| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,888.0 |
10,913.5 |
25.5 |
0.2% |
10,847.5 |
| High |
10,941.0 |
10,977.5 |
36.5 |
0.3% |
10,967.0 |
| Low |
10,855.0 |
10,814.5 |
-40.5 |
-0.4% |
10,673.0 |
| Close |
10,917.5 |
10,904.5 |
-13.0 |
-0.1% |
10,880.0 |
| Range |
86.0 |
163.0 |
77.0 |
89.5% |
294.0 |
| ATR |
199.6 |
197.0 |
-2.6 |
-1.3% |
0.0 |
| Volume |
99,930 |
132,536 |
32,606 |
32.6% |
458,106 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,387.8 |
11,309.2 |
10,994.2 |
|
| R3 |
11,224.8 |
11,146.2 |
10,949.3 |
|
| R2 |
11,061.8 |
11,061.8 |
10,934.4 |
|
| R1 |
10,983.2 |
10,983.2 |
10,919.4 |
10,941.0 |
| PP |
10,898.8 |
10,898.8 |
10,898.8 |
10,877.8 |
| S1 |
10,820.2 |
10,820.2 |
10,889.6 |
10,778.0 |
| S2 |
10,735.8 |
10,735.8 |
10,874.6 |
|
| S3 |
10,572.8 |
10,657.2 |
10,859.7 |
|
| S4 |
10,409.8 |
10,494.2 |
10,814.9 |
|
|
| 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 |
10,990.5 |
10,779.0 |
211.5 |
1.9% |
134.4 |
1.2% |
59% |
False |
False |
102,521 |
| 10 |
10,990.5 |
10,393.0 |
597.5 |
5.5% |
180.7 |
1.7% |
86% |
False |
False |
98,451 |
| 20 |
10,990.5 |
10,268.5 |
722.0 |
6.6% |
205.6 |
1.9% |
88% |
False |
False |
94,025 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.8% |
184.5 |
1.7% |
49% |
False |
False |
47,928 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.7% |
180.1 |
1.7% |
46% |
False |
False |
31,998 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.9% |
175.6 |
1.6% |
29% |
False |
False |
24,069 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.8% |
156.4 |
1.4% |
28% |
False |
False |
19,285 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
23.6% |
137.3 |
1.3% |
25% |
False |
False |
16,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,670.3 |
|
2.618 |
11,404.2 |
|
1.618 |
11,241.2 |
|
1.000 |
11,140.5 |
|
0.618 |
11,078.2 |
|
HIGH |
10,977.5 |
|
0.618 |
10,915.2 |
|
0.500 |
10,896.0 |
|
0.382 |
10,876.8 |
|
LOW |
10,814.5 |
|
0.618 |
10,713.8 |
|
1.000 |
10,651.5 |
|
1.618 |
10,550.8 |
|
2.618 |
10,387.8 |
|
4.250 |
10,121.8 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,901.7 |
10,902.6 |
| PP |
10,898.8 |
10,900.7 |
| S1 |
10,896.0 |
10,898.8 |
|