| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,808.5 |
6,784.0 |
-24.5 |
-0.4% |
6,837.0 |
| High |
6,836.0 |
6,795.0 |
-41.0 |
-0.6% |
6,941.5 |
| Low |
6,749.0 |
6,740.5 |
-8.5 |
-0.1% |
6,736.0 |
| Close |
6,783.0 |
6,767.0 |
-16.0 |
-0.2% |
6,914.5 |
| Range |
87.0 |
54.5 |
-32.5 |
-37.4% |
205.5 |
| ATR |
102.6 |
99.2 |
-3.4 |
-3.3% |
0.0 |
| Volume |
101,453 |
98,050 |
-3,403 |
-3.4% |
468,735 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,931.0 |
6,903.5 |
6,797.0 |
|
| R3 |
6,876.5 |
6,849.0 |
6,782.0 |
|
| R2 |
6,822.0 |
6,822.0 |
6,777.0 |
|
| R1 |
6,794.5 |
6,794.5 |
6,772.0 |
6,781.0 |
| PP |
6,767.5 |
6,767.5 |
6,767.5 |
6,761.0 |
| S1 |
6,740.0 |
6,740.0 |
6,762.0 |
6,726.5 |
| S2 |
6,713.0 |
6,713.0 |
6,757.0 |
|
| S3 |
6,658.5 |
6,685.5 |
6,752.0 |
|
| S4 |
6,604.0 |
6,631.0 |
6,737.0 |
|
|
| 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 |
6,740.5 |
201.0 |
3.0% |
92.0 |
1.4% |
13% |
False |
True |
92,182 |
| 10 |
6,941.5 |
6,736.0 |
205.5 |
3.0% |
86.0 |
1.3% |
15% |
False |
False |
90,168 |
| 20 |
6,941.5 |
6,475.0 |
466.5 |
6.9% |
102.0 |
1.5% |
63% |
False |
False |
94,966 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.9% |
98.5 |
1.5% |
48% |
False |
False |
83,275 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
9.0% |
80.5 |
1.2% |
48% |
False |
False |
55,669 |
| 80 |
7,425.0 |
6,475.0 |
950.0 |
14.0% |
67.5 |
1.0% |
31% |
False |
False |
41,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,026.5 |
|
2.618 |
6,937.5 |
|
1.618 |
6,883.0 |
|
1.000 |
6,849.5 |
|
0.618 |
6,828.5 |
|
HIGH |
6,795.0 |
|
0.618 |
6,774.0 |
|
0.500 |
6,768.0 |
|
0.382 |
6,761.5 |
|
LOW |
6,740.5 |
|
0.618 |
6,707.0 |
|
1.000 |
6,686.0 |
|
1.618 |
6,652.5 |
|
2.618 |
6,598.0 |
|
4.250 |
6,509.0 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,768.0 |
6,827.0 |
| PP |
6,767.5 |
6,807.0 |
| S1 |
6,767.0 |
6,787.0 |
|