| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,453.1 |
1,469.9 |
16.8 |
1.2% |
1,446.2 |
| High |
1,473.8 |
1,489.7 |
15.9 |
1.1% |
1,489.7 |
| Low |
1,445.5 |
1,466.6 |
21.1 |
1.5% |
1,431.4 |
| Close |
1,468.3 |
1,484.3 |
16.0 |
1.1% |
1,484.3 |
| Range |
28.3 |
23.1 |
-5.2 |
-18.4% |
58.3 |
| ATR |
32.3 |
31.6 |
-0.7 |
-2.0% |
0.0 |
| Volume |
127,420 |
138,782 |
11,362 |
8.9% |
648,444 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.5 |
1,540.0 |
1,497.0 |
|
| R3 |
1,526.4 |
1,516.9 |
1,490.7 |
|
| R2 |
1,503.3 |
1,503.3 |
1,488.5 |
|
| R1 |
1,493.8 |
1,493.8 |
1,486.4 |
1,498.6 |
| PP |
1,480.2 |
1,480.2 |
1,480.2 |
1,482.6 |
| S1 |
1,470.7 |
1,470.7 |
1,482.2 |
1,475.5 |
| S2 |
1,457.1 |
1,457.1 |
1,480.1 |
|
| S3 |
1,434.0 |
1,447.6 |
1,477.9 |
|
| S4 |
1,410.9 |
1,424.5 |
1,471.6 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,643.4 |
1,622.1 |
1,516.4 |
|
| R3 |
1,585.1 |
1,563.8 |
1,500.3 |
|
| R2 |
1,526.8 |
1,526.8 |
1,495.0 |
|
| R1 |
1,505.5 |
1,505.5 |
1,489.6 |
1,516.2 |
| PP |
1,468.5 |
1,468.5 |
1,468.5 |
1,473.8 |
| S1 |
1,447.2 |
1,447.2 |
1,479.0 |
1,457.9 |
| S2 |
1,410.2 |
1,410.2 |
1,473.6 |
|
| S3 |
1,351.9 |
1,388.9 |
1,468.3 |
|
| S4 |
1,293.6 |
1,330.6 |
1,452.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,489.7 |
1,431.4 |
58.3 |
3.9% |
21.0 |
1.4% |
91% |
True |
False |
129,688 |
| 10 |
1,489.7 |
1,375.8 |
113.9 |
7.7% |
22.9 |
1.5% |
95% |
True |
False |
137,749 |
| 20 |
1,489.7 |
1,252.0 |
237.7 |
16.0% |
34.7 |
2.3% |
98% |
True |
False |
166,991 |
| 40 |
1,567.4 |
1,252.0 |
315.4 |
21.2% |
35.2 |
2.4% |
74% |
False |
False |
112,424 |
| 60 |
1,593.9 |
1,252.0 |
341.9 |
23.0% |
34.7 |
2.3% |
68% |
False |
False |
74,971 |
| 80 |
1,723.4 |
1,252.0 |
471.4 |
31.8% |
33.5 |
2.3% |
49% |
False |
False |
56,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,587.9 |
|
2.618 |
1,550.2 |
|
1.618 |
1,527.1 |
|
1.000 |
1,512.8 |
|
0.618 |
1,504.0 |
|
HIGH |
1,489.7 |
|
0.618 |
1,480.9 |
|
0.500 |
1,478.2 |
|
0.382 |
1,475.4 |
|
LOW |
1,466.6 |
|
0.618 |
1,452.3 |
|
1.000 |
1,443.5 |
|
1.618 |
1,429.2 |
|
2.618 |
1,406.1 |
|
4.250 |
1,368.4 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,482.3 |
1,478.0 |
| PP |
1,480.2 |
1,471.6 |
| S1 |
1,478.2 |
1,465.3 |
|