| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,784.0 |
6,773.5 |
-10.5 |
-0.2% |
6,939.0 |
| High |
6,795.0 |
6,799.0 |
4.0 |
0.1% |
6,939.0 |
| Low |
6,740.5 |
6,731.0 |
-9.5 |
-0.1% |
6,731.0 |
| Close |
6,767.0 |
6,748.5 |
-18.5 |
-0.3% |
6,748.5 |
| Range |
54.5 |
68.0 |
13.5 |
24.8% |
208.0 |
| ATR |
99.2 |
97.0 |
-2.2 |
-2.2% |
0.0 |
| Volume |
98,050 |
104,184 |
6,134 |
6.3% |
444,658 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,963.5 |
6,924.0 |
6,786.0 |
|
| R3 |
6,895.5 |
6,856.0 |
6,767.0 |
|
| R2 |
6,827.5 |
6,827.5 |
6,761.0 |
|
| R1 |
6,788.0 |
6,788.0 |
6,754.5 |
6,774.0 |
| PP |
6,759.5 |
6,759.5 |
6,759.5 |
6,752.5 |
| S1 |
6,720.0 |
6,720.0 |
6,742.5 |
6,706.0 |
| S2 |
6,691.5 |
6,691.5 |
6,736.0 |
|
| S3 |
6,623.5 |
6,652.0 |
6,730.0 |
|
| S4 |
6,555.5 |
6,584.0 |
6,711.0 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,430.0 |
7,297.5 |
6,863.0 |
|
| R3 |
7,222.0 |
7,089.5 |
6,805.5 |
|
| R2 |
7,014.0 |
7,014.0 |
6,786.5 |
|
| R1 |
6,881.5 |
6,881.5 |
6,767.5 |
6,844.0 |
| PP |
6,806.0 |
6,806.0 |
6,806.0 |
6,787.5 |
| S1 |
6,673.5 |
6,673.5 |
6,729.5 |
6,636.0 |
| S2 |
6,598.0 |
6,598.0 |
6,710.5 |
|
| S3 |
6,390.0 |
6,465.5 |
6,691.5 |
|
| S4 |
6,182.0 |
6,257.5 |
6,634.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,939.0 |
6,731.0 |
208.0 |
3.1% |
76.0 |
1.1% |
8% |
False |
True |
88,931 |
| 10 |
6,941.5 |
6,731.0 |
210.5 |
3.1% |
82.5 |
1.2% |
8% |
False |
True |
91,339 |
| 20 |
6,941.5 |
6,537.0 |
404.5 |
6.0% |
94.5 |
1.4% |
52% |
False |
False |
93,291 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
9.0% |
99.0 |
1.5% |
45% |
False |
False |
85,875 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
9.0% |
80.5 |
1.2% |
45% |
False |
False |
57,406 |
| 80 |
7,425.0 |
6,475.0 |
950.0 |
14.1% |
68.0 |
1.0% |
29% |
False |
False |
43,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,088.0 |
|
2.618 |
6,977.0 |
|
1.618 |
6,909.0 |
|
1.000 |
6,867.0 |
|
0.618 |
6,841.0 |
|
HIGH |
6,799.0 |
|
0.618 |
6,773.0 |
|
0.500 |
6,765.0 |
|
0.382 |
6,757.0 |
|
LOW |
6,731.0 |
|
0.618 |
6,689.0 |
|
1.000 |
6,663.0 |
|
1.618 |
6,621.0 |
|
2.618 |
6,553.0 |
|
4.250 |
6,442.0 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,765.0 |
6,783.5 |
| PP |
6,759.5 |
6,772.0 |
| S1 |
6,754.0 |
6,760.0 |
|