| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
11,237.0 |
11,233.0 |
-4.0 |
0.0% |
11,134.5 |
| High |
11,237.0 |
11,306.0 |
69.0 |
0.6% |
11,319.5 |
| Low |
11,127.0 |
11,040.5 |
-86.5 |
-0.8% |
11,001.0 |
| Close |
11,161.5 |
11,154.0 |
-7.5 |
-0.1% |
11,278.5 |
| Range |
110.0 |
265.5 |
155.5 |
141.4% |
318.5 |
| ATR |
180.4 |
186.4 |
6.1 |
3.4% |
0.0 |
| Volume |
130,268 |
97,866 |
-32,402 |
-24.9% |
409,963 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,963.3 |
11,824.2 |
11,300.0 |
|
| R3 |
11,697.8 |
11,558.7 |
11,227.0 |
|
| R2 |
11,432.3 |
11,432.3 |
11,202.7 |
|
| R1 |
11,293.2 |
11,293.2 |
11,178.3 |
11,230.0 |
| PP |
11,166.8 |
11,166.8 |
11,166.8 |
11,135.3 |
| S1 |
11,027.7 |
11,027.7 |
11,129.7 |
10,964.5 |
| S2 |
10,901.3 |
10,901.3 |
11,105.3 |
|
| S3 |
10,635.8 |
10,762.2 |
11,081.0 |
|
| S4 |
10,370.3 |
10,496.7 |
11,008.0 |
|
|
| 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 |
11,040.5 |
279.0 |
2.5% |
152.2 |
1.4% |
41% |
False |
True |
100,657 |
| 10 |
11,319.5 |
10,814.5 |
505.0 |
4.5% |
162.0 |
1.5% |
67% |
False |
False |
101,174 |
| 20 |
11,319.5 |
10,391.0 |
928.5 |
8.3% |
171.4 |
1.5% |
82% |
False |
False |
99,127 |
| 40 |
11,558.0 |
10,268.5 |
1,289.5 |
11.6% |
186.3 |
1.7% |
69% |
False |
False |
69,855 |
| 60 |
11,652.5 |
10,268.5 |
1,384.0 |
12.4% |
175.6 |
1.6% |
64% |
False |
False |
46,624 |
| 80 |
12,322.0 |
10,268.5 |
2,053.5 |
18.4% |
182.1 |
1.6% |
43% |
False |
False |
35,042 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.4% |
164.1 |
1.5% |
41% |
False |
False |
28,074 |
| 120 |
12,641.5 |
10,268.5 |
2,373.0 |
21.3% |
148.3 |
1.3% |
37% |
False |
False |
23,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,434.4 |
|
2.618 |
12,001.1 |
|
1.618 |
11,735.6 |
|
1.000 |
11,571.5 |
|
0.618 |
11,470.1 |
|
HIGH |
11,306.0 |
|
0.618 |
11,204.6 |
|
0.500 |
11,173.3 |
|
0.382 |
11,141.9 |
|
LOW |
11,040.5 |
|
0.618 |
10,876.4 |
|
1.000 |
10,775.0 |
|
1.618 |
10,610.9 |
|
2.618 |
10,345.4 |
|
4.250 |
9,912.1 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,173.3 |
11,173.3 |
| PP |
11,166.8 |
11,166.8 |
| S1 |
11,160.4 |
11,160.4 |
|