| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,795.0 |
6,793.5 |
-1.5 |
0.0% |
6,837.0 |
| High |
6,799.5 |
6,941.5 |
142.0 |
2.1% |
6,941.5 |
| Low |
6,736.0 |
6,793.5 |
57.5 |
0.9% |
6,736.0 |
| Close |
6,772.0 |
6,914.5 |
142.5 |
2.1% |
6,914.5 |
| Range |
63.5 |
148.0 |
84.5 |
133.1% |
205.5 |
| ATR |
101.5 |
106.4 |
4.9 |
4.8% |
0.0 |
| Volume |
89,671 |
120,440 |
30,769 |
34.3% |
468,735 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,327.0 |
7,269.0 |
6,996.0 |
|
| R3 |
7,179.0 |
7,121.0 |
6,955.0 |
|
| R2 |
7,031.0 |
7,031.0 |
6,941.5 |
|
| R1 |
6,973.0 |
6,973.0 |
6,928.0 |
7,002.0 |
| PP |
6,883.0 |
6,883.0 |
6,883.0 |
6,898.0 |
| S1 |
6,825.0 |
6,825.0 |
6,901.0 |
6,854.0 |
| S2 |
6,735.0 |
6,735.0 |
6,887.5 |
|
| S3 |
6,587.0 |
6,677.0 |
6,874.0 |
|
| S4 |
6,439.0 |
6,529.0 |
6,833.0 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,480.5 |
7,403.0 |
7,027.5 |
|
| R3 |
7,275.0 |
7,197.5 |
6,971.0 |
|
| R2 |
7,069.5 |
7,069.5 |
6,952.0 |
|
| R1 |
6,992.0 |
6,992.0 |
6,933.5 |
7,031.0 |
| PP |
6,864.0 |
6,864.0 |
6,864.0 |
6,883.5 |
| S1 |
6,786.5 |
6,786.5 |
6,895.5 |
6,825.0 |
| S2 |
6,658.5 |
6,658.5 |
6,877.0 |
|
| S3 |
6,453.0 |
6,581.0 |
6,858.0 |
|
| S4 |
6,247.5 |
6,375.5 |
6,801.5 |
|
|
| 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% |
88.5 |
1.3% |
87% |
True |
False |
93,747 |
| 10 |
6,941.5 |
6,713.5 |
228.0 |
3.3% |
91.0 |
1.3% |
88% |
True |
False |
94,674 |
| 20 |
6,941.5 |
6,475.0 |
466.5 |
6.7% |
108.5 |
1.6% |
94% |
True |
False |
104,843 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.7% |
96.5 |
1.4% |
73% |
False |
False |
74,827 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
8.8% |
79.5 |
1.2% |
72% |
False |
False |
49,995 |
| 80 |
7,453.5 |
6,475.0 |
978.5 |
14.2% |
63.5 |
0.9% |
45% |
False |
False |
37,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,570.5 |
|
2.618 |
7,329.0 |
|
1.618 |
7,181.0 |
|
1.000 |
7,089.5 |
|
0.618 |
7,033.0 |
|
HIGH |
6,941.5 |
|
0.618 |
6,885.0 |
|
0.500 |
6,867.5 |
|
0.382 |
6,850.0 |
|
LOW |
6,793.5 |
|
0.618 |
6,702.0 |
|
1.000 |
6,645.5 |
|
1.618 |
6,554.0 |
|
2.618 |
6,406.0 |
|
4.250 |
6,164.5 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,899.0 |
6,889.0 |
| PP |
6,883.0 |
6,864.0 |
| S1 |
6,867.5 |
6,839.0 |
|