| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,605.75 |
2,614.50 |
8.75 |
0.3% |
2,537.25 |
| High |
2,626.25 |
2,645.50 |
19.25 |
0.7% |
2,599.50 |
| Low |
2,602.50 |
2,596.50 |
-6.00 |
-0.2% |
2,523.25 |
| Close |
2,613.25 |
2,635.25 |
22.00 |
0.8% |
2,595.00 |
| Range |
23.75 |
49.00 |
25.25 |
106.3% |
76.25 |
| ATR |
53.39 |
53.08 |
-0.31 |
-0.6% |
0.00 |
| Volume |
1,330,329 |
1,508,869 |
178,540 |
13.4% |
7,641,109 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.75 |
2,753.00 |
2,662.25 |
|
| R3 |
2,723.75 |
2,704.00 |
2,648.75 |
|
| R2 |
2,674.75 |
2,674.75 |
2,644.25 |
|
| R1 |
2,655.00 |
2,655.00 |
2,639.75 |
2,665.00 |
| PP |
2,625.75 |
2,625.75 |
2,625.75 |
2,630.75 |
| S1 |
2,606.00 |
2,606.00 |
2,630.75 |
2,616.00 |
| S2 |
2,576.75 |
2,576.75 |
2,626.25 |
|
| S3 |
2,527.75 |
2,557.00 |
2,621.75 |
|
| S4 |
2,478.75 |
2,508.00 |
2,608.25 |
|
|
| 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 |
2,645.50 |
2,567.25 |
78.25 |
3.0% |
30.50 |
1.2% |
87% |
True |
False |
1,356,824 |
| 10 |
2,645.50 |
2,438.50 |
207.00 |
7.9% |
39.75 |
1.5% |
95% |
True |
False |
1,556,304 |
| 20 |
2,645.50 |
2,313.00 |
332.50 |
12.6% |
61.75 |
2.3% |
97% |
True |
False |
1,918,822 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.2% |
57.75 |
2.2% |
64% |
False |
False |
1,184,530 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.4% |
58.00 |
2.2% |
63% |
False |
False |
794,588 |
| 80 |
2,953.25 |
2,313.00 |
640.25 |
24.3% |
53.50 |
2.0% |
50% |
False |
False |
598,450 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.4% |
46.50 |
1.8% |
50% |
False |
False |
479,213 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.4% |
42.00 |
1.6% |
50% |
False |
False |
399,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,853.75 |
|
2.618 |
2,773.75 |
|
1.618 |
2,724.75 |
|
1.000 |
2,694.50 |
|
0.618 |
2,675.75 |
|
HIGH |
2,645.50 |
|
0.618 |
2,626.75 |
|
0.500 |
2,621.00 |
|
0.382 |
2,615.25 |
|
LOW |
2,596.50 |
|
0.618 |
2,566.25 |
|
1.000 |
2,547.50 |
|
1.618 |
2,517.25 |
|
2.618 |
2,468.25 |
|
4.250 |
2,388.25 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,630.50 |
2,627.75 |
| PP |
2,625.75 |
2,620.25 |
| S1 |
2,621.00 |
2,612.75 |
|