| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,870.5 |
10,888.0 |
17.5 |
0.2% |
10,847.5 |
| High |
10,990.5 |
10,941.0 |
-49.5 |
-0.5% |
10,967.0 |
| Low |
10,807.0 |
10,855.0 |
48.0 |
0.4% |
10,673.0 |
| Close |
10,885.0 |
10,917.5 |
32.5 |
0.3% |
10,880.0 |
| Range |
183.5 |
86.0 |
-97.5 |
-53.1% |
294.0 |
| ATR |
208.4 |
199.6 |
-8.7 |
-4.2% |
0.0 |
| Volume |
86,249 |
99,930 |
13,681 |
15.9% |
458,106 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,162.5 |
11,126.0 |
10,964.8 |
|
| R3 |
11,076.5 |
11,040.0 |
10,941.2 |
|
| R2 |
10,990.5 |
10,990.5 |
10,933.3 |
|
| R1 |
10,954.0 |
10,954.0 |
10,925.4 |
10,972.3 |
| PP |
10,904.5 |
10,904.5 |
10,904.5 |
10,913.6 |
| S1 |
10,868.0 |
10,868.0 |
10,909.6 |
10,886.3 |
| S2 |
10,818.5 |
10,818.5 |
10,901.7 |
|
| S3 |
10,732.5 |
10,782.0 |
10,893.9 |
|
| S4 |
10,646.5 |
10,696.0 |
10,870.2 |
|
|
| 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% |
139.5 |
1.3% |
66% |
False |
False |
92,589 |
| 10 |
10,990.5 |
10,391.0 |
599.5 |
5.5% |
180.8 |
1.7% |
88% |
False |
False |
97,080 |
| 20 |
10,990.5 |
10,268.5 |
722.0 |
6.6% |
202.4 |
1.9% |
90% |
False |
False |
88,116 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.8% |
186.3 |
1.7% |
50% |
False |
False |
44,620 |
| 60 |
11,760.5 |
10,268.5 |
1,492.0 |
13.7% |
182.0 |
1.7% |
43% |
False |
False |
29,790 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.9% |
174.2 |
1.6% |
30% |
False |
False |
22,414 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.8% |
155.1 |
1.4% |
29% |
False |
False |
17,960 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
23.6% |
136.0 |
1.2% |
25% |
False |
False |
14,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,306.5 |
|
2.618 |
11,166.1 |
|
1.618 |
11,080.1 |
|
1.000 |
11,027.0 |
|
0.618 |
10,994.1 |
|
HIGH |
10,941.0 |
|
0.618 |
10,908.1 |
|
0.500 |
10,898.0 |
|
0.382 |
10,887.9 |
|
LOW |
10,855.0 |
|
0.618 |
10,801.9 |
|
1.000 |
10,769.0 |
|
1.618 |
10,715.9 |
|
2.618 |
10,629.9 |
|
4.250 |
10,489.5 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,911.0 |
10,906.6 |
| PP |
10,904.5 |
10,895.7 |
| S1 |
10,898.0 |
10,884.8 |
|