| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,663.00 |
6,684.50 |
21.50 |
0.3% |
6,794.50 |
| High |
6,718.50 |
6,810.50 |
92.00 |
1.4% |
6,810.50 |
| Low |
6,653.00 |
6,676.75 |
23.75 |
0.4% |
6,592.25 |
| Close |
6,675.00 |
6,791.25 |
116.25 |
1.7% |
6,791.25 |
| Range |
65.50 |
133.75 |
68.25 |
104.2% |
218.25 |
| ATR |
155.63 |
154.19 |
-1.44 |
-0.9% |
0.00 |
| Volume |
449,017 |
446,822 |
-2,195 |
-0.5% |
2,062,141 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,160.75 |
7,109.75 |
6,864.75 |
|
| R3 |
7,027.00 |
6,976.00 |
6,828.00 |
|
| R2 |
6,893.25 |
6,893.25 |
6,815.75 |
|
| R1 |
6,842.25 |
6,842.25 |
6,803.50 |
6,867.75 |
| PP |
6,759.50 |
6,759.50 |
6,759.50 |
6,772.25 |
| S1 |
6,708.50 |
6,708.50 |
6,779.00 |
6,734.00 |
| S2 |
6,625.75 |
6,625.75 |
6,766.75 |
|
| S3 |
6,492.00 |
6,574.75 |
6,754.50 |
|
| S4 |
6,358.25 |
6,441.00 |
6,717.75 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,386.00 |
7,307.00 |
6,911.25 |
|
| R3 |
7,167.75 |
7,088.75 |
6,851.25 |
|
| R2 |
6,949.50 |
6,949.50 |
6,831.25 |
|
| R1 |
6,870.50 |
6,870.50 |
6,811.25 |
6,801.00 |
| PP |
6,731.25 |
6,731.25 |
6,731.25 |
6,696.50 |
| S1 |
6,652.25 |
6,652.25 |
6,771.25 |
6,582.50 |
| S2 |
6,513.00 |
6,513.00 |
6,751.25 |
|
| S3 |
6,294.75 |
6,434.00 |
6,731.25 |
|
| S4 |
6,076.50 |
6,215.75 |
6,671.25 |
|
|
| 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% |
126.00 |
1.9% |
84% |
False |
False |
512,404 |
| 10 |
6,828.25 |
6,521.50 |
306.75 |
4.5% |
114.00 |
1.7% |
88% |
False |
False |
470,062 |
| 20 |
6,828.25 |
6,053.25 |
775.00 |
11.4% |
143.75 |
2.1% |
95% |
False |
False |
529,537 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
19.9% |
174.00 |
2.6% |
72% |
False |
False |
404,503 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.2% |
174.50 |
2.6% |
67% |
False |
False |
270,298 |
| 80 |
7,750.00 |
5,820.50 |
1,929.50 |
28.4% |
183.25 |
2.7% |
50% |
False |
False |
203,187 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
28.6% |
164.50 |
2.4% |
50% |
False |
False |
162,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,379.00 |
|
2.618 |
7,160.75 |
|
1.618 |
7,027.00 |
|
1.000 |
6,944.25 |
|
0.618 |
6,893.25 |
|
HIGH |
6,810.50 |
|
0.618 |
6,759.50 |
|
0.500 |
6,743.50 |
|
0.382 |
6,727.75 |
|
LOW |
6,676.75 |
|
0.618 |
6,594.00 |
|
1.000 |
6,543.00 |
|
1.618 |
6,460.25 |
|
2.618 |
6,326.50 |
|
4.250 |
6,108.25 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,775.50 |
6,761.25 |
| PP |
6,759.50 |
6,731.25 |
| S1 |
6,743.50 |
6,701.50 |
|