| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,599.00 |
6,543.00 |
-56.00 |
-0.8% |
6,451.25 |
| High |
6,602.50 |
6,689.00 |
86.50 |
1.3% |
6,645.00 |
| Low |
6,521.50 |
6,542.25 |
20.75 |
0.3% |
6,402.50 |
| Close |
6,545.00 |
6,676.75 |
131.75 |
2.0% |
6,612.75 |
| Range |
81.00 |
146.75 |
65.75 |
81.2% |
242.50 |
| ATR |
178.24 |
175.99 |
-2.25 |
-1.3% |
0.00 |
| Volume |
364,990 |
492,324 |
127,334 |
34.9% |
2,413,586 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,076.25 |
7,023.25 |
6,757.50 |
|
| R3 |
6,929.50 |
6,876.50 |
6,717.00 |
|
| R2 |
6,782.75 |
6,782.75 |
6,703.75 |
|
| R1 |
6,729.75 |
6,729.75 |
6,690.25 |
6,756.25 |
| PP |
6,636.00 |
6,636.00 |
6,636.00 |
6,649.25 |
| S1 |
6,583.00 |
6,583.00 |
6,663.25 |
6,609.50 |
| S2 |
6,489.25 |
6,489.25 |
6,649.75 |
|
| S3 |
6,342.50 |
6,436.25 |
6,636.50 |
|
| S4 |
6,195.75 |
6,289.50 |
6,596.00 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,281.00 |
7,189.25 |
6,746.00 |
|
| R3 |
7,038.50 |
6,946.75 |
6,679.50 |
|
| R2 |
6,796.00 |
6,796.00 |
6,657.25 |
|
| R1 |
6,704.25 |
6,704.25 |
6,635.00 |
6,750.00 |
| PP |
6,553.50 |
6,553.50 |
6,553.50 |
6,576.25 |
| S1 |
6,461.75 |
6,461.75 |
6,590.50 |
6,507.50 |
| S2 |
6,311.00 |
6,311.00 |
6,568.25 |
|
| S3 |
6,068.50 |
6,219.25 |
6,546.00 |
|
| S4 |
5,826.00 |
5,976.75 |
6,479.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,689.00 |
6,521.50 |
167.50 |
2.5% |
100.25 |
1.5% |
93% |
True |
False |
443,050 |
| 10 |
6,689.00 |
6,136.50 |
552.50 |
8.3% |
149.00 |
2.2% |
98% |
True |
False |
534,129 |
| 20 |
6,689.00 |
5,820.50 |
868.50 |
13.0% |
197.00 |
3.0% |
99% |
True |
False |
603,585 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.2% |
181.25 |
2.7% |
63% |
False |
False |
317,970 |
| 60 |
7,277.50 |
5,820.50 |
1,457.00 |
21.8% |
190.75 |
2.9% |
59% |
False |
False |
212,563 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.1% |
179.75 |
2.7% |
44% |
False |
False |
159,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,312.75 |
|
2.618 |
7,073.25 |
|
1.618 |
6,926.50 |
|
1.000 |
6,835.75 |
|
0.618 |
6,779.75 |
|
HIGH |
6,689.00 |
|
0.618 |
6,633.00 |
|
0.500 |
6,615.50 |
|
0.382 |
6,598.25 |
|
LOW |
6,542.25 |
|
0.618 |
6,451.50 |
|
1.000 |
6,395.50 |
|
1.618 |
6,304.75 |
|
2.618 |
6,158.00 |
|
4.250 |
5,918.50 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,656.50 |
6,653.00 |
| PP |
6,636.00 |
6,629.00 |
| S1 |
6,615.50 |
6,605.25 |
|