| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,855.0 |
10,870.5 |
15.5 |
0.1% |
10,847.5 |
| High |
10,882.0 |
10,990.5 |
108.5 |
1.0% |
10,967.0 |
| Low |
10,779.0 |
10,807.0 |
28.0 |
0.3% |
10,673.0 |
| Close |
10,841.5 |
10,885.0 |
43.5 |
0.4% |
10,880.0 |
| Range |
103.0 |
183.5 |
80.5 |
78.2% |
294.0 |
| ATR |
210.3 |
208.4 |
-1.9 |
-0.9% |
0.0 |
| Volume |
110,781 |
86,249 |
-24,532 |
-22.1% |
458,106 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,444.7 |
11,348.3 |
10,985.9 |
|
| R3 |
11,261.2 |
11,164.8 |
10,935.5 |
|
| R2 |
11,077.7 |
11,077.7 |
10,918.6 |
|
| R1 |
10,981.3 |
10,981.3 |
10,901.8 |
11,029.5 |
| PP |
10,894.2 |
10,894.2 |
10,894.2 |
10,918.3 |
| S1 |
10,797.8 |
10,797.8 |
10,868.2 |
10,846.0 |
| S2 |
10,710.7 |
10,710.7 |
10,851.4 |
|
| S3 |
10,527.2 |
10,614.3 |
10,834.5 |
|
| S4 |
10,343.7 |
10,430.8 |
10,784.1 |
|
|
| 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 |
10,990.5 |
10,778.5 |
212.0 |
1.9% |
147.1 |
1.4% |
50% |
True |
False |
90,732 |
| 10 |
10,990.5 |
10,378.5 |
612.0 |
5.6% |
205.1 |
1.9% |
83% |
True |
False |
97,833 |
| 20 |
10,990.5 |
10,268.5 |
722.0 |
6.6% |
205.7 |
1.9% |
85% |
True |
False |
83,645 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.8% |
190.0 |
1.7% |
48% |
False |
False |
42,126 |
| 60 |
11,814.5 |
10,268.5 |
1,546.0 |
14.2% |
183.0 |
1.7% |
40% |
False |
False |
28,128 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.9% |
174.4 |
1.6% |
28% |
False |
False |
21,166 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.9% |
154.6 |
1.4% |
27% |
False |
False |
16,961 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
23.6% |
135.2 |
1.2% |
24% |
False |
False |
14,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,770.4 |
|
2.618 |
11,470.9 |
|
1.618 |
11,287.4 |
|
1.000 |
11,174.0 |
|
0.618 |
11,103.9 |
|
HIGH |
10,990.5 |
|
0.618 |
10,920.4 |
|
0.500 |
10,898.8 |
|
0.382 |
10,877.1 |
|
LOW |
10,807.0 |
|
0.618 |
10,693.6 |
|
1.000 |
10,623.5 |
|
1.618 |
10,510.1 |
|
2.618 |
10,326.6 |
|
4.250 |
10,027.1 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,898.8 |
10,884.9 |
| PP |
10,894.2 |
10,884.8 |
| S1 |
10,889.6 |
10,884.8 |
|