| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,684.50 |
6,784.25 |
99.75 |
1.5% |
6,794.50 |
| High |
6,810.50 |
6,791.00 |
-19.50 |
-0.3% |
6,810.50 |
| Low |
6,676.75 |
6,648.25 |
-28.50 |
-0.4% |
6,592.25 |
| Close |
6,791.25 |
6,701.75 |
-89.50 |
-1.3% |
6,791.25 |
| Range |
133.75 |
142.75 |
9.00 |
6.7% |
218.25 |
| ATR |
154.19 |
153.39 |
-0.80 |
-0.5% |
0.00 |
| Volume |
446,822 |
490,045 |
43,223 |
9.7% |
2,062,141 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,142.00 |
7,064.50 |
6,780.25 |
|
| R3 |
6,999.25 |
6,921.75 |
6,741.00 |
|
| R2 |
6,856.50 |
6,856.50 |
6,728.00 |
|
| R1 |
6,779.00 |
6,779.00 |
6,714.75 |
6,746.50 |
| PP |
6,713.75 |
6,713.75 |
6,713.75 |
6,697.25 |
| S1 |
6,636.25 |
6,636.25 |
6,688.75 |
6,603.50 |
| S2 |
6,571.00 |
6,571.00 |
6,675.50 |
|
| S3 |
6,428.25 |
6,493.50 |
6,662.50 |
|
| S4 |
6,285.50 |
6,350.75 |
6,623.25 |
|
|
| 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 |
6,810.50 |
6,592.25 |
218.25 |
3.3% |
131.50 |
2.0% |
50% |
False |
False |
510,437 |
| 10 |
6,828.25 |
6,521.50 |
306.75 |
4.6% |
122.25 |
1.8% |
59% |
False |
False |
482,588 |
| 20 |
6,828.25 |
6,136.50 |
691.75 |
10.3% |
136.75 |
2.0% |
82% |
False |
False |
517,032 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.1% |
172.50 |
2.6% |
65% |
False |
False |
416,644 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.5% |
174.00 |
2.6% |
61% |
False |
False |
278,419 |
| 80 |
7,740.25 |
5,820.50 |
1,919.75 |
28.6% |
184.00 |
2.7% |
46% |
False |
False |
209,301 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
29.0% |
165.00 |
2.5% |
45% |
False |
False |
167,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,397.75 |
|
2.618 |
7,164.75 |
|
1.618 |
7,022.00 |
|
1.000 |
6,933.75 |
|
0.618 |
6,879.25 |
|
HIGH |
6,791.00 |
|
0.618 |
6,736.50 |
|
0.500 |
6,719.50 |
|
0.382 |
6,702.75 |
|
LOW |
6,648.25 |
|
0.618 |
6,560.00 |
|
1.000 |
6,505.50 |
|
1.618 |
6,417.25 |
|
2.618 |
6,274.50 |
|
4.250 |
6,041.50 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,719.50 |
6,729.50 |
| PP |
6,713.75 |
6,720.25 |
| S1 |
6,707.75 |
6,711.00 |
|