80.0 |
1.2% |
18% |
False |
True |
88,155 |
| 10 |
6,941.5 |
6,618.0 |
323.5 |
4.8% |
95.0 |
1.4% |
48% |
False |
False |
94,053 |
| 20 |
6,941.5 |
6,475.0 |
466.5 |
6.9% |
105.0 |
1.6% |
64% |
False |
False |
115,972 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.9% |
94.5 |
1.4% |
49% |
False |
False |
71,817 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
9.0% |
78.0 |
1.2% |
49% |
False |
False |
47,988 |
| 80 |
7,453.5 |
6,475.0 |
978.5 |
14.4% |
61.5 |
0.9% |
30% |
False |
False |
36,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,069.5 |
|
2.618 |
6,965.5 |
|
1.618 |
6,902.0 |
|
1.000 |
6,863.0 |
|
0.618 |
6,838.5 |
|
HIGH |
6,799.5 |
|
0.618 |
6,775.0 |
|
0.500 |
6,768.0 |
|
0.382 |
6,760.5 |
|
LOW |
6,736.0 |
|
0.618 |
6,697.0 |
|
1.000 |
6,672.5 |
|
1.618 |
6,633.5 |
|
2.618 |
6,570.0 |
|
4.250 |
6,466.0 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,770.5 |
6,808.0 |
| PP |
6,769.0 |
6,796.0 |
| S1 |
6,768.0 |
6,784.0 |
|