| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,690.25 |
6,844.25 |
154.00 |
2.3% |
6,794.50 |
| High |
6,845.25 |
6,943.00 |
97.75 |
1.4% |
6,810.50 |
| Low |
6,657.75 |
6,839.25 |
181.50 |
2.7% |
6,592.25 |
| Close |
6,837.25 |
6,914.75 |
77.50 |
1.1% |
6,791.25 |
| Range |
187.50 |
103.75 |
-83.75 |
-44.7% |
218.25 |
| ATR |
153.93 |
150.49 |
-3.44 |
-2.2% |
0.00 |
| Volume |
526,133 |
557,023 |
30,890 |
5.9% |
2,062,141 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,210.25 |
7,166.25 |
6,971.75 |
|
| R3 |
7,106.50 |
7,062.50 |
6,943.25 |
|
| R2 |
7,002.75 |
7,002.75 |
6,933.75 |
|
| R1 |
6,958.75 |
6,958.75 |
6,924.25 |
6,980.75 |
| PP |
6,899.00 |
6,899.00 |
6,899.00 |
6,910.00 |
| S1 |
6,855.00 |
6,855.00 |
6,905.25 |
6,877.00 |
| S2 |
6,795.25 |
6,795.25 |
6,895.75 |
|
| S3 |
6,691.50 |
6,751.25 |
6,886.25 |
|
| S4 |
6,587.75 |
6,647.50 |
6,857.75 |
|
|
| 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 |
6,943.00 |
6,616.75 |
326.25 |
4.7% |
134.50 |
1.9% |
91% |
True |
False |
492,329 |
| 10 |
6,943.00 |
6,592.25 |
350.75 |
5.1% |
131.75 |
1.9% |
92% |
True |
False |
504,960 |
| 20 |
6,943.00 |
6,136.50 |
806.50 |
11.7% |
131.25 |
1.9% |
96% |
True |
False |
508,766 |
| 40 |
7,086.50 |
5,820.50 |
1,266.00 |
18.3% |
174.25 |
2.5% |
86% |
False |
False |
454,588 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
20.8% |
170.50 |
2.5% |
76% |
False |
False |
303,754 |
| 80 |
7,492.75 |
5,820.50 |
1,672.25 |
24.2% |
183.50 |
2.7% |
65% |
False |
False |
228,306 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
28.1% |
166.00 |
2.4% |
56% |
False |
False |
182,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,384.00 |
|
2.618 |
7,214.50 |
|
1.618 |
7,110.75 |
|
1.000 |
7,046.75 |
|
0.618 |
7,007.00 |
|
HIGH |
6,943.00 |
|
0.618 |
6,903.25 |
|
0.500 |
6,891.00 |
|
0.382 |
6,879.00 |
|
LOW |
6,839.25 |
|
0.618 |
6,775.25 |
|
1.000 |
6,735.50 |
|
1.618 |
6,671.50 |
|
2.618 |
6,567.75 |
|
4.250 |
6,398.25 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,907.00 |
6,869.75 |
| PP |
6,899.00 |
6,824.75 |
| S1 |
6,891.00 |
6,780.00 |
|