| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,294.5 |
1,298.9 |
4.4 |
0.3% |
1,293.3 |
| High |
1,303.1 |
1,301.3 |
-1.8 |
-0.1% |
1,304.3 |
| Low |
1,294.4 |
1,293.1 |
-1.3 |
-0.1% |
1,286.7 |
| Close |
1,298.0 |
1,294.9 |
-3.1 |
-0.2% |
1,296.1 |
| Range |
8.7 |
8.2 |
-0.5 |
-5.7% |
17.6 |
| ATR |
11.4 |
11.2 |
-0.2 |
-2.0% |
0.0 |
| Volume |
42,249 |
27,915 |
-14,334 |
-33.9% |
154,645 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.0 |
1,316.2 |
1,299.4 |
|
| R3 |
1,312.8 |
1,308.0 |
1,297.2 |
|
| R2 |
1,304.6 |
1,304.6 |
1,296.4 |
|
| R1 |
1,299.8 |
1,299.8 |
1,295.7 |
1,298.1 |
| PP |
1,296.4 |
1,296.4 |
1,296.4 |
1,295.6 |
| S1 |
1,291.6 |
1,291.6 |
1,294.1 |
1,289.9 |
| S2 |
1,288.2 |
1,288.2 |
1,293.4 |
|
| S3 |
1,280.0 |
1,283.4 |
1,292.6 |
|
| S4 |
1,271.8 |
1,275.2 |
1,290.4 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.5 |
1,339.9 |
1,305.8 |
|
| R3 |
1,330.9 |
1,322.3 |
1,300.9 |
|
| R2 |
1,313.3 |
1,313.3 |
1,299.3 |
|
| R1 |
1,304.7 |
1,304.7 |
1,297.7 |
1,309.0 |
| PP |
1,295.7 |
1,295.7 |
1,295.7 |
1,297.9 |
| S1 |
1,287.1 |
1,287.1 |
1,294.5 |
1,291.4 |
| S2 |
1,278.1 |
1,278.1 |
1,292.9 |
|
| S3 |
1,260.5 |
1,269.5 |
1,291.3 |
|
| S4 |
1,242.9 |
1,251.9 |
1,286.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,304.3 |
1,287.3 |
17.0 |
1.3% |
10.0 |
0.8% |
45% |
False |
False |
34,820 |
| 10 |
1,306.5 |
1,284.6 |
21.9 |
1.7% |
11.5 |
0.9% |
47% |
False |
False |
26,644 |
| 20 |
1,306.5 |
1,245.9 |
60.6 |
4.7% |
11.8 |
0.9% |
81% |
False |
False |
16,626 |
| 40 |
1,306.5 |
1,222.8 |
83.7 |
6.5% |
10.7 |
0.8% |
86% |
False |
False |
10,542 |
| 60 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.5 |
0.8% |
88% |
False |
False |
7,641 |
| 80 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.7 |
0.8% |
90% |
False |
False |
6,144 |
| 100 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.5 |
0.8% |
90% |
False |
False |
5,052 |
| 120 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
10.1 |
0.8% |
91% |
False |
False |
4,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,336.2 |
|
2.618 |
1,322.8 |
|
1.618 |
1,314.6 |
|
1.000 |
1,309.5 |
|
0.618 |
1,306.4 |
|
HIGH |
1,301.3 |
|
0.618 |
1,298.2 |
|
0.500 |
1,297.2 |
|
0.382 |
1,296.2 |
|
LOW |
1,293.1 |
|
0.618 |
1,288.0 |
|
1.000 |
1,284.9 |
|
1.618 |
1,279.8 |
|
2.618 |
1,271.6 |
|
4.250 |
1,258.3 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,297.2 |
1,298.1 |
| PP |
1,296.4 |
1,297.0 |
| S1 |
1,295.7 |
1,296.0 |
|