| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
11,253.0 |
11,209.0 |
-44.0 |
-0.4% |
11,134.5 |
| High |
11,273.5 |
11,275.0 |
1.5 |
0.0% |
11,319.5 |
| Low |
11,174.5 |
11,156.0 |
-18.5 |
-0.2% |
11,001.0 |
| Close |
11,207.5 |
11,210.0 |
2.5 |
0.0% |
11,278.5 |
| Range |
99.0 |
119.0 |
20.0 |
20.2% |
318.5 |
| ATR |
190.9 |
185.8 |
-5.1 |
-2.7% |
0.0 |
| Volume |
93,630 |
94,882 |
1,252 |
1.3% |
409,963 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,570.7 |
11,509.3 |
11,275.5 |
|
| R3 |
11,451.7 |
11,390.3 |
11,242.7 |
|
| R2 |
11,332.7 |
11,332.7 |
11,231.8 |
|
| R1 |
11,271.3 |
11,271.3 |
11,220.9 |
11,302.0 |
| PP |
11,213.7 |
11,213.7 |
11,213.7 |
11,229.0 |
| S1 |
11,152.3 |
11,152.3 |
11,199.1 |
11,183.0 |
| S2 |
11,094.7 |
11,094.7 |
11,188.2 |
|
| S3 |
10,975.7 |
11,033.3 |
11,177.3 |
|
| S4 |
10,856.7 |
10,914.3 |
11,144.6 |
|
|
| 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 |
11,002.5 |
317.0 |
2.8% |
129.6 |
1.2% |
65% |
False |
False |
99,759 |
| 10 |
11,319.5 |
10,807.0 |
512.5 |
4.6% |
151.4 |
1.4% |
79% |
False |
False |
96,978 |
| 20 |
11,319.5 |
10,378.5 |
941.0 |
8.4% |
179.2 |
1.6% |
88% |
False |
False |
98,175 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.5% |
184.1 |
1.6% |
73% |
False |
False |
64,161 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.3% |
173.8 |
1.6% |
68% |
False |
False |
42,825 |
| 80 |
12,344.5 |
10,268.5 |
2,076.0 |
18.5% |
179.8 |
1.6% |
45% |
False |
False |
32,194 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.3% |
163.0 |
1.5% |
43% |
False |
False |
25,795 |
| 120 |
12,641.5 |
10,268.5 |
2,373.0 |
21.2% |
145.3 |
1.3% |
40% |
False |
False |
21,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,780.8 |
|
2.618 |
11,586.5 |
|
1.618 |
11,467.5 |
|
1.000 |
11,394.0 |
|
0.618 |
11,348.5 |
|
HIGH |
11,275.0 |
|
0.618 |
11,229.5 |
|
0.500 |
11,215.5 |
|
0.382 |
11,201.5 |
|
LOW |
11,156.0 |
|
0.618 |
11,082.5 |
|
1.000 |
11,037.0 |
|
1.618 |
10,963.5 |
|
2.618 |
10,844.5 |
|
4.250 |
10,650.3 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,215.5 |
11,235.8 |
| PP |
11,213.7 |
11,227.2 |
| S1 |
11,211.8 |
11,218.6 |
|