| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,986.5 |
11,134.5 |
148.0 |
1.3% |
10,855.0 |
| High |
11,254.0 |
11,140.5 |
-113.5 |
-1.0% |
11,254.0 |
| Low |
10,960.0 |
11,001.0 |
41.0 |
0.4% |
10,779.0 |
| Close |
11,212.0 |
11,078.0 |
-134.0 |
-1.2% |
11,212.0 |
| Range |
294.0 |
139.5 |
-154.5 |
-52.6% |
475.0 |
| ATR |
207.9 |
208.1 |
0.2 |
0.1% |
0.0 |
| Volume |
52,599 |
99,676 |
47,077 |
89.5% |
482,095 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,491.7 |
11,424.3 |
11,154.7 |
|
| R3 |
11,352.2 |
11,284.8 |
11,116.4 |
|
| R2 |
11,212.7 |
11,212.7 |
11,103.6 |
|
| R1 |
11,145.3 |
11,145.3 |
11,090.8 |
11,109.3 |
| PP |
11,073.2 |
11,073.2 |
11,073.2 |
11,055.1 |
| S1 |
11,005.8 |
11,005.8 |
11,065.2 |
10,969.8 |
| S2 |
10,933.7 |
10,933.7 |
11,052.4 |
|
| S3 |
10,794.2 |
10,866.3 |
11,039.6 |
|
| S4 |
10,654.7 |
10,726.8 |
11,001.3 |
|
|
| 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 |
10,807.0 |
447.0 |
4.0% |
173.2 |
1.6% |
61% |
False |
False |
94,198 |
| 10 |
11,254.0 |
10,734.0 |
520.0 |
4.7% |
158.8 |
1.4% |
66% |
False |
False |
93,669 |
| 20 |
11,254.0 |
10,268.5 |
985.5 |
8.9% |
206.7 |
1.9% |
82% |
False |
False |
96,892 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.6% |
184.7 |
1.7% |
63% |
False |
False |
51,720 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.5% |
183.2 |
1.7% |
58% |
False |
False |
34,529 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.6% |
178.1 |
1.6% |
37% |
False |
False |
25,970 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.5% |
160.7 |
1.5% |
36% |
False |
False |
20,808 |
| 120 |
12,790.0 |
10,268.5 |
2,521.5 |
22.8% |
139.9 |
1.3% |
32% |
False |
False |
17,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,733.4 |
|
2.618 |
11,505.7 |
|
1.618 |
11,366.2 |
|
1.000 |
11,280.0 |
|
0.618 |
11,226.7 |
|
HIGH |
11,140.5 |
|
0.618 |
11,087.2 |
|
0.500 |
11,070.8 |
|
0.382 |
11,054.3 |
|
LOW |
11,001.0 |
|
0.618 |
10,914.8 |
|
1.000 |
10,861.5 |
|
1.618 |
10,775.3 |
|
2.618 |
10,635.8 |
|
4.250 |
10,408.1 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,075.6 |
11,063.4 |
| PP |
11,073.2 |
11,048.8 |
| S1 |
11,070.8 |
11,034.3 |
|