| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,614.50 |
2,636.75 |
22.25 |
0.9% |
2,588.50 |
| High |
2,645.50 |
2,677.75 |
32.25 |
1.2% |
2,677.75 |
| Low |
2,596.50 |
2,632.75 |
36.25 |
1.4% |
2,567.25 |
| Close |
2,635.25 |
2,671.50 |
36.25 |
1.4% |
2,671.50 |
| Range |
49.00 |
45.00 |
-4.00 |
-8.2% |
110.50 |
| ATR |
53.08 |
52.50 |
-0.58 |
-1.1% |
0.00 |
| Volume |
1,508,869 |
1,753,852 |
244,983 |
16.2% |
7,324,948 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.75 |
2,778.50 |
2,696.25 |
|
| R3 |
2,750.75 |
2,733.50 |
2,684.00 |
|
| R2 |
2,705.75 |
2,705.75 |
2,679.75 |
|
| R1 |
2,688.50 |
2,688.50 |
2,675.50 |
2,697.00 |
| PP |
2,660.75 |
2,660.75 |
2,660.75 |
2,665.00 |
| S1 |
2,643.50 |
2,643.50 |
2,667.50 |
2,652.00 |
| S2 |
2,615.75 |
2,615.75 |
2,663.25 |
|
| S3 |
2,570.75 |
2,598.50 |
2,659.00 |
|
| S4 |
2,525.75 |
2,553.50 |
2,646.75 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.25 |
2,931.50 |
2,732.25 |
|
| R3 |
2,859.75 |
2,821.00 |
2,702.00 |
|
| R2 |
2,749.25 |
2,749.25 |
2,691.75 |
|
| R1 |
2,710.50 |
2,710.50 |
2,681.75 |
2,730.00 |
| PP |
2,638.75 |
2,638.75 |
2,638.75 |
2,648.50 |
| S1 |
2,600.00 |
2,600.00 |
2,661.25 |
2,619.50 |
| S2 |
2,528.25 |
2,528.25 |
2,651.25 |
|
| S3 |
2,417.75 |
2,489.50 |
2,641.00 |
|
| S4 |
2,307.25 |
2,379.00 |
2,610.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,677.75 |
2,567.25 |
110.50 |
4.1% |
35.25 |
1.3% |
94% |
True |
False |
1,464,989 |
| 10 |
2,677.75 |
2,523.25 |
154.50 |
5.8% |
34.25 |
1.3% |
96% |
True |
False |
1,496,605 |
| 20 |
2,677.75 |
2,313.00 |
364.75 |
13.7% |
59.00 |
2.2% |
98% |
True |
False |
1,863,248 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
18.9% |
57.50 |
2.1% |
71% |
False |
False |
1,228,044 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.1% |
57.50 |
2.2% |
70% |
False |
False |
823,561 |
| 80 |
2,953.25 |
2,313.00 |
640.25 |
24.0% |
54.00 |
2.0% |
56% |
False |
False |
620,294 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.1% |
46.75 |
1.8% |
56% |
False |
False |
496,750 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.1% |
42.25 |
1.6% |
56% |
False |
False |
413,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.00 |
|
2.618 |
2,795.50 |
|
1.618 |
2,750.50 |
|
1.000 |
2,722.75 |
|
0.618 |
2,705.50 |
|
HIGH |
2,677.75 |
|
0.618 |
2,660.50 |
|
0.500 |
2,655.25 |
|
0.382 |
2,650.00 |
|
LOW |
2,632.75 |
|
0.618 |
2,605.00 |
|
1.000 |
2,587.75 |
|
1.618 |
2,560.00 |
|
2.618 |
2,515.00 |
|
4.250 |
2,441.50 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,666.00 |
2,660.00 |
| PP |
2,660.75 |
2,648.50 |
| S1 |
2,655.25 |
2,637.00 |
|