| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,636.25 |
2,660.00 |
23.75 |
0.9% |
2,669.25 |
| High |
2,672.50 |
2,663.50 |
-9.00 |
-0.3% |
2,673.50 |
| Low |
2,634.50 |
2,622.25 |
-12.25 |
-0.5% |
2,612.50 |
| Close |
2,663.50 |
2,642.00 |
-21.50 |
-0.8% |
2,663.50 |
| Range |
38.00 |
41.25 |
3.25 |
8.6% |
61.00 |
| ATR |
49.01 |
48.46 |
-0.55 |
-1.1% |
0.00 |
| Volume |
1,388,741 |
1,408,636 |
19,895 |
1.4% |
6,112,082 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.25 |
2,745.50 |
2,664.75 |
|
| R3 |
2,725.00 |
2,704.25 |
2,653.25 |
|
| R2 |
2,683.75 |
2,683.75 |
2,649.50 |
|
| R1 |
2,663.00 |
2,663.00 |
2,645.75 |
2,652.75 |
| PP |
2,642.50 |
2,642.50 |
2,642.50 |
2,637.50 |
| S1 |
2,621.75 |
2,621.75 |
2,638.25 |
2,611.50 |
| S2 |
2,601.25 |
2,601.25 |
2,634.50 |
|
| S3 |
2,560.00 |
2,580.50 |
2,630.75 |
|
| S4 |
2,518.75 |
2,539.25 |
2,619.25 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.75 |
2,809.25 |
2,697.00 |
|
| R3 |
2,771.75 |
2,748.25 |
2,680.25 |
|
| R2 |
2,710.75 |
2,710.75 |
2,674.75 |
|
| R1 |
2,687.25 |
2,687.25 |
2,669.00 |
2,668.50 |
| PP |
2,649.75 |
2,649.75 |
2,649.75 |
2,640.50 |
| S1 |
2,626.25 |
2,626.25 |
2,658.00 |
2,607.50 |
| S2 |
2,588.75 |
2,588.75 |
2,652.25 |
|
| S3 |
2,527.75 |
2,565.25 |
2,646.75 |
|
| S4 |
2,466.75 |
2,504.25 |
2,630.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,673.50 |
2,612.50 |
61.00 |
2.3% |
39.75 |
1.5% |
48% |
False |
False |
1,504,143 |
| 10 |
2,677.75 |
2,567.25 |
110.50 |
4.2% |
37.50 |
1.4% |
68% |
False |
False |
1,484,566 |
| 20 |
2,677.75 |
2,438.50 |
239.25 |
9.1% |
42.00 |
1.6% |
85% |
False |
False |
1,624,531 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.2% |
57.00 |
2.2% |
65% |
False |
False |
1,414,099 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.4% |
54.50 |
2.1% |
64% |
False |
False |
947,433 |
| 80 |
2,953.25 |
2,313.00 |
640.25 |
24.2% |
55.00 |
2.1% |
51% |
False |
False |
713,815 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.3% |
48.00 |
1.8% |
51% |
False |
False |
571,889 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.3% |
43.00 |
1.6% |
51% |
False |
False |
476,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.75 |
|
2.618 |
2,771.50 |
|
1.618 |
2,730.25 |
|
1.000 |
2,704.75 |
|
0.618 |
2,689.00 |
|
HIGH |
2,663.50 |
|
0.618 |
2,647.75 |
|
0.500 |
2,643.00 |
|
0.382 |
2,638.00 |
|
LOW |
2,622.25 |
|
0.618 |
2,596.75 |
|
1.000 |
2,581.00 |
|
1.618 |
2,555.50 |
|
2.618 |
2,514.25 |
|
4.250 |
2,447.00 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,643.00 |
2,647.50 |
| PP |
2,642.50 |
2,645.50 |
| S1 |
2,642.25 |
2,643.75 |
|