| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
11,156.5 |
11,253.0 |
96.5 |
0.9% |
11,134.5 |
| High |
11,319.5 |
11,273.5 |
-46.0 |
-0.4% |
11,319.5 |
| Low |
11,152.0 |
11,174.5 |
22.5 |
0.2% |
11,001.0 |
| Close |
11,278.5 |
11,207.5 |
-71.0 |
-0.6% |
11,278.5 |
| Range |
167.5 |
99.0 |
-68.5 |
-40.9% |
318.5 |
| ATR |
197.6 |
190.9 |
-6.7 |
-3.4% |
0.0 |
| Volume |
86,639 |
93,630 |
6,991 |
8.1% |
409,963 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,515.5 |
11,460.5 |
11,262.0 |
|
| R3 |
11,416.5 |
11,361.5 |
11,234.7 |
|
| R2 |
11,317.5 |
11,317.5 |
11,225.7 |
|
| R1 |
11,262.5 |
11,262.5 |
11,216.6 |
11,240.5 |
| PP |
11,218.5 |
11,218.5 |
11,218.5 |
11,207.5 |
| S1 |
11,163.5 |
11,163.5 |
11,198.4 |
11,141.5 |
| S2 |
11,119.5 |
11,119.5 |
11,189.4 |
|
| S3 |
11,020.5 |
11,064.5 |
11,180.3 |
|
| S4 |
10,921.5 |
10,965.5 |
11,153.1 |
|
|
| 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 |
11,001.0 |
318.5 |
2.8% |
133.7 |
1.2% |
65% |
False |
False |
100,718 |
| 10 |
11,319.5 |
10,779.0 |
540.5 |
4.8% |
149.8 |
1.3% |
79% |
False |
False |
98,568 |
| 20 |
11,319.5 |
10,268.5 |
1,051.0 |
9.4% |
194.9 |
1.7% |
89% |
False |
False |
97,584 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.5% |
184.7 |
1.6% |
73% |
False |
False |
61,798 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.3% |
176.5 |
1.6% |
68% |
False |
False |
41,245 |
| 80 |
12,389.0 |
10,268.5 |
2,120.5 |
18.9% |
180.8 |
1.6% |
44% |
False |
False |
31,010 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.3% |
163.1 |
1.5% |
43% |
False |
False |
24,846 |
| 120 |
12,641.5 |
10,268.5 |
2,373.0 |
21.2% |
144.3 |
1.3% |
40% |
False |
False |
20,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,694.3 |
|
2.618 |
11,532.7 |
|
1.618 |
11,433.7 |
|
1.000 |
11,372.5 |
|
0.618 |
11,334.7 |
|
HIGH |
11,273.5 |
|
0.618 |
11,235.7 |
|
0.500 |
11,224.0 |
|
0.382 |
11,212.3 |
|
LOW |
11,174.5 |
|
0.618 |
11,113.3 |
|
1.000 |
11,075.5 |
|
1.618 |
11,014.3 |
|
2.618 |
10,915.3 |
|
4.250 |
10,753.8 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,224.0 |
11,195.9 |
| PP |
11,218.5 |
11,184.3 |
| S1 |
11,213.0 |
11,172.8 |
|