| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,300.5 |
1,298.3 |
-2.2 |
-0.2% |
1,294.5 |
| High |
1,301.3 |
1,298.6 |
-2.7 |
-0.2% |
1,303.1 |
| Low |
1,294.8 |
1,286.3 |
-8.5 |
-0.7% |
1,286.3 |
| Close |
1,298.7 |
1,288.9 |
-9.8 |
-0.8% |
1,288.9 |
| Range |
6.5 |
12.3 |
5.8 |
89.2% |
16.8 |
| ATR |
10.6 |
10.8 |
0.1 |
1.2% |
0.0 |
| Volume |
19,834 |
32,331 |
12,497 |
63.0% |
139,899 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.2 |
1,320.8 |
1,295.7 |
|
| R3 |
1,315.9 |
1,308.5 |
1,292.3 |
|
| R2 |
1,303.6 |
1,303.6 |
1,291.2 |
|
| R1 |
1,296.2 |
1,296.2 |
1,290.0 |
1,293.8 |
| PP |
1,291.3 |
1,291.3 |
1,291.3 |
1,290.0 |
| S1 |
1,283.9 |
1,283.9 |
1,287.8 |
1,281.5 |
| S2 |
1,279.0 |
1,279.0 |
1,286.6 |
|
| S3 |
1,266.7 |
1,271.6 |
1,285.5 |
|
| S4 |
1,254.4 |
1,259.3 |
1,282.1 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.2 |
1,332.8 |
1,298.1 |
|
| R3 |
1,326.4 |
1,316.0 |
1,293.5 |
|
| R2 |
1,309.6 |
1,309.6 |
1,292.0 |
|
| R1 |
1,299.2 |
1,299.2 |
1,290.4 |
1,296.0 |
| PP |
1,292.8 |
1,292.8 |
1,292.8 |
1,291.2 |
| S1 |
1,282.4 |
1,282.4 |
1,287.4 |
1,279.2 |
| S2 |
1,276.0 |
1,276.0 |
1,285.8 |
|
| S3 |
1,259.2 |
1,265.6 |
1,284.3 |
|
| S4 |
1,242.4 |
1,248.8 |
1,279.7 |
|
|
| 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 |
1,286.3 |
16.8 |
1.3% |
8.7 |
0.7% |
15% |
False |
True |
27,979 |
| 10 |
1,304.3 |
1,286.3 |
18.0 |
1.4% |
10.0 |
0.8% |
14% |
False |
True |
29,454 |
| 20 |
1,306.5 |
1,252.5 |
54.0 |
4.2% |
11.4 |
0.9% |
67% |
False |
False |
19,074 |
| 40 |
1,306.5 |
1,222.8 |
83.7 |
6.5% |
10.6 |
0.8% |
79% |
False |
False |
12,044 |
| 60 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.4 |
0.8% |
82% |
False |
False |
8,765 |
| 80 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.7 |
0.8% |
84% |
False |
False |
6,985 |
| 100 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.4 |
0.8% |
84% |
False |
False |
5,746 |
| 120 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
10.2 |
0.8% |
86% |
False |
False |
4,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,350.9 |
|
2.618 |
1,330.8 |
|
1.618 |
1,318.5 |
|
1.000 |
1,310.9 |
|
0.618 |
1,306.2 |
|
HIGH |
1,298.6 |
|
0.618 |
1,293.9 |
|
0.500 |
1,292.5 |
|
0.382 |
1,291.0 |
|
LOW |
1,286.3 |
|
0.618 |
1,278.7 |
|
1.000 |
1,274.0 |
|
1.618 |
1,266.4 |
|
2.618 |
1,254.1 |
|
4.250 |
1,234.0 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.5 |
1,294.1 |
| PP |
1,291.3 |
1,292.4 |
| S1 |
1,290.1 |
1,290.6 |
|