| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,940.0 |
10,855.0 |
-85.0 |
-0.8% |
10,847.5 |
| High |
10,958.5 |
10,882.0 |
-76.5 |
-0.7% |
10,967.0 |
| Low |
10,822.0 |
10,779.0 |
-43.0 |
-0.4% |
10,673.0 |
| Close |
10,880.0 |
10,841.5 |
-38.5 |
-0.4% |
10,880.0 |
| Range |
136.5 |
103.0 |
-33.5 |
-24.5% |
294.0 |
| ATR |
218.5 |
210.3 |
-8.3 |
-3.8% |
0.0 |
| Volume |
83,110 |
110,781 |
27,671 |
33.3% |
458,106 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,143.2 |
11,095.3 |
10,898.2 |
|
| R3 |
11,040.2 |
10,992.3 |
10,869.8 |
|
| R2 |
10,937.2 |
10,937.2 |
10,860.4 |
|
| R1 |
10,889.3 |
10,889.3 |
10,850.9 |
10,861.8 |
| PP |
10,834.2 |
10,834.2 |
10,834.2 |
10,820.4 |
| S1 |
10,786.3 |
10,786.3 |
10,832.1 |
10,758.8 |
| S2 |
10,731.2 |
10,731.2 |
10,822.6 |
|
| S3 |
10,628.2 |
10,683.3 |
10,813.2 |
|
| S4 |
10,525.2 |
10,580.3 |
10,784.9 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,722.0 |
11,595.0 |
11,041.7 |
|
| R3 |
11,428.0 |
11,301.0 |
10,960.9 |
|
| R2 |
11,134.0 |
11,134.0 |
10,933.9 |
|
| R1 |
11,007.0 |
11,007.0 |
10,907.0 |
11,070.5 |
| PP |
10,840.0 |
10,840.0 |
10,840.0 |
10,871.8 |
| S1 |
10,713.0 |
10,713.0 |
10,853.1 |
10,776.5 |
| S2 |
10,546.0 |
10,546.0 |
10,826.1 |
|
| S3 |
10,252.0 |
10,419.0 |
10,799.2 |
|
| S4 |
9,958.0 |
10,125.0 |
10,718.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,967.0 |
10,734.0 |
233.0 |
2.1% |
144.4 |
1.3% |
46% |
False |
False |
93,141 |
| 10 |
10,967.0 |
10,378.5 |
588.5 |
5.4% |
207.1 |
1.9% |
79% |
False |
False |
99,372 |
| 20 |
10,975.5 |
10,268.5 |
707.0 |
6.5% |
206.1 |
1.9% |
81% |
False |
False |
79,406 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.9% |
189.3 |
1.7% |
44% |
False |
False |
39,972 |
| 60 |
11,814.5 |
10,268.5 |
1,546.0 |
14.3% |
182.8 |
1.7% |
37% |
False |
False |
26,717 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
20.0% |
172.8 |
1.6% |
26% |
False |
False |
20,090 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
21.0% |
152.9 |
1.4% |
25% |
False |
False |
16,098 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
23.7% |
133.7 |
1.2% |
22% |
False |
False |
13,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,319.8 |
|
2.618 |
11,151.7 |
|
1.618 |
11,048.7 |
|
1.000 |
10,985.0 |
|
0.618 |
10,945.7 |
|
HIGH |
10,882.0 |
|
0.618 |
10,842.7 |
|
0.500 |
10,830.5 |
|
0.382 |
10,818.3 |
|
LOW |
10,779.0 |
|
0.618 |
10,715.3 |
|
1.000 |
10,676.0 |
|
1.618 |
10,612.3 |
|
2.618 |
10,509.3 |
|
4.250 |
10,341.3 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,837.8 |
10,872.8 |
| PP |
10,834.2 |
10,862.3 |
| S1 |
10,830.5 |
10,851.9 |
|