| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,809.0 |
6,878.5 |
69.5 |
1.0% |
6,939.0 |
| High |
6,907.0 |
6,933.0 |
26.0 |
0.4% |
6,939.0 |
| Low |
6,789.5 |
6,869.0 |
79.5 |
1.2% |
6,731.0 |
| Close |
6,872.5 |
6,902.5 |
30.0 |
0.4% |
6,748.5 |
| Range |
117.5 |
64.0 |
-53.5 |
-45.5% |
208.0 |
| ATR |
100.8 |
98.2 |
-2.6 |
-2.6% |
0.0 |
| Volume |
118,659 |
125,749 |
7,090 |
6.0% |
444,658 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,093.5 |
7,062.0 |
6,937.5 |
|
| R3 |
7,029.5 |
6,998.0 |
6,920.0 |
|
| R2 |
6,965.5 |
6,965.5 |
6,914.0 |
|
| R1 |
6,934.0 |
6,934.0 |
6,908.5 |
6,950.0 |
| PP |
6,901.5 |
6,901.5 |
6,901.5 |
6,909.5 |
| S1 |
6,870.0 |
6,870.0 |
6,896.5 |
6,886.0 |
| S2 |
6,837.5 |
6,837.5 |
6,891.0 |
|
| S3 |
6,773.5 |
6,806.0 |
6,885.0 |
|
| S4 |
6,709.5 |
6,742.0 |
6,867.5 |
|
|
| 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 |
6,933.0 |
6,671.0 |
262.0 |
3.8% |
91.5 |
1.3% |
88% |
True |
False |
111,331 |
| 10 |
6,941.5 |
6,671.0 |
270.5 |
3.9% |
92.0 |
1.3% |
86% |
False |
False |
101,757 |
| 20 |
6,941.5 |
6,618.0 |
323.5 |
4.7% |
93.0 |
1.4% |
88% |
False |
False |
97,905 |
| 40 |
6,998.5 |
6,475.0 |
523.5 |
7.6% |
102.0 |
1.5% |
82% |
False |
False |
95,780 |
| 60 |
7,080.0 |
6,475.0 |
605.0 |
8.8% |
84.0 |
1.2% |
71% |
False |
False |
64,946 |
| 80 |
7,149.5 |
6,475.0 |
674.5 |
9.8% |
72.5 |
1.0% |
63% |
False |
False |
48,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,205.0 |
|
2.618 |
7,100.5 |
|
1.618 |
7,036.5 |
|
1.000 |
6,997.0 |
|
0.618 |
6,972.5 |
|
HIGH |
6,933.0 |
|
0.618 |
6,908.5 |
|
0.500 |
6,901.0 |
|
0.382 |
6,893.5 |
|
LOW |
6,869.0 |
|
0.618 |
6,829.5 |
|
1.000 |
6,805.0 |
|
1.618 |
6,765.5 |
|
2.618 |
6,701.5 |
|
4.250 |
6,597.0 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,902.0 |
6,871.5 |
| PP |
6,901.5 |
6,840.5 |
| S1 |
6,901.0 |
6,809.5 |
|