| 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 |
6,794.50 |
6,652.00 |
-142.50 |
-2.1% |
6,599.00 |
| High |
6,794.50 |
6,724.25 |
-70.25 |
-1.0% |
6,828.25 |
| Low |
6,611.50 |
6,592.25 |
-19.25 |
-0.3% |
6,521.50 |
| Close |
6,653.00 |
6,665.25 |
12.25 |
0.2% |
6,792.75 |
| Range |
183.00 |
132.00 |
-51.00 |
-27.9% |
306.75 |
| ATR |
164.91 |
162.56 |
-2.35 |
-1.4% |
0.00 |
| Volume |
651,258 |
515,044 |
-136,214 |
-20.9% |
2,273,698 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,056.50 |
6,993.00 |
6,737.75 |
|
| R3 |
6,924.50 |
6,861.00 |
6,701.50 |
|
| R2 |
6,792.50 |
6,792.50 |
6,689.50 |
|
| R1 |
6,729.00 |
6,729.00 |
6,677.25 |
6,760.75 |
| PP |
6,660.50 |
6,660.50 |
6,660.50 |
6,676.50 |
| S1 |
6,597.00 |
6,597.00 |
6,653.25 |
6,628.75 |
| S2 |
6,528.50 |
6,528.50 |
6,641.00 |
|
| S3 |
6,396.50 |
6,465.00 |
6,629.00 |
|
| S4 |
6,264.50 |
6,333.00 |
6,592.75 |
|
|
| 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 |
6,592.25 |
236.00 |
3.5% |
130.50 |
2.0% |
31% |
False |
True |
516,537 |
| 10 |
6,828.25 |
6,521.50 |
306.75 |
4.6% |
115.25 |
1.7% |
47% |
False |
False |
479,794 |
| 20 |
6,828.25 |
5,820.50 |
1,007.75 |
15.1% |
170.00 |
2.5% |
84% |
False |
False |
539,346 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.2% |
176.00 |
2.6% |
63% |
False |
False |
382,198 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.6% |
182.25 |
2.7% |
59% |
False |
False |
255,444 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.2% |
182.25 |
2.7% |
43% |
False |
False |
191,998 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
29.2% |
163.50 |
2.5% |
43% |
False |
False |
153,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,285.25 |
|
2.618 |
7,069.75 |
|
1.618 |
6,937.75 |
|
1.000 |
6,856.25 |
|
0.618 |
6,805.75 |
|
HIGH |
6,724.25 |
|
0.618 |
6,673.75 |
|
0.500 |
6,658.25 |
|
0.382 |
6,642.75 |
|
LOW |
6,592.25 |
|
0.618 |
6,510.75 |
|
1.000 |
6,460.25 |
|
1.618 |
6,378.75 |
|
2.618 |
6,246.75 |
|
4.250 |
6,031.25 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,663.00 |
6,710.25 |
| PP |
6,660.50 |
6,695.25 |
| S1 |
6,658.25 |
6,680.25 |
|