| 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 |
2,594.00 |
2,588.50 |
-5.50 |
-0.2% |
2,537.25 |
| High |
2,597.75 |
2,592.00 |
-5.75 |
-0.2% |
2,599.50 |
| Low |
2,577.00 |
2,567.25 |
-9.75 |
-0.4% |
2,523.25 |
| Close |
2,595.00 |
2,580.50 |
-14.50 |
-0.6% |
2,595.00 |
| Range |
20.75 |
24.75 |
4.00 |
19.3% |
76.25 |
| ATR |
59.64 |
57.36 |
-2.28 |
-3.8% |
0.00 |
| Volume |
1,213,026 |
1,199,404 |
-13,622 |
-1.1% |
7,641,109 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,654.25 |
2,642.00 |
2,594.00 |
|
| R3 |
2,629.50 |
2,617.25 |
2,587.25 |
|
| R2 |
2,604.75 |
2,604.75 |
2,585.00 |
|
| R1 |
2,592.50 |
2,592.50 |
2,582.75 |
2,586.25 |
| PP |
2,580.00 |
2,580.00 |
2,580.00 |
2,576.75 |
| S1 |
2,567.75 |
2,567.75 |
2,578.25 |
2,561.50 |
| S2 |
2,555.25 |
2,555.25 |
2,576.00 |
|
| S3 |
2,530.50 |
2,543.00 |
2,573.75 |
|
| S4 |
2,505.75 |
2,518.25 |
2,567.00 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.25 |
2,774.50 |
2,637.00 |
|
| R3 |
2,725.00 |
2,698.25 |
2,616.00 |
|
| R2 |
2,648.75 |
2,648.75 |
2,609.00 |
|
| R1 |
2,622.00 |
2,622.00 |
2,602.00 |
2,635.50 |
| PP |
2,572.50 |
2,572.50 |
2,572.50 |
2,579.25 |
| S1 |
2,545.75 |
2,545.75 |
2,588.00 |
2,559.00 |
| S2 |
2,496.25 |
2,496.25 |
2,581.00 |
|
| S3 |
2,420.00 |
2,469.50 |
2,574.00 |
|
| S4 |
2,343.75 |
2,393.25 |
2,553.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,599.50 |
2,547.50 |
52.00 |
2.0% |
29.25 |
1.1% |
63% |
False |
False |
1,441,676 |
| 10 |
2,599.50 |
2,438.50 |
161.00 |
6.2% |
44.00 |
1.7% |
88% |
False |
False |
1,683,298 |
| 20 |
2,652.75 |
2,313.00 |
339.75 |
13.2% |
65.75 |
2.5% |
79% |
False |
False |
2,082,705 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.6% |
59.50 |
2.3% |
53% |
False |
False |
1,076,541 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.8% |
58.25 |
2.3% |
52% |
False |
False |
722,180 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
24.9% |
53.00 |
2.1% |
42% |
False |
False |
544,004 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.9% |
46.00 |
1.8% |
42% |
False |
False |
435,509 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.9% |
41.75 |
1.6% |
42% |
False |
False |
362,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.25 |
|
2.618 |
2,656.75 |
|
1.618 |
2,632.00 |
|
1.000 |
2,616.75 |
|
0.618 |
2,607.25 |
|
HIGH |
2,592.00 |
|
0.618 |
2,582.50 |
|
0.500 |
2,579.50 |
|
0.382 |
2,576.75 |
|
LOW |
2,567.25 |
|
0.618 |
2,552.00 |
|
1.000 |
2,542.50 |
|
1.618 |
2,527.25 |
|
2.618 |
2,502.50 |
|
4.250 |
2,462.00 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,580.25 |
2,580.25 |
| PP |
2,580.00 |
2,580.25 |
| S1 |
2,579.50 |
2,580.00 |
|