| 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 |
6,674.50 |
6,670.00 |
-4.50 |
-0.1% |
6,451.25 |
| High |
6,737.25 |
6,760.00 |
22.75 |
0.3% |
6,645.00 |
| Low |
6,664.00 |
6,612.25 |
-51.75 |
-0.8% |
6,402.50 |
| Close |
6,666.25 |
6,720.00 |
53.75 |
0.8% |
6,612.75 |
| Range |
73.25 |
147.75 |
74.50 |
101.7% |
242.50 |
| ATR |
168.65 |
167.16 |
-1.49 |
-0.9% |
0.00 |
| Volume |
443,742 |
472,761 |
29,019 |
6.5% |
2,413,586 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,140.75 |
7,078.00 |
6,801.25 |
|
| R3 |
6,993.00 |
6,930.25 |
6,760.75 |
|
| R2 |
6,845.25 |
6,845.25 |
6,747.00 |
|
| R1 |
6,782.50 |
6,782.50 |
6,733.50 |
6,814.00 |
| PP |
6,697.50 |
6,697.50 |
6,697.50 |
6,713.00 |
| S1 |
6,634.75 |
6,634.75 |
6,706.50 |
6,666.00 |
| S2 |
6,549.75 |
6,549.75 |
6,693.00 |
|
| S3 |
6,402.00 |
6,487.00 |
6,679.25 |
|
| S4 |
6,254.25 |
6,339.25 |
6,638.75 |
|
|
| 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 |
6,760.00 |
6,521.50 |
238.50 |
3.5% |
101.75 |
1.5% |
83% |
True |
False |
427,720 |
| 10 |
6,760.00 |
6,136.50 |
623.50 |
9.3% |
130.00 |
1.9% |
94% |
True |
False |
488,394 |
| 20 |
6,760.00 |
5,820.50 |
939.50 |
14.0% |
190.50 |
2.8% |
96% |
True |
False |
585,469 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.1% |
176.75 |
2.6% |
67% |
False |
False |
340,759 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.5% |
189.25 |
2.8% |
62% |
False |
False |
227,795 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
28.9% |
180.00 |
2.7% |
46% |
False |
False |
171,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,388.00 |
|
2.618 |
7,146.75 |
|
1.618 |
6,999.00 |
|
1.000 |
6,907.75 |
|
0.618 |
6,851.25 |
|
HIGH |
6,760.00 |
|
0.618 |
6,703.50 |
|
0.500 |
6,686.00 |
|
0.382 |
6,668.75 |
|
LOW |
6,612.25 |
|
0.618 |
6,521.00 |
|
1.000 |
6,464.50 |
|
1.618 |
6,373.25 |
|
2.618 |
6,225.50 |
|
4.250 |
5,984.25 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,708.75 |
6,697.00 |
| PP |
6,697.50 |
6,674.00 |
| S1 |
6,686.00 |
6,651.00 |
|