| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,287.5 |
1,290.8 |
3.3 |
0.3% |
1,294.5 |
| High |
1,291.1 |
1,292.1 |
1.0 |
0.1% |
1,303.1 |
| Low |
1,282.1 |
1,284.0 |
1.9 |
0.1% |
1,286.3 |
| Close |
1,289.5 |
1,290.2 |
0.7 |
0.1% |
1,288.9 |
| Range |
9.0 |
8.1 |
-0.9 |
-10.0% |
16.8 |
| ATR |
10.6 |
10.5 |
-0.2 |
-1.7% |
0.0 |
| Volume |
73,643 |
62,348 |
-11,295 |
-15.3% |
139,899 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.1 |
1,309.7 |
1,294.7 |
|
| R3 |
1,305.0 |
1,301.6 |
1,292.4 |
|
| R2 |
1,296.9 |
1,296.9 |
1,291.7 |
|
| R1 |
1,293.5 |
1,293.5 |
1,290.9 |
1,291.2 |
| PP |
1,288.8 |
1,288.8 |
1,288.8 |
1,287.6 |
| S1 |
1,285.4 |
1,285.4 |
1,289.5 |
1,283.1 |
| S2 |
1,280.7 |
1,280.7 |
1,288.7 |
|
| S3 |
1,272.6 |
1,277.3 |
1,288.0 |
|
| S4 |
1,264.5 |
1,269.2 |
1,285.7 |
|
|
| 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 |
1,301.9 |
1,282.1 |
19.8 |
1.5% |
8.7 |
0.7% |
41% |
False |
False |
41,145 |
| 10 |
1,304.3 |
1,282.1 |
22.2 |
1.7% |
9.4 |
0.7% |
36% |
False |
False |
37,982 |
| 20 |
1,306.5 |
1,266.3 |
40.2 |
3.1% |
10.6 |
0.8% |
59% |
False |
False |
25,102 |
| 40 |
1,306.5 |
1,222.8 |
83.7 |
6.5% |
10.6 |
0.8% |
81% |
False |
False |
15,339 |
| 60 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.5 |
0.8% |
83% |
False |
False |
11,003 |
| 80 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.6 |
0.8% |
85% |
False |
False |
8,659 |
| 100 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.3 |
0.8% |
85% |
False |
False |
7,089 |
| 120 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
10.2 |
0.8% |
87% |
False |
False |
5,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,326.5 |
|
2.618 |
1,313.3 |
|
1.618 |
1,305.2 |
|
1.000 |
1,300.2 |
|
0.618 |
1,297.1 |
|
HIGH |
1,292.1 |
|
0.618 |
1,289.0 |
|
0.500 |
1,288.1 |
|
0.382 |
1,287.1 |
|
LOW |
1,284.0 |
|
0.618 |
1,279.0 |
|
1.000 |
1,275.9 |
|
1.618 |
1,270.9 |
|
2.618 |
1,262.8 |
|
4.250 |
1,249.6 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,289.5 |
1,290.4 |
| PP |
1,288.8 |
1,290.3 |
| S1 |
1,288.1 |
1,290.3 |
|