| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
11,051.5 |
11,041.0 |
-10.5 |
-0.1% |
10,855.0 |
| High |
11,133.0 |
11,158.0 |
25.0 |
0.2% |
11,254.0 |
| Low |
11,002.5 |
11,026.0 |
23.5 |
0.2% |
10,779.0 |
| Close |
11,051.5 |
11,121.0 |
69.5 |
0.6% |
11,212.0 |
| Range |
130.5 |
132.0 |
1.5 |
1.1% |
475.0 |
| ATR |
202.6 |
197.5 |
-5.0 |
-2.5% |
0.0 |
| Volume |
109,744 |
113,904 |
4,160 |
3.8% |
482,095 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,497.7 |
11,441.3 |
11,193.6 |
|
| R3 |
11,365.7 |
11,309.3 |
11,157.3 |
|
| R2 |
11,233.7 |
11,233.7 |
11,145.2 |
|
| R1 |
11,177.3 |
11,177.3 |
11,133.1 |
11,205.5 |
| PP |
11,101.7 |
11,101.7 |
11,101.7 |
11,115.8 |
| S1 |
11,045.3 |
11,045.3 |
11,108.9 |
11,073.5 |
| S2 |
10,969.7 |
10,969.7 |
11,096.8 |
|
| S3 |
10,837.7 |
10,913.3 |
11,084.7 |
|
| S4 |
10,705.7 |
10,781.3 |
11,048.4 |
|
|
| 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% |
171.8 |
1.5% |
70% |
False |
False |
101,691 |
| 10 |
11,254.0 |
10,778.5 |
475.5 |
4.3% |
155.7 |
1.4% |
72% |
False |
False |
97,140 |
| 20 |
11,254.0 |
10,268.5 |
985.5 |
8.9% |
200.5 |
1.8% |
87% |
False |
False |
101,380 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.6% |
183.7 |
1.7% |
66% |
False |
False |
57,308 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.4% |
180.1 |
1.6% |
62% |
False |
False |
38,253 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.5% |
180.4 |
1.6% |
39% |
False |
False |
28,761 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.4% |
162.1 |
1.5% |
37% |
False |
False |
23,044 |
| 120 |
12,712.5 |
10,268.5 |
2,444.0 |
22.0% |
142.1 |
1.3% |
35% |
False |
False |
19,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,719.0 |
|
2.618 |
11,503.6 |
|
1.618 |
11,371.6 |
|
1.000 |
11,290.0 |
|
0.618 |
11,239.6 |
|
HIGH |
11,158.0 |
|
0.618 |
11,107.6 |
|
0.500 |
11,092.0 |
|
0.382 |
11,076.4 |
|
LOW |
11,026.0 |
|
0.618 |
10,944.4 |
|
1.000 |
10,894.0 |
|
1.618 |
10,812.4 |
|
2.618 |
10,680.4 |
|
4.250 |
10,465.0 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,111.3 |
11,107.2 |
| PP |
11,101.7 |
11,093.3 |
| S1 |
11,092.0 |
11,079.5 |
|