| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,669.25 |
2,630.75 |
-38.50 |
-1.4% |
2,588.50 |
| High |
2,673.50 |
2,653.75 |
-19.75 |
-0.7% |
2,677.75 |
| Low |
2,616.50 |
2,612.50 |
-4.00 |
-0.2% |
2,567.25 |
| Close |
2,632.00 |
2,638.25 |
6.25 |
0.2% |
2,671.50 |
| Range |
57.00 |
41.25 |
-15.75 |
-27.6% |
110.50 |
| ATR |
52.82 |
52.00 |
-0.83 |
-1.6% |
0.00 |
| Volume |
1,880,446 |
1,576,181 |
-304,265 |
-16.2% |
7,324,948 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.50 |
2,739.75 |
2,661.00 |
|
| R3 |
2,717.25 |
2,698.50 |
2,649.50 |
|
| R2 |
2,676.00 |
2,676.00 |
2,645.75 |
|
| R1 |
2,657.25 |
2,657.25 |
2,642.00 |
2,666.50 |
| PP |
2,634.75 |
2,634.75 |
2,634.75 |
2,639.50 |
| S1 |
2,616.00 |
2,616.00 |
2,634.50 |
2,625.50 |
| S2 |
2,593.50 |
2,593.50 |
2,630.75 |
|
| S3 |
2,552.25 |
2,574.75 |
2,627.00 |
|
| S4 |
2,511.00 |
2,533.50 |
2,615.50 |
|
|
| 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 |
2,596.50 |
81.25 |
3.1% |
43.25 |
1.6% |
51% |
False |
False |
1,609,935 |
| 10 |
2,677.75 |
2,560.50 |
117.25 |
4.4% |
36.25 |
1.4% |
66% |
False |
False |
1,512,566 |
| 20 |
2,677.75 |
2,313.00 |
364.75 |
13.8% |
55.00 |
2.1% |
89% |
False |
False |
1,700,918 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.2% |
58.00 |
2.2% |
64% |
False |
False |
1,314,077 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.4% |
56.50 |
2.1% |
64% |
False |
False |
880,677 |
| 80 |
2,953.25 |
2,313.00 |
640.25 |
24.3% |
54.50 |
2.1% |
51% |
False |
False |
663,296 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.4% |
47.50 |
1.8% |
51% |
False |
False |
531,262 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.4% |
42.75 |
1.6% |
51% |
False |
False |
442,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,829.00 |
|
2.618 |
2,761.75 |
|
1.618 |
2,720.50 |
|
1.000 |
2,695.00 |
|
0.618 |
2,679.25 |
|
HIGH |
2,653.75 |
|
0.618 |
2,638.00 |
|
0.500 |
2,633.00 |
|
0.382 |
2,628.25 |
|
LOW |
2,612.50 |
|
0.618 |
2,587.00 |
|
1.000 |
2,571.25 |
|
1.618 |
2,545.75 |
|
2.618 |
2,504.50 |
|
4.250 |
2,437.25 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,636.50 |
2,645.00 |
| PP |
2,634.75 |
2,642.75 |
| S1 |
2,633.00 |
2,640.50 |
|