| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,660.00 |
2,640.25 |
-19.75 |
-0.7% |
2,669.25 |
| High |
2,663.50 |
2,650.00 |
-13.50 |
-0.5% |
2,673.50 |
| Low |
2,622.25 |
2,628.50 |
6.25 |
0.2% |
2,612.50 |
| Close |
2,642.00 |
2,640.25 |
-1.75 |
-0.1% |
2,663.50 |
| Range |
41.25 |
21.50 |
-19.75 |
-47.9% |
61.00 |
| ATR |
48.46 |
46.53 |
-1.93 |
-4.0% |
0.00 |
| Volume |
1,408,636 |
1,261,703 |
-146,933 |
-10.4% |
6,112,082 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.00 |
2,693.75 |
2,652.00 |
|
| R3 |
2,682.50 |
2,672.25 |
2,646.25 |
|
| R2 |
2,661.00 |
2,661.00 |
2,644.25 |
|
| R1 |
2,650.75 |
2,650.75 |
2,642.25 |
2,651.00 |
| PP |
2,639.50 |
2,639.50 |
2,639.50 |
2,639.75 |
| S1 |
2,629.25 |
2,629.25 |
2,638.25 |
2,629.50 |
| S2 |
2,618.00 |
2,618.00 |
2,636.25 |
|
| S3 |
2,596.50 |
2,607.75 |
2,634.25 |
|
| S4 |
2,575.00 |
2,586.25 |
2,628.50 |
|
|
| 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 |
2,672.50 |
2,612.50 |
60.00 |
2.3% |
32.75 |
1.2% |
46% |
False |
False |
1,380,395 |
| 10 |
2,677.75 |
2,580.00 |
97.75 |
3.7% |
37.25 |
1.4% |
62% |
False |
False |
1,490,796 |
| 20 |
2,677.75 |
2,438.50 |
239.25 |
9.1% |
40.75 |
1.5% |
84% |
False |
False |
1,587,047 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.2% |
56.75 |
2.2% |
65% |
False |
False |
1,445,297 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.4% |
53.75 |
2.0% |
64% |
False |
False |
968,161 |
| 80 |
2,934.00 |
2,313.00 |
621.00 |
23.5% |
55.00 |
2.1% |
53% |
False |
False |
729,470 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.3% |
48.00 |
1.8% |
51% |
False |
False |
584,493 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.3% |
43.00 |
1.6% |
51% |
False |
False |
487,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.50 |
|
2.618 |
2,706.25 |
|
1.618 |
2,684.75 |
|
1.000 |
2,671.50 |
|
0.618 |
2,663.25 |
|
HIGH |
2,650.00 |
|
0.618 |
2,641.75 |
|
0.500 |
2,639.25 |
|
0.382 |
2,636.75 |
|
LOW |
2,628.50 |
|
0.618 |
2,615.25 |
|
1.000 |
2,607.00 |
|
1.618 |
2,593.75 |
|
2.618 |
2,572.25 |
|
4.250 |
2,537.00 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,640.00 |
2,647.50 |
| PP |
2,639.50 |
2,645.00 |
| S1 |
2,639.25 |
2,642.50 |
|