| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,636.75 |
2,669.25 |
32.50 |
1.2% |
2,588.50 |
| High |
2,677.75 |
2,673.50 |
-4.25 |
-0.2% |
2,677.75 |
| Low |
2,632.75 |
2,616.50 |
-16.25 |
-0.6% |
2,567.25 |
| Close |
2,671.50 |
2,632.00 |
-39.50 |
-1.5% |
2,671.50 |
| Range |
45.00 |
57.00 |
12.00 |
26.7% |
110.50 |
| ATR |
52.50 |
52.82 |
0.32 |
0.6% |
0.00 |
| Volume |
1,753,852 |
1,880,446 |
126,594 |
7.2% |
7,324,948 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.75 |
2,778.75 |
2,663.25 |
|
| R3 |
2,754.75 |
2,721.75 |
2,647.75 |
|
| R2 |
2,697.75 |
2,697.75 |
2,642.50 |
|
| R1 |
2,664.75 |
2,664.75 |
2,637.25 |
2,652.75 |
| PP |
2,640.75 |
2,640.75 |
2,640.75 |
2,634.50 |
| S1 |
2,607.75 |
2,607.75 |
2,626.75 |
2,595.75 |
| S2 |
2,583.75 |
2,583.75 |
2,621.50 |
|
| S3 |
2,526.75 |
2,550.75 |
2,616.25 |
|
| S4 |
2,469.75 |
2,493.75 |
2,600.75 |
|
|
| 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 |
2,580.00 |
97.75 |
3.7% |
41.75 |
1.6% |
53% |
False |
False |
1,601,198 |
| 10 |
2,677.75 |
2,547.50 |
130.25 |
4.9% |
35.50 |
1.3% |
65% |
False |
False |
1,521,437 |
| 20 |
2,677.75 |
2,313.00 |
364.75 |
13.9% |
58.00 |
2.2% |
87% |
False |
False |
1,772,940 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.2% |
57.75 |
2.2% |
63% |
False |
False |
1,274,768 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.4% |
57.00 |
2.2% |
62% |
False |
False |
854,676 |
| 80 |
2,953.25 |
2,313.00 |
640.25 |
24.3% |
54.25 |
2.1% |
50% |
False |
False |
643,659 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.4% |
47.25 |
1.8% |
50% |
False |
False |
515,550 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.4% |
42.50 |
1.6% |
50% |
False |
False |
429,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.75 |
|
2.618 |
2,822.75 |
|
1.618 |
2,765.75 |
|
1.000 |
2,730.50 |
|
0.618 |
2,708.75 |
|
HIGH |
2,673.50 |
|
0.618 |
2,651.75 |
|
0.500 |
2,645.00 |
|
0.382 |
2,638.25 |
|
LOW |
2,616.50 |
|
0.618 |
2,581.25 |
|
1.000 |
2,559.50 |
|
1.618 |
2,524.25 |
|
2.618 |
2,467.25 |
|
4.250 |
2,374.25 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,645.00 |
2,637.00 |
| PP |
2,640.75 |
2,635.50 |
| S1 |
2,636.25 |
2,633.75 |
|