| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,442.4 |
1,453.1 |
10.7 |
0.7% |
1,384.4 |
| High |
1,463.6 |
1,473.8 |
10.2 |
0.7% |
1,450.9 |
| Low |
1,440.9 |
1,445.5 |
4.6 |
0.3% |
1,375.8 |
| Close |
1,454.2 |
1,468.3 |
14.1 |
1.0% |
1,447.7 |
| Range |
22.7 |
28.3 |
5.6 |
24.7% |
75.1 |
| ATR |
32.6 |
32.3 |
-0.3 |
-0.9% |
0.0 |
| Volume |
113,699 |
127,420 |
13,721 |
12.1% |
729,049 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,547.4 |
1,536.2 |
1,483.9 |
|
| R3 |
1,519.1 |
1,507.9 |
1,476.1 |
|
| R2 |
1,490.8 |
1,490.8 |
1,473.5 |
|
| R1 |
1,479.6 |
1,479.6 |
1,470.9 |
1,485.2 |
| PP |
1,462.5 |
1,462.5 |
1,462.5 |
1,465.4 |
| S1 |
1,451.3 |
1,451.3 |
1,465.7 |
1,456.9 |
| S2 |
1,434.2 |
1,434.2 |
1,463.1 |
|
| S3 |
1,405.9 |
1,423.0 |
1,460.5 |
|
| S4 |
1,377.6 |
1,394.7 |
1,452.7 |
|
|
| 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 |
1,473.8 |
1,431.4 |
42.4 |
2.9% |
19.1 |
1.3% |
87% |
True |
False |
124,930 |
| 10 |
1,473.8 |
1,325.3 |
148.5 |
10.1% |
26.8 |
1.8% |
96% |
True |
False |
142,097 |
| 20 |
1,473.8 |
1,252.0 |
221.8 |
15.1% |
36.4 |
2.5% |
98% |
True |
False |
173,595 |
| 40 |
1,567.4 |
1,252.0 |
315.4 |
21.5% |
35.5 |
2.4% |
69% |
False |
False |
108,957 |
| 60 |
1,593.9 |
1,252.0 |
341.9 |
23.3% |
34.9 |
2.4% |
63% |
False |
False |
72,659 |
| 80 |
1,723.4 |
1,252.0 |
471.4 |
32.1% |
33.3 |
2.3% |
46% |
False |
False |
54,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,594.1 |
|
2.618 |
1,547.9 |
|
1.618 |
1,519.6 |
|
1.000 |
1,502.1 |
|
0.618 |
1,491.3 |
|
HIGH |
1,473.8 |
|
0.618 |
1,463.0 |
|
0.500 |
1,459.7 |
|
0.382 |
1,456.3 |
|
LOW |
1,445.5 |
|
0.618 |
1,428.0 |
|
1.000 |
1,417.2 |
|
1.618 |
1,399.7 |
|
2.618 |
1,371.4 |
|
4.250 |
1,325.2 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,465.4 |
1,463.1 |
| PP |
1,462.5 |
1,458.0 |
| S1 |
1,459.7 |
1,452.8 |
|