| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,588.50 |
2,581.50 |
-7.00 |
-0.3% |
2,537.25 |
| High |
2,592.00 |
2,613.75 |
21.75 |
0.8% |
2,599.50 |
| Low |
2,567.25 |
2,580.00 |
12.75 |
0.5% |
2,523.25 |
| Close |
2,580.50 |
2,605.50 |
25.00 |
1.0% |
2,595.00 |
| Range |
24.75 |
33.75 |
9.00 |
36.4% |
76.25 |
| ATR |
57.36 |
55.67 |
-1.69 |
-2.9% |
0.00 |
| Volume |
1,199,404 |
1,532,494 |
333,090 |
27.8% |
7,641,109 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.00 |
2,687.00 |
2,624.00 |
|
| R3 |
2,667.25 |
2,653.25 |
2,614.75 |
|
| R2 |
2,633.50 |
2,633.50 |
2,611.75 |
|
| R1 |
2,619.50 |
2,619.50 |
2,608.50 |
2,626.50 |
| PP |
2,599.75 |
2,599.75 |
2,599.75 |
2,603.25 |
| S1 |
2,585.75 |
2,585.75 |
2,602.50 |
2,592.75 |
| S2 |
2,566.00 |
2,566.00 |
2,599.25 |
|
| S3 |
2,532.25 |
2,552.00 |
2,596.25 |
|
| S4 |
2,498.50 |
2,518.25 |
2,587.00 |
|
|
| 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 |
2,613.75 |
2,560.50 |
53.25 |
2.0% |
29.25 |
1.1% |
85% |
True |
False |
1,415,196 |
| 10 |
2,613.75 |
2,438.50 |
175.25 |
6.7% |
44.50 |
1.7% |
95% |
True |
False |
1,695,088 |
| 20 |
2,616.75 |
2,313.00 |
303.75 |
11.7% |
64.75 |
2.5% |
96% |
False |
False |
2,059,849 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.4% |
58.75 |
2.3% |
58% |
False |
False |
1,114,322 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.6% |
57.75 |
2.2% |
57% |
False |
False |
747,497 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
24.7% |
53.00 |
2.0% |
46% |
False |
False |
563,049 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.7% |
46.25 |
1.8% |
46% |
False |
False |
450,823 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.7% |
41.75 |
1.6% |
46% |
False |
False |
375,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.25 |
|
2.618 |
2,702.00 |
|
1.618 |
2,668.25 |
|
1.000 |
2,647.50 |
|
0.618 |
2,634.50 |
|
HIGH |
2,613.75 |
|
0.618 |
2,600.75 |
|
0.500 |
2,597.00 |
|
0.382 |
2,593.00 |
|
LOW |
2,580.00 |
|
0.618 |
2,559.25 |
|
1.000 |
2,546.25 |
|
1.618 |
2,525.50 |
|
2.618 |
2,491.75 |
|
4.250 |
2,436.50 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,602.50 |
2,600.50 |
| PP |
2,599.75 |
2,595.50 |
| S1 |
2,597.00 |
2,590.50 |
|