| 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 |
6,670.00 |
6,722.75 |
52.75 |
0.8% |
6,599.00 |
| High |
6,760.00 |
6,828.25 |
68.25 |
1.0% |
6,828.25 |
| Low |
6,612.25 |
6,712.00 |
99.75 |
1.5% |
6,521.50 |
| Close |
6,720.00 |
6,792.75 |
72.75 |
1.1% |
6,792.75 |
| Range |
147.75 |
116.25 |
-31.50 |
-21.3% |
306.75 |
| ATR |
167.16 |
163.52 |
-3.64 |
-2.2% |
0.00 |
| Volume |
472,761 |
499,881 |
27,120 |
5.7% |
2,273,698 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,126.50 |
7,075.75 |
6,856.75 |
|
| R3 |
7,010.25 |
6,959.50 |
6,824.75 |
|
| R2 |
6,894.00 |
6,894.00 |
6,814.00 |
|
| R1 |
6,843.25 |
6,843.25 |
6,803.50 |
6,868.50 |
| PP |
6,777.75 |
6,777.75 |
6,777.75 |
6,790.25 |
| S1 |
6,727.00 |
6,727.00 |
6,782.00 |
6,752.50 |
| S2 |
6,661.50 |
6,661.50 |
6,771.50 |
|
| S3 |
6,545.25 |
6,610.75 |
6,760.75 |
|
| S4 |
6,429.00 |
6,494.50 |
6,728.75 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,634.50 |
7,520.25 |
6,961.50 |
|
| R3 |
7,327.75 |
7,213.50 |
6,877.00 |
|
| R2 |
7,021.00 |
7,021.00 |
6,849.00 |
|
| R1 |
6,906.75 |
6,906.75 |
6,820.75 |
6,964.00 |
| PP |
6,714.25 |
6,714.25 |
6,714.25 |
6,742.75 |
| S1 |
6,600.00 |
6,600.00 |
6,764.75 |
6,657.00 |
| S2 |
6,407.50 |
6,407.50 |
6,736.50 |
|
| S3 |
6,100.75 |
6,293.25 |
6,708.50 |
|
| S4 |
5,794.00 |
5,986.50 |
6,624.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,828.25 |
6,521.50 |
306.75 |
4.5% |
113.00 |
1.7% |
88% |
True |
False |
454,739 |
| 10 |
6,828.25 |
6,402.50 |
425.75 |
6.3% |
109.00 |
1.6% |
92% |
True |
False |
468,728 |
| 20 |
6,828.25 |
5,820.50 |
1,007.75 |
14.8% |
180.75 |
2.7% |
96% |
True |
False |
574,740 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
19.9% |
174.00 |
2.6% |
72% |
False |
False |
353,113 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.2% |
187.75 |
2.8% |
67% |
False |
False |
236,084 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
28.6% |
180.75 |
2.7% |
50% |
False |
False |
177,433 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
28.6% |
161.25 |
2.4% |
50% |
False |
False |
141,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,322.25 |
|
2.618 |
7,132.50 |
|
1.618 |
7,016.25 |
|
1.000 |
6,944.50 |
|
0.618 |
6,900.00 |
|
HIGH |
6,828.25 |
|
0.618 |
6,783.75 |
|
0.500 |
6,770.00 |
|
0.382 |
6,756.50 |
|
LOW |
6,712.00 |
|
0.618 |
6,640.25 |
|
1.000 |
6,595.75 |
|
1.618 |
6,524.00 |
|
2.618 |
6,407.75 |
|
4.250 |
6,218.00 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,785.25 |
6,768.50 |
| PP |
6,777.75 |
6,744.50 |
| S1 |
6,770.00 |
6,720.25 |
|