| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
11,209.0 |
11,237.0 |
28.0 |
0.2% |
11,134.5 |
| High |
11,275.0 |
11,237.0 |
-38.0 |
-0.3% |
11,319.5 |
| Low |
11,156.0 |
11,127.0 |
-29.0 |
-0.3% |
11,001.0 |
| Close |
11,210.0 |
11,161.5 |
-48.5 |
-0.4% |
11,278.5 |
| Range |
119.0 |
110.0 |
-9.0 |
-7.6% |
318.5 |
| ATR |
185.8 |
180.4 |
-5.4 |
-2.9% |
0.0 |
| Volume |
94,882 |
130,268 |
35,386 |
37.3% |
409,963 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,505.2 |
11,443.3 |
11,222.0 |
|
| R3 |
11,395.2 |
11,333.3 |
11,191.8 |
|
| R2 |
11,285.2 |
11,285.2 |
11,181.7 |
|
| R1 |
11,223.3 |
11,223.3 |
11,171.6 |
11,199.3 |
| PP |
11,175.2 |
11,175.2 |
11,175.2 |
11,163.1 |
| S1 |
11,113.3 |
11,113.3 |
11,151.4 |
11,089.3 |
| S2 |
11,065.2 |
11,065.2 |
11,141.3 |
|
| S3 |
10,955.2 |
11,003.3 |
11,131.3 |
|
| S4 |
10,845.2 |
10,893.3 |
11,101.0 |
|
|
| 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 |
11,026.0 |
293.5 |
2.6% |
125.5 |
1.1% |
46% |
False |
False |
103,864 |
| 10 |
11,319.5 |
10,814.5 |
505.0 |
4.5% |
144.1 |
1.3% |
69% |
False |
False |
101,380 |
| 20 |
11,319.5 |
10,378.5 |
941.0 |
8.4% |
174.6 |
1.6% |
83% |
False |
False |
99,607 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.6% |
182.9 |
1.6% |
69% |
False |
False |
67,414 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.4% |
172.7 |
1.5% |
65% |
False |
False |
44,996 |
| 80 |
12,322.0 |
10,268.5 |
2,053.5 |
18.4% |
179.8 |
1.6% |
43% |
False |
False |
33,822 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.4% |
163.7 |
1.5% |
41% |
False |
False |
27,096 |
| 120 |
12,641.5 |
10,268.5 |
2,373.0 |
21.3% |
146.1 |
1.3% |
38% |
False |
False |
22,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,704.5 |
|
2.618 |
11,525.0 |
|
1.618 |
11,415.0 |
|
1.000 |
11,347.0 |
|
0.618 |
11,305.0 |
|
HIGH |
11,237.0 |
|
0.618 |
11,195.0 |
|
0.500 |
11,182.0 |
|
0.382 |
11,169.0 |
|
LOW |
11,127.0 |
|
0.618 |
11,059.0 |
|
1.000 |
11,017.0 |
|
1.618 |
10,949.0 |
|
2.618 |
10,839.0 |
|
4.250 |
10,659.5 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,182.0 |
11,201.0 |
| PP |
11,175.2 |
11,187.8 |
| S1 |
11,168.3 |
11,174.7 |
|