| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
11,041.0 |
11,156.5 |
115.5 |
1.0% |
11,134.5 |
| High |
11,158.0 |
11,319.5 |
161.5 |
1.4% |
11,319.5 |
| Low |
11,026.0 |
11,152.0 |
126.0 |
1.1% |
11,001.0 |
| Close |
11,121.0 |
11,278.5 |
157.5 |
1.4% |
11,278.5 |
| Range |
132.0 |
167.5 |
35.5 |
26.9% |
318.5 |
| ATR |
197.5 |
197.6 |
0.1 |
0.0% |
0.0 |
| Volume |
113,904 |
86,639 |
-27,265 |
-23.9% |
409,963 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,752.5 |
11,683.0 |
11,370.6 |
|
| R3 |
11,585.0 |
11,515.5 |
11,324.6 |
|
| R2 |
11,417.5 |
11,417.5 |
11,309.2 |
|
| R1 |
11,348.0 |
11,348.0 |
11,293.9 |
11,382.8 |
| PP |
11,250.0 |
11,250.0 |
11,250.0 |
11,267.4 |
| S1 |
11,180.5 |
11,180.5 |
11,263.1 |
11,215.3 |
| S2 |
11,082.5 |
11,082.5 |
11,247.8 |
|
| S3 |
10,915.0 |
11,013.0 |
11,232.4 |
|
| S4 |
10,747.5 |
10,845.5 |
11,186.4 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,155.2 |
12,035.3 |
11,453.7 |
|
| R3 |
11,836.7 |
11,716.8 |
11,366.1 |
|
| R2 |
11,518.2 |
11,518.2 |
11,336.9 |
|
| R1 |
11,398.3 |
11,398.3 |
11,307.7 |
11,458.3 |
| PP |
11,199.7 |
11,199.7 |
11,199.7 |
11,229.6 |
| S1 |
11,079.8 |
11,079.8 |
11,249.3 |
11,139.8 |
| S2 |
10,881.2 |
10,881.2 |
11,220.1 |
|
| S3 |
10,562.7 |
10,761.3 |
11,190.9 |
|
| S4 |
10,244.2 |
10,442.8 |
11,103.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,319.5 |
10,960.0 |
359.5 |
3.2% |
172.7 |
1.5% |
89% |
True |
False |
92,512 |
| 10 |
11,319.5 |
10,779.0 |
540.5 |
4.8% |
153.6 |
1.4% |
92% |
True |
False |
97,516 |
| 20 |
11,319.5 |
10,268.5 |
1,051.0 |
9.3% |
198.2 |
1.8% |
96% |
True |
False |
99,057 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.4% |
184.3 |
1.6% |
78% |
False |
False |
59,462 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.3% |
178.2 |
1.6% |
73% |
False |
False |
39,692 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.2% |
181.7 |
1.6% |
47% |
False |
False |
29,843 |
| 100 |
12,505.0 |
10,268.5 |
2,236.5 |
19.8% |
163.3 |
1.4% |
45% |
False |
False |
23,910 |
| 120 |
12,641.5 |
10,268.5 |
2,373.0 |
21.0% |
143.5 |
1.3% |
43% |
False |
False |
19,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,031.4 |
|
2.618 |
11,758.0 |
|
1.618 |
11,590.5 |
|
1.000 |
11,487.0 |
|
0.618 |
11,423.0 |
|
HIGH |
11,319.5 |
|
0.618 |
11,255.5 |
|
0.500 |
11,235.8 |
|
0.382 |
11,216.0 |
|
LOW |
11,152.0 |
|
0.618 |
11,048.5 |
|
1.000 |
10,984.5 |
|
1.618 |
10,881.0 |
|
2.618 |
10,713.5 |
|
4.250 |
10,440.1 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,264.3 |
11,239.3 |
| PP |
11,250.0 |
11,200.2 |
| S1 |
11,235.8 |
11,161.0 |
|