| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,695.25 |
6,690.25 |
-5.00 |
-0.1% |
6,794.50 |
| High |
6,721.00 |
6,845.25 |
124.25 |
1.8% |
6,810.50 |
| Low |
6,616.75 |
6,657.75 |
41.00 |
0.6% |
6,592.25 |
| Close |
6,638.75 |
6,837.25 |
198.50 |
3.0% |
6,791.25 |
| Range |
104.25 |
187.50 |
83.25 |
79.9% |
218.25 |
| ATR |
149.88 |
153.93 |
4.04 |
2.7% |
0.00 |
| Volume |
441,622 |
526,133 |
84,511 |
19.1% |
2,062,141 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,342.50 |
7,277.50 |
6,940.50 |
|
| R3 |
7,155.00 |
7,090.00 |
6,888.75 |
|
| R2 |
6,967.50 |
6,967.50 |
6,871.50 |
|
| R1 |
6,902.50 |
6,902.50 |
6,854.50 |
6,935.00 |
| PP |
6,780.00 |
6,780.00 |
6,780.00 |
6,796.50 |
| S1 |
6,715.00 |
6,715.00 |
6,820.00 |
6,747.50 |
| S2 |
6,592.50 |
6,592.50 |
6,803.00 |
|
| S3 |
6,405.00 |
6,527.50 |
6,785.75 |
|
| S4 |
6,217.50 |
6,340.00 |
6,734.00 |
|
|
| 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 |
6,845.25 |
6,616.75 |
228.50 |
3.3% |
126.75 |
1.9% |
96% |
True |
False |
470,727 |
| 10 |
6,845.25 |
6,592.25 |
253.00 |
3.7% |
128.50 |
1.9% |
97% |
True |
False |
493,632 |
| 20 |
6,845.25 |
6,136.50 |
708.75 |
10.4% |
138.75 |
2.0% |
99% |
True |
False |
513,880 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
19.7% |
175.00 |
2.6% |
75% |
False |
False |
440,734 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.1% |
172.75 |
2.5% |
71% |
False |
False |
294,494 |
| 80 |
7,576.25 |
5,820.50 |
1,755.75 |
25.7% |
184.50 |
2.7% |
58% |
False |
False |
221,355 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
28.4% |
166.00 |
2.4% |
52% |
False |
False |
177,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,642.00 |
|
2.618 |
7,336.00 |
|
1.618 |
7,148.50 |
|
1.000 |
7,032.75 |
|
0.618 |
6,961.00 |
|
HIGH |
6,845.25 |
|
0.618 |
6,773.50 |
|
0.500 |
6,751.50 |
|
0.382 |
6,729.50 |
|
LOW |
6,657.75 |
|
0.618 |
6,542.00 |
|
1.000 |
6,470.25 |
|
1.618 |
6,354.50 |
|
2.618 |
6,167.00 |
|
4.250 |
5,861.00 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,808.75 |
6,801.75 |
| PP |
6,780.00 |
6,766.50 |
| S1 |
6,751.50 |
6,731.00 |
|