| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,722.75 |
6,794.50 |
71.75 |
1.1% |
6,599.00 |
| High |
6,828.25 |
6,794.50 |
-33.75 |
-0.5% |
6,828.25 |
| Low |
6,712.00 |
6,611.50 |
-100.50 |
-1.5% |
6,521.50 |
| Close |
6,792.75 |
6,653.00 |
-139.75 |
-2.1% |
6,792.75 |
| Range |
116.25 |
183.00 |
66.75 |
57.4% |
306.75 |
| ATR |
163.52 |
164.91 |
1.39 |
0.9% |
0.00 |
| Volume |
499,881 |
651,258 |
151,377 |
30.3% |
2,273,698 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,235.25 |
7,127.25 |
6,753.75 |
|
| R3 |
7,052.25 |
6,944.25 |
6,703.25 |
|
| R2 |
6,869.25 |
6,869.25 |
6,686.50 |
|
| R1 |
6,761.25 |
6,761.25 |
6,669.75 |
6,723.75 |
| PP |
6,686.25 |
6,686.25 |
6,686.25 |
6,667.50 |
| S1 |
6,578.25 |
6,578.25 |
6,636.25 |
6,540.75 |
| S2 |
6,503.25 |
6,503.25 |
6,619.50 |
|
| S3 |
6,320.25 |
6,395.25 |
6,602.75 |
|
| S4 |
6,137.25 |
6,212.25 |
6,552.25 |
|
|
| 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 |
6,542.25 |
286.00 |
4.3% |
133.50 |
2.0% |
39% |
False |
False |
511,993 |
| 10 |
6,828.25 |
6,467.25 |
361.00 |
5.4% |
114.00 |
1.7% |
51% |
False |
False |
482,194 |
| 20 |
6,828.25 |
5,820.50 |
1,007.75 |
15.1% |
178.75 |
2.7% |
83% |
False |
False |
556,729 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.3% |
175.25 |
2.6% |
62% |
False |
False |
369,345 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.7% |
184.25 |
2.8% |
58% |
False |
False |
246,894 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.2% |
182.00 |
2.7% |
43% |
False |
False |
185,563 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
29.2% |
162.75 |
2.4% |
43% |
False |
False |
148,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,572.25 |
|
2.618 |
7,273.50 |
|
1.618 |
7,090.50 |
|
1.000 |
6,977.50 |
|
0.618 |
6,907.50 |
|
HIGH |
6,794.50 |
|
0.618 |
6,724.50 |
|
0.500 |
6,703.00 |
|
0.382 |
6,681.50 |
|
LOW |
6,611.50 |
|
0.618 |
6,498.50 |
|
1.000 |
6,428.50 |
|
1.618 |
6,315.50 |
|
2.618 |
6,132.50 |
|
4.250 |
5,833.75 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,703.00 |
6,720.00 |
| PP |
6,686.25 |
6,697.50 |
| S1 |
6,669.75 |
6,675.25 |
|