| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,295.9 |
1,300.5 |
4.6 |
0.4% |
1,293.3 |
| High |
1,301.9 |
1,301.3 |
-0.6 |
0.0% |
1,304.3 |
| Low |
1,294.1 |
1,294.8 |
0.7 |
0.1% |
1,286.7 |
| Close |
1,300.3 |
1,298.7 |
-1.6 |
-0.1% |
1,296.1 |
| Range |
7.8 |
6.5 |
-1.3 |
-16.7% |
17.6 |
| ATR |
11.0 |
10.6 |
-0.3 |
-2.9% |
0.0 |
| Volume |
17,570 |
19,834 |
2,264 |
12.9% |
154,645 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.8 |
1,314.7 |
1,302.3 |
|
| R3 |
1,311.3 |
1,308.2 |
1,300.5 |
|
| R2 |
1,304.8 |
1,304.8 |
1,299.9 |
|
| R1 |
1,301.7 |
1,301.7 |
1,299.3 |
1,300.0 |
| PP |
1,298.3 |
1,298.3 |
1,298.3 |
1,297.4 |
| S1 |
1,295.2 |
1,295.2 |
1,298.1 |
1,293.5 |
| S2 |
1,291.8 |
1,291.8 |
1,297.5 |
|
| S3 |
1,285.3 |
1,288.7 |
1,296.9 |
|
| S4 |
1,278.8 |
1,282.2 |
1,295.1 |
|
|
| 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 |
1,303.1 |
1,293.1 |
10.0 |
0.8% |
7.9 |
0.6% |
56% |
False |
False |
28,233 |
| 10 |
1,306.5 |
1,284.6 |
21.9 |
1.7% |
10.9 |
0.8% |
64% |
False |
False |
27,409 |
| 20 |
1,306.5 |
1,251.6 |
54.9 |
4.2% |
11.6 |
0.9% |
86% |
False |
False |
17,711 |
| 40 |
1,306.5 |
1,222.8 |
83.7 |
6.4% |
10.6 |
0.8% |
91% |
False |
False |
11,307 |
| 60 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.5 |
0.8% |
92% |
False |
False |
8,237 |
| 80 |
1,306.5 |
1,195.7 |
110.8 |
8.5% |
10.6 |
0.8% |
93% |
False |
False |
6,587 |
| 100 |
1,306.5 |
1,195.7 |
110.8 |
8.5% |
10.3 |
0.8% |
93% |
False |
False |
5,424 |
| 120 |
1,306.5 |
1,182.7 |
123.8 |
9.5% |
10.1 |
0.8% |
94% |
False |
False |
4,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,328.9 |
|
2.618 |
1,318.3 |
|
1.618 |
1,311.8 |
|
1.000 |
1,307.8 |
|
0.618 |
1,305.3 |
|
HIGH |
1,301.3 |
|
0.618 |
1,298.8 |
|
0.500 |
1,298.1 |
|
0.382 |
1,297.3 |
|
LOW |
1,294.8 |
|
0.618 |
1,290.8 |
|
1.000 |
1,288.3 |
|
1.618 |
1,284.3 |
|
2.618 |
1,277.8 |
|
4.250 |
1,267.2 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.5 |
1,298.3 |
| PP |
1,298.3 |
1,297.9 |
| S1 |
1,298.1 |
1,297.5 |
|