| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,913.5 |
10,986.5 |
73.0 |
0.7% |
10,855.0 |
| High |
10,977.5 |
11,254.0 |
276.5 |
2.5% |
11,254.0 |
| Low |
10,814.5 |
10,960.0 |
145.5 |
1.3% |
10,779.0 |
| Close |
10,904.5 |
11,212.0 |
307.5 |
2.8% |
11,212.0 |
| Range |
163.0 |
294.0 |
131.0 |
80.4% |
475.0 |
| ATR |
197.0 |
207.9 |
10.9 |
5.5% |
0.0 |
| Volume |
132,536 |
52,599 |
-79,937 |
-60.3% |
482,095 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,024.0 |
11,912.0 |
11,373.7 |
|
| R3 |
11,730.0 |
11,618.0 |
11,292.9 |
|
| R2 |
11,436.0 |
11,436.0 |
11,265.9 |
|
| R1 |
11,324.0 |
11,324.0 |
11,239.0 |
11,380.0 |
| PP |
11,142.0 |
11,142.0 |
11,142.0 |
11,170.0 |
| S1 |
11,030.0 |
11,030.0 |
11,185.1 |
11,086.0 |
| S2 |
10,848.0 |
10,848.0 |
11,158.1 |
|
| S3 |
10,554.0 |
10,736.0 |
11,131.2 |
|
| S4 |
10,260.0 |
10,442.0 |
11,050.3 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,506.7 |
12,334.3 |
11,473.3 |
|
| R3 |
12,031.7 |
11,859.3 |
11,342.6 |
|
| R2 |
11,556.7 |
11,556.7 |
11,299.1 |
|
| R1 |
11,384.3 |
11,384.3 |
11,255.5 |
11,470.5 |
| PP |
11,081.7 |
11,081.7 |
11,081.7 |
11,124.8 |
| S1 |
10,909.3 |
10,909.3 |
11,168.5 |
10,995.5 |
| S2 |
10,606.7 |
10,606.7 |
11,124.9 |
|
| S3 |
10,131.7 |
10,434.3 |
11,081.4 |
|
| S4 |
9,656.7 |
9,959.3 |
10,950.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,254.0 |
10,779.0 |
475.0 |
4.2% |
165.9 |
1.5% |
91% |
True |
False |
96,419 |
| 10 |
11,254.0 |
10,673.0 |
581.0 |
5.2% |
166.6 |
1.5% |
93% |
True |
False |
94,020 |
| 20 |
11,254.0 |
10,268.5 |
985.5 |
8.8% |
211.8 |
1.9% |
96% |
True |
False |
94,692 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.5% |
186.6 |
1.7% |
73% |
False |
False |
49,232 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.3% |
183.2 |
1.6% |
68% |
False |
False |
32,873 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.3% |
177.3 |
1.6% |
44% |
False |
False |
24,724 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.3% |
159.3 |
1.4% |
41% |
False |
False |
19,811 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
22.9% |
138.8 |
1.2% |
37% |
False |
False |
16,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,503.5 |
|
2.618 |
12,023.7 |
|
1.618 |
11,729.7 |
|
1.000 |
11,548.0 |
|
0.618 |
11,435.7 |
|
HIGH |
11,254.0 |
|
0.618 |
11,141.7 |
|
0.500 |
11,107.0 |
|
0.382 |
11,072.3 |
|
LOW |
10,960.0 |
|
0.618 |
10,778.3 |
|
1.000 |
10,666.0 |
|
1.618 |
10,484.3 |
|
2.618 |
10,190.3 |
|
4.250 |
9,710.5 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,177.0 |
11,152.8 |
| PP |
11,142.0 |
11,093.5 |
| S1 |
11,107.0 |
11,034.3 |
|