| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,435.1 |
1,442.4 |
7.3 |
0.5% |
1,384.4 |
| High |
1,447.5 |
1,463.6 |
16.1 |
1.1% |
1,450.9 |
| Low |
1,431.8 |
1,440.9 |
9.1 |
0.6% |
1,375.8 |
| Close |
1,443.2 |
1,454.2 |
11.0 |
0.8% |
1,447.7 |
| Range |
15.7 |
22.7 |
7.0 |
44.6% |
75.1 |
| ATR |
33.3 |
32.6 |
-0.8 |
-2.3% |
0.0 |
| Volume |
145,658 |
113,699 |
-31,959 |
-21.9% |
729,049 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,521.0 |
1,510.3 |
1,466.7 |
|
| R3 |
1,498.3 |
1,487.6 |
1,460.4 |
|
| R2 |
1,475.6 |
1,475.6 |
1,458.4 |
|
| R1 |
1,464.9 |
1,464.9 |
1,456.3 |
1,470.3 |
| PP |
1,452.9 |
1,452.9 |
1,452.9 |
1,455.6 |
| S1 |
1,442.2 |
1,442.2 |
1,452.1 |
1,447.6 |
| S2 |
1,430.2 |
1,430.2 |
1,450.0 |
|
| S3 |
1,407.5 |
1,419.5 |
1,448.0 |
|
| S4 |
1,384.8 |
1,396.8 |
1,441.7 |
|
|
| 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 |
1,463.6 |
1,424.3 |
39.3 |
2.7% |
18.3 |
1.3% |
76% |
True |
False |
127,396 |
| 10 |
1,463.6 |
1,325.3 |
138.3 |
9.5% |
27.0 |
1.9% |
93% |
True |
False |
146,758 |
| 20 |
1,463.6 |
1,252.0 |
211.6 |
14.6% |
36.8 |
2.5% |
96% |
True |
False |
179,970 |
| 40 |
1,567.4 |
1,252.0 |
315.4 |
21.7% |
35.8 |
2.5% |
64% |
False |
False |
105,776 |
| 60 |
1,593.9 |
1,252.0 |
341.9 |
23.5% |
34.8 |
2.4% |
59% |
False |
False |
70,536 |
| 80 |
1,723.4 |
1,252.0 |
471.4 |
32.4% |
33.1 |
2.3% |
43% |
False |
False |
52,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,560.1 |
|
2.618 |
1,523.0 |
|
1.618 |
1,500.3 |
|
1.000 |
1,486.3 |
|
0.618 |
1,477.6 |
|
HIGH |
1,463.6 |
|
0.618 |
1,454.9 |
|
0.500 |
1,452.3 |
|
0.382 |
1,449.6 |
|
LOW |
1,440.9 |
|
0.618 |
1,426.9 |
|
1.000 |
1,418.2 |
|
1.618 |
1,404.2 |
|
2.618 |
1,381.5 |
|
4.250 |
1,344.4 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,453.6 |
1,452.0 |
| PP |
1,452.9 |
1,449.7 |
| S1 |
1,452.3 |
1,447.5 |
|