| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,939.0 |
6,906.5 |
-32.5 |
-0.5% |
6,837.0 |
| High |
6,939.0 |
6,914.0 |
-25.0 |
-0.4% |
6,941.5 |
| Low |
6,895.0 |
6,787.0 |
-108.0 |
-1.6% |
6,736.0 |
| Close |
6,901.5 |
6,837.5 |
-64.0 |
-0.9% |
6,914.5 |
| Range |
44.0 |
127.0 |
83.0 |
188.6% |
205.5 |
| ATR |
101.9 |
103.7 |
1.8 |
1.8% |
0.0 |
| Volume |
55,827 |
85,144 |
29,317 |
52.5% |
468,735 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,227.0 |
7,159.5 |
6,907.5 |
|
| R3 |
7,100.0 |
7,032.5 |
6,872.5 |
|
| R2 |
6,973.0 |
6,973.0 |
6,861.0 |
|
| R1 |
6,905.5 |
6,905.5 |
6,849.0 |
6,876.0 |
| PP |
6,846.0 |
6,846.0 |
6,846.0 |
6,831.5 |
| S1 |
6,778.5 |
6,778.5 |
6,826.0 |
6,749.0 |
| S2 |
6,719.0 |
6,719.0 |
6,814.0 |
|
| S3 |
6,592.0 |
6,651.5 |
6,802.5 |
|
| S4 |
6,465.0 |
6,524.5 |
6,767.5 |
|
|
| 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% |
90.5 |
1.3% |
49% |
False |
False |
88,584 |
| 10 |
6,941.5 |
6,736.0 |
205.5 |
3.0% |
88.5 |
1.3% |
49% |
False |
False |
90,086 |
| 20 |
6,941.5 |
6,475.0 |
466.5 |
6.8% |
104.0 |
1.5% |
78% |
False |
False |
96,548 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.8% |
97.5 |
1.4% |
60% |
False |
False |
78,293 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
8.9% |
81.5 |
1.2% |
60% |
False |
False |
52,345 |
| 80 |
7,426.0 |
6,475.0 |
951.0 |
13.9% |
65.5 |
1.0% |
38% |
False |
False |
39,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,454.0 |
|
2.618 |
7,246.5 |
|
1.618 |
7,119.5 |
|
1.000 |
7,041.0 |
|
0.618 |
6,992.5 |
|
HIGH |
6,914.0 |
|
0.618 |
6,865.5 |
|
0.500 |
6,850.5 |
|
0.382 |
6,835.5 |
|
LOW |
6,787.0 |
|
0.618 |
6,708.5 |
|
1.000 |
6,660.0 |
|
1.618 |
6,581.5 |
|
2.618 |
6,454.5 |
|
4.250 |
6,247.0 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,850.5 |
6,864.0 |
| PP |
6,846.0 |
6,855.5 |
| S1 |
6,842.0 |
6,846.5 |
|