| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,581.50 |
2,605.75 |
24.25 |
0.9% |
2,537.25 |
| High |
2,613.75 |
2,626.25 |
12.50 |
0.5% |
2,599.50 |
| Low |
2,580.00 |
2,602.50 |
22.50 |
0.9% |
2,523.25 |
| Close |
2,605.50 |
2,613.25 |
7.75 |
0.3% |
2,595.00 |
| Range |
33.75 |
23.75 |
-10.00 |
-29.6% |
76.25 |
| ATR |
55.67 |
53.39 |
-2.28 |
-4.1% |
0.00 |
| Volume |
1,532,494 |
1,330,329 |
-202,165 |
-13.2% |
7,641,109 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,685.25 |
2,673.00 |
2,626.25 |
|
| R3 |
2,661.50 |
2,649.25 |
2,619.75 |
|
| R2 |
2,637.75 |
2,637.75 |
2,617.50 |
|
| R1 |
2,625.50 |
2,625.50 |
2,615.50 |
2,631.50 |
| PP |
2,614.00 |
2,614.00 |
2,614.00 |
2,617.00 |
| S1 |
2,601.75 |
2,601.75 |
2,611.00 |
2,608.00 |
| S2 |
2,590.25 |
2,590.25 |
2,609.00 |
|
| S3 |
2,566.50 |
2,578.00 |
2,606.75 |
|
| S4 |
2,542.75 |
2,554.25 |
2,600.25 |
|
|
| 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 |
2,626.25 |
2,560.50 |
65.75 |
2.5% |
28.50 |
1.1% |
80% |
True |
False |
1,361,874 |
| 10 |
2,626.25 |
2,438.50 |
187.75 |
7.2% |
40.00 |
1.5% |
93% |
True |
False |
1,631,151 |
| 20 |
2,626.25 |
2,313.00 |
313.25 |
12.0% |
61.75 |
2.4% |
96% |
True |
False |
1,978,424 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.4% |
58.25 |
2.2% |
59% |
False |
False |
1,147,039 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.6% |
57.50 |
2.2% |
59% |
False |
False |
769,577 |
| 80 |
2,953.25 |
2,313.00 |
640.25 |
24.5% |
53.00 |
2.0% |
47% |
False |
False |
579,651 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.6% |
46.25 |
1.8% |
47% |
False |
False |
464,125 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.6% |
42.00 |
1.6% |
47% |
False |
False |
386,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,727.25 |
|
2.618 |
2,688.50 |
|
1.618 |
2,664.75 |
|
1.000 |
2,650.00 |
|
0.618 |
2,641.00 |
|
HIGH |
2,626.25 |
|
0.618 |
2,617.25 |
|
0.500 |
2,614.50 |
|
0.382 |
2,611.50 |
|
LOW |
2,602.50 |
|
0.618 |
2,587.75 |
|
1.000 |
2,578.75 |
|
1.618 |
2,564.00 |
|
2.618 |
2,540.25 |
|
4.250 |
2,501.50 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,614.50 |
2,607.75 |
| PP |
2,614.00 |
2,602.25 |
| S1 |
2,613.50 |
2,596.75 |
|