| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,906.5 |
6,808.5 |
-98.0 |
-1.4% |
6,837.0 |
| High |
6,914.0 |
6,836.0 |
-78.0 |
-1.1% |
6,941.5 |
| Low |
6,787.0 |
6,749.0 |
-38.0 |
-0.6% |
6,736.0 |
| Close |
6,837.5 |
6,783.0 |
-54.5 |
-0.8% |
6,914.5 |
| Range |
127.0 |
87.0 |
-40.0 |
-31.5% |
205.5 |
| ATR |
103.7 |
102.6 |
-1.1 |
-1.0% |
0.0 |
| Volume |
85,144 |
101,453 |
16,309 |
19.2% |
468,735 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,050.5 |
7,003.5 |
6,831.0 |
|
| R3 |
6,963.5 |
6,916.5 |
6,807.0 |
|
| R2 |
6,876.5 |
6,876.5 |
6,799.0 |
|
| R1 |
6,829.5 |
6,829.5 |
6,791.0 |
6,809.5 |
| PP |
6,789.5 |
6,789.5 |
6,789.5 |
6,779.0 |
| S1 |
6,742.5 |
6,742.5 |
6,775.0 |
6,722.5 |
| S2 |
6,702.5 |
6,702.5 |
6,767.0 |
|
| S3 |
6,615.5 |
6,655.5 |
6,759.0 |
|
| S4 |
6,528.5 |
6,568.5 |
6,735.0 |
|
|
| 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% |
94.0 |
1.4% |
23% |
False |
False |
90,507 |
| 10 |
6,941.5 |
6,736.0 |
205.5 |
3.0% |
91.5 |
1.3% |
23% |
False |
False |
89,745 |
| 20 |
6,941.5 |
6,475.0 |
466.5 |
6.9% |
102.5 |
1.5% |
66% |
False |
False |
91,188 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.9% |
98.5 |
1.5% |
51% |
False |
False |
80,824 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
9.0% |
81.5 |
1.2% |
51% |
False |
False |
54,035 |
| 80 |
7,425.0 |
6,475.0 |
950.0 |
14.0% |
66.5 |
1.0% |
32% |
False |
False |
40,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,206.0 |
|
2.618 |
7,064.0 |
|
1.618 |
6,977.0 |
|
1.000 |
6,923.0 |
|
0.618 |
6,890.0 |
|
HIGH |
6,836.0 |
|
0.618 |
6,803.0 |
|
0.500 |
6,792.5 |
|
0.382 |
6,782.0 |
|
LOW |
6,749.0 |
|
0.618 |
6,695.0 |
|
1.000 |
6,662.0 |
|
1.618 |
6,608.0 |
|
2.618 |
6,521.0 |
|
4.250 |
6,379.0 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,792.5 |
6,844.0 |
| PP |
6,789.5 |
6,823.5 |
| S1 |
6,786.0 |
6,803.5 |
|