| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,640.25 |
2,648.50 |
8.25 |
0.3% |
2,669.25 |
| High |
2,650.00 |
2,689.75 |
39.75 |
1.5% |
2,673.50 |
| Low |
2,628.50 |
2,636.25 |
7.75 |
0.3% |
2,612.50 |
| Close |
2,640.25 |
2,682.50 |
42.25 |
1.6% |
2,663.50 |
| Range |
21.50 |
53.50 |
32.00 |
148.8% |
61.00 |
| ATR |
46.53 |
47.03 |
0.50 |
1.1% |
0.00 |
| Volume |
1,261,703 |
1,564,987 |
303,284 |
24.0% |
6,112,082 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.00 |
2,809.75 |
2,712.00 |
|
| R3 |
2,776.50 |
2,756.25 |
2,697.25 |
|
| R2 |
2,723.00 |
2,723.00 |
2,692.25 |
|
| R1 |
2,702.75 |
2,702.75 |
2,687.50 |
2,713.00 |
| PP |
2,669.50 |
2,669.50 |
2,669.50 |
2,674.50 |
| S1 |
2,649.25 |
2,649.25 |
2,677.50 |
2,659.50 |
| S2 |
2,616.00 |
2,616.00 |
2,672.75 |
|
| S3 |
2,562.50 |
2,595.75 |
2,667.75 |
|
| S4 |
2,509.00 |
2,542.25 |
2,653.00 |
|
|
| 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 |
2,689.75 |
2,622.25 |
67.50 |
2.5% |
35.25 |
1.3% |
89% |
True |
False |
1,378,156 |
| 10 |
2,689.75 |
2,596.50 |
93.25 |
3.5% |
39.25 |
1.5% |
92% |
True |
False |
1,494,045 |
| 20 |
2,689.75 |
2,438.50 |
251.25 |
9.4% |
41.75 |
1.6% |
97% |
True |
False |
1,594,566 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
18.9% |
57.25 |
2.1% |
73% |
False |
False |
1,483,921 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.1% |
54.25 |
2.0% |
72% |
False |
False |
993,987 |
| 80 |
2,924.00 |
2,313.00 |
611.00 |
22.8% |
55.25 |
2.1% |
60% |
False |
False |
748,927 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.0% |
48.25 |
1.8% |
58% |
False |
False |
600,120 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.0% |
43.50 |
1.6% |
58% |
False |
False |
500,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,917.00 |
|
2.618 |
2,829.75 |
|
1.618 |
2,776.25 |
|
1.000 |
2,743.25 |
|
0.618 |
2,722.75 |
|
HIGH |
2,689.75 |
|
0.618 |
2,669.25 |
|
0.500 |
2,663.00 |
|
0.382 |
2,656.75 |
|
LOW |
2,636.25 |
|
0.618 |
2,603.25 |
|
1.000 |
2,582.75 |
|
1.618 |
2,549.75 |
|
2.618 |
2,496.25 |
|
4.250 |
2,409.00 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,676.00 |
2,673.75 |
| PP |
2,669.50 |
2,664.75 |
| S1 |
2,663.00 |
2,656.00 |
|