| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
20,385 |
20,290 |
-95 |
-0.5% |
20,190 |
| High |
20,405 |
20,290 |
-115 |
-0.6% |
20,510 |
| Low |
20,205 |
20,000 |
-205 |
-1.0% |
20,000 |
| Close |
20,305 |
20,130 |
-175 |
-0.9% |
20,305 |
| Range |
200 |
290 |
90 |
45.0% |
510 |
| ATR |
492 |
478 |
-13 |
-2.7% |
0 |
| Volume |
10,287 |
3,804 |
-6,483 |
-63.0% |
51,572 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,010 |
20,860 |
20,290 |
|
| R3 |
20,720 |
20,570 |
20,210 |
|
| R2 |
20,430 |
20,430 |
20,183 |
|
| R1 |
20,280 |
20,280 |
20,157 |
20,210 |
| PP |
20,140 |
20,140 |
20,140 |
20,105 |
| S1 |
19,990 |
19,990 |
20,104 |
19,920 |
| S2 |
19,850 |
19,850 |
20,077 |
|
| S3 |
19,560 |
19,700 |
20,050 |
|
| S4 |
19,270 |
19,410 |
19,971 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,802 |
21,563 |
20,586 |
|
| R3 |
21,292 |
21,053 |
20,445 |
|
| R2 |
20,782 |
20,782 |
20,399 |
|
| R1 |
20,543 |
20,543 |
20,352 |
20,663 |
| PP |
20,272 |
20,272 |
20,272 |
20,331 |
| S1 |
20,033 |
20,033 |
20,258 |
20,153 |
| S2 |
19,762 |
19,762 |
20,212 |
|
| S3 |
19,252 |
19,523 |
20,165 |
|
| S4 |
18,742 |
19,013 |
20,025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,510 |
20,000 |
510 |
2.5% |
293 |
1.5% |
25% |
False |
True |
8,904 |
| 10 |
20,510 |
19,250 |
1,260 |
6.3% |
420 |
2.1% |
70% |
False |
False |
9,941 |
| 20 |
21,730 |
18,960 |
2,770 |
13.8% |
526 |
2.6% |
42% |
False |
False |
12,673 |
| 40 |
22,720 |
18,960 |
3,760 |
18.7% |
477 |
2.4% |
31% |
False |
False |
7,921 |
| 60 |
22,925 |
18,960 |
3,965 |
19.7% |
471 |
2.3% |
30% |
False |
False |
5,283 |
| 80 |
24,480 |
18,960 |
5,520 |
27.4% |
430 |
2.1% |
21% |
False |
False |
3,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,523 |
|
2.618 |
21,049 |
|
1.618 |
20,759 |
|
1.000 |
20,580 |
|
0.618 |
20,469 |
|
HIGH |
20,290 |
|
0.618 |
20,179 |
|
0.500 |
20,145 |
|
0.382 |
20,111 |
|
LOW |
20,000 |
|
0.618 |
19,821 |
|
1.000 |
19,710 |
|
1.618 |
19,531 |
|
2.618 |
19,241 |
|
4.250 |
18,768 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
20,145 |
20,203 |
| PP |
20,140 |
20,178 |
| S1 |
20,135 |
20,154 |
|