| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,630.75 |
2,635.00 |
4.25 |
0.2% |
2,588.50 |
| High |
2,653.75 |
2,647.50 |
-6.25 |
-0.2% |
2,677.75 |
| Low |
2,612.50 |
2,626.00 |
13.50 |
0.5% |
2,567.25 |
| Close |
2,638.25 |
2,634.00 |
-4.25 |
-0.2% |
2,671.50 |
| Range |
41.25 |
21.50 |
-19.75 |
-47.9% |
110.50 |
| ATR |
52.00 |
49.82 |
-2.18 |
-4.2% |
0.00 |
| Volume |
1,576,181 |
1,266,714 |
-309,467 |
-19.6% |
7,324,948 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.25 |
2,688.75 |
2,645.75 |
|
| R3 |
2,678.75 |
2,667.25 |
2,640.00 |
|
| R2 |
2,657.25 |
2,657.25 |
2,638.00 |
|
| R1 |
2,645.75 |
2,645.75 |
2,636.00 |
2,640.75 |
| PP |
2,635.75 |
2,635.75 |
2,635.75 |
2,633.50 |
| S1 |
2,624.25 |
2,624.25 |
2,632.00 |
2,619.25 |
| S2 |
2,614.25 |
2,614.25 |
2,630.00 |
|
| S3 |
2,592.75 |
2,602.75 |
2,628.00 |
|
| S4 |
2,571.25 |
2,581.25 |
2,622.25 |
|
|
| 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% |
42.75 |
1.6% |
46% |
False |
False |
1,597,212 |
| 10 |
2,677.75 |
2,560.50 |
117.25 |
4.5% |
35.50 |
1.4% |
63% |
False |
False |
1,479,543 |
| 20 |
2,677.75 |
2,313.00 |
364.75 |
13.8% |
51.50 |
2.0% |
88% |
False |
False |
1,699,616 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.2% |
57.50 |
2.2% |
63% |
False |
False |
1,345,447 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.4% |
55.75 |
2.1% |
63% |
False |
False |
901,404 |
| 80 |
2,953.25 |
2,313.00 |
640.25 |
24.3% |
54.50 |
2.1% |
50% |
False |
False |
679,089 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.4% |
47.50 |
1.8% |
50% |
False |
False |
543,917 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.4% |
42.50 |
1.6% |
50% |
False |
False |
453,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,739.00 |
|
2.618 |
2,703.75 |
|
1.618 |
2,682.25 |
|
1.000 |
2,669.00 |
|
0.618 |
2,660.75 |
|
HIGH |
2,647.50 |
|
0.618 |
2,639.25 |
|
0.500 |
2,636.75 |
|
0.382 |
2,634.25 |
|
LOW |
2,626.00 |
|
0.618 |
2,612.75 |
|
1.000 |
2,604.50 |
|
1.618 |
2,591.25 |
|
2.618 |
2,569.75 |
|
4.250 |
2,534.50 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,636.75 |
2,643.00 |
| PP |
2,635.75 |
2,640.00 |
| S1 |
2,635.00 |
2,637.00 |
|