| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,445.8 |
1,446.2 |
0.4 |
0.0% |
1,384.4 |
| High |
1,450.9 |
1,446.5 |
-4.4 |
-0.3% |
1,450.9 |
| Low |
1,437.3 |
1,431.4 |
-5.9 |
-0.4% |
1,375.8 |
| Close |
1,447.7 |
1,433.9 |
-13.8 |
-1.0% |
1,447.7 |
| Range |
13.6 |
15.1 |
1.5 |
11.0% |
75.1 |
| ATR |
36.1 |
34.7 |
-1.4 |
-3.9% |
0.0 |
| Volume |
114,992 |
122,885 |
7,893 |
6.9% |
729,049 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.6 |
1,473.3 |
1,442.2 |
|
| R3 |
1,467.5 |
1,458.2 |
1,438.1 |
|
| R2 |
1,452.4 |
1,452.4 |
1,436.7 |
|
| R1 |
1,443.1 |
1,443.1 |
1,435.3 |
1,440.2 |
| PP |
1,437.3 |
1,437.3 |
1,437.3 |
1,435.8 |
| S1 |
1,428.0 |
1,428.0 |
1,432.5 |
1,425.1 |
| S2 |
1,422.2 |
1,422.2 |
1,431.1 |
|
| S3 |
1,407.1 |
1,412.9 |
1,429.7 |
|
| S4 |
1,392.0 |
1,397.8 |
1,425.6 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,650.1 |
1,624.0 |
1,489.0 |
|
| R3 |
1,575.0 |
1,548.9 |
1,468.4 |
|
| R2 |
1,499.9 |
1,499.9 |
1,461.5 |
|
| R1 |
1,473.8 |
1,473.8 |
1,454.6 |
1,486.9 |
| PP |
1,424.8 |
1,424.8 |
1,424.8 |
1,431.3 |
| S1 |
1,398.7 |
1,398.7 |
1,440.8 |
1,411.8 |
| S2 |
1,349.7 |
1,349.7 |
1,433.9 |
|
| S3 |
1,274.6 |
1,323.6 |
1,427.0 |
|
| S4 |
1,199.5 |
1,248.5 |
1,406.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,450.9 |
1,404.6 |
46.3 |
3.2% |
20.0 |
1.4% |
63% |
False |
False |
135,784 |
| 10 |
1,450.9 |
1,323.5 |
127.4 |
8.9% |
29.8 |
2.1% |
87% |
False |
False |
152,681 |
| 20 |
1,450.9 |
1,252.0 |
198.9 |
13.9% |
38.8 |
2.7% |
91% |
False |
False |
193,576 |
| 40 |
1,567.4 |
1,252.0 |
315.4 |
22.0% |
36.3 |
2.5% |
58% |
False |
False |
99,295 |
| 60 |
1,593.9 |
1,252.0 |
341.9 |
23.8% |
35.3 |
2.5% |
53% |
False |
False |
66,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,510.7 |
|
2.618 |
1,486.0 |
|
1.618 |
1,470.9 |
|
1.000 |
1,461.6 |
|
0.618 |
1,455.8 |
|
HIGH |
1,446.5 |
|
0.618 |
1,440.7 |
|
0.500 |
1,439.0 |
|
0.382 |
1,437.2 |
|
LOW |
1,431.4 |
|
0.618 |
1,422.1 |
|
1.000 |
1,416.3 |
|
1.618 |
1,407.0 |
|
2.618 |
1,391.9 |
|
4.250 |
1,367.2 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,439.0 |
1,437.6 |
| PP |
1,437.3 |
1,436.4 |
| S1 |
1,435.6 |
1,435.1 |
|