| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,481.9 |
1,460.0 |
-21.9 |
-1.5% |
1,446.2 |
| High |
1,483.9 |
1,472.2 |
-11.7 |
-0.8% |
1,489.7 |
| Low |
1,450.6 |
1,444.4 |
-6.2 |
-0.4% |
1,431.4 |
| Close |
1,459.8 |
1,455.4 |
-4.4 |
-0.3% |
1,484.3 |
| Range |
33.3 |
27.8 |
-5.5 |
-16.5% |
58.3 |
| ATR |
31.8 |
31.5 |
-0.3 |
-0.9% |
0.0 |
| Volume |
150,609 |
121,941 |
-28,668 |
-19.0% |
648,444 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,540.7 |
1,525.9 |
1,470.7 |
|
| R3 |
1,512.9 |
1,498.1 |
1,463.0 |
|
| R2 |
1,485.1 |
1,485.1 |
1,460.5 |
|
| R1 |
1,470.3 |
1,470.3 |
1,457.9 |
1,463.8 |
| PP |
1,457.3 |
1,457.3 |
1,457.3 |
1,454.1 |
| S1 |
1,442.5 |
1,442.5 |
1,452.9 |
1,436.0 |
| S2 |
1,429.5 |
1,429.5 |
1,450.3 |
|
| S3 |
1,401.7 |
1,414.7 |
1,447.8 |
|
| S4 |
1,373.9 |
1,386.9 |
1,440.1 |
|
|
| 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 |
1,440.9 |
48.8 |
3.4% |
27.0 |
1.9% |
30% |
False |
False |
130,490 |
| 10 |
1,489.7 |
1,422.8 |
66.9 |
4.6% |
22.6 |
1.6% |
49% |
False |
False |
131,256 |
| 20 |
1,489.7 |
1,252.0 |
237.7 |
16.3% |
32.7 |
2.2% |
86% |
False |
False |
150,840 |
| 40 |
1,567.4 |
1,252.0 |
315.4 |
21.7% |
35.1 |
2.4% |
64% |
False |
False |
119,234 |
| 60 |
1,593.9 |
1,252.0 |
341.9 |
23.5% |
34.1 |
2.3% |
59% |
False |
False |
79,511 |
| 80 |
1,717.2 |
1,252.0 |
465.2 |
32.0% |
33.9 |
2.3% |
44% |
False |
False |
59,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,590.4 |
|
2.618 |
1,545.0 |
|
1.618 |
1,517.2 |
|
1.000 |
1,500.0 |
|
0.618 |
1,489.4 |
|
HIGH |
1,472.2 |
|
0.618 |
1,461.6 |
|
0.500 |
1,458.3 |
|
0.382 |
1,455.0 |
|
LOW |
1,444.4 |
|
0.618 |
1,427.2 |
|
1.000 |
1,416.6 |
|
1.618 |
1,399.4 |
|
2.618 |
1,371.6 |
|
4.250 |
1,326.3 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,458.3 |
1,467.1 |
| PP |
1,457.3 |
1,463.2 |
| S1 |
1,456.4 |
1,459.3 |
|