| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
11,134.5 |
11,051.5 |
-83.0 |
-0.7% |
10,855.0 |
| High |
11,140.5 |
11,133.0 |
-7.5 |
-0.1% |
11,254.0 |
| Low |
11,001.0 |
11,002.5 |
1.5 |
0.0% |
10,779.0 |
| Close |
11,078.0 |
11,051.5 |
-26.5 |
-0.2% |
11,212.0 |
| Range |
139.5 |
130.5 |
-9.0 |
-6.5% |
475.0 |
| ATR |
208.1 |
202.6 |
-5.5 |
-2.7% |
0.0 |
| Volume |
99,676 |
109,744 |
10,068 |
10.1% |
482,095 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,453.8 |
11,383.2 |
11,123.3 |
|
| R3 |
11,323.3 |
11,252.7 |
11,087.4 |
|
| R2 |
11,192.8 |
11,192.8 |
11,075.4 |
|
| R1 |
11,122.2 |
11,122.2 |
11,063.5 |
11,116.8 |
| PP |
11,062.3 |
11,062.3 |
11,062.3 |
11,059.6 |
| S1 |
10,991.7 |
10,991.7 |
11,039.5 |
10,986.3 |
| S2 |
10,931.8 |
10,931.8 |
11,027.6 |
|
| S3 |
10,801.3 |
10,861.2 |
11,015.6 |
|
| S4 |
10,670.8 |
10,730.7 |
10,979.7 |
|
|
| 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 |
10,814.5 |
439.5 |
4.0% |
162.6 |
1.5% |
54% |
False |
False |
98,897 |
| 10 |
11,254.0 |
10,778.5 |
475.5 |
4.3% |
154.9 |
1.4% |
57% |
False |
False |
94,814 |
| 20 |
11,254.0 |
10,268.5 |
985.5 |
8.9% |
205.4 |
1.9% |
79% |
False |
False |
99,813 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.7% |
183.5 |
1.7% |
61% |
False |
False |
54,462 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.5% |
182.5 |
1.7% |
57% |
False |
False |
36,355 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.6% |
179.2 |
1.6% |
36% |
False |
False |
27,340 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.6% |
161.1 |
1.5% |
34% |
False |
False |
21,905 |
| 120 |
12,790.0 |
10,268.5 |
2,521.5 |
22.8% |
141.0 |
1.3% |
31% |
False |
False |
18,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,687.6 |
|
2.618 |
11,474.6 |
|
1.618 |
11,344.1 |
|
1.000 |
11,263.5 |
|
0.618 |
11,213.6 |
|
HIGH |
11,133.0 |
|
0.618 |
11,083.1 |
|
0.500 |
11,067.8 |
|
0.382 |
11,052.4 |
|
LOW |
11,002.5 |
|
0.618 |
10,921.9 |
|
1.000 |
10,872.0 |
|
1.618 |
10,791.4 |
|
2.618 |
10,660.9 |
|
4.250 |
10,447.9 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,067.8 |
11,107.0 |
| PP |
11,062.3 |
11,088.5 |
| S1 |
11,056.9 |
11,070.0 |
|