| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,305.1 |
1,302.7 |
-2.4 |
-0.2% |
1,298.9 |
| High |
1,307.8 |
1,307.8 |
0.0 |
0.0% |
1,310.5 |
| Low |
1,299.9 |
1,300.6 |
0.7 |
0.1% |
1,293.0 |
| Close |
1,301.3 |
1,306.6 |
5.3 |
0.4% |
1,302.7 |
| Range |
7.9 |
7.2 |
-0.7 |
-8.9% |
17.5 |
| ATR |
10.8 |
10.5 |
-0.3 |
-2.4% |
0.0 |
| Volume |
5,168 |
5,180 |
12 |
0.2% |
27,466 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.6 |
1,323.8 |
1,310.6 |
|
| R3 |
1,319.4 |
1,316.6 |
1,308.6 |
|
| R2 |
1,312.2 |
1,312.2 |
1,307.9 |
|
| R1 |
1,309.4 |
1,309.4 |
1,307.3 |
1,310.8 |
| PP |
1,305.0 |
1,305.0 |
1,305.0 |
1,305.7 |
| S1 |
1,302.2 |
1,302.2 |
1,305.9 |
1,303.6 |
| S2 |
1,297.8 |
1,297.8 |
1,305.3 |
|
| S3 |
1,290.6 |
1,295.0 |
1,304.6 |
|
| S4 |
1,283.4 |
1,287.8 |
1,302.6 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.6 |
1,346.1 |
1,312.3 |
|
| R3 |
1,337.1 |
1,328.6 |
1,307.5 |
|
| R2 |
1,319.6 |
1,319.6 |
1,305.9 |
|
| R1 |
1,311.1 |
1,311.1 |
1,304.3 |
1,315.4 |
| PP |
1,302.1 |
1,302.1 |
1,302.1 |
1,304.2 |
| S1 |
1,293.6 |
1,293.6 |
1,301.1 |
1,297.9 |
| S2 |
1,284.6 |
1,284.6 |
1,299.5 |
|
| S3 |
1,267.1 |
1,276.1 |
1,297.9 |
|
| S4 |
1,249.6 |
1,258.6 |
1,293.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,310.5 |
1,299.9 |
10.6 |
0.8% |
8.2 |
0.6% |
63% |
False |
False |
6,322 |
| 10 |
1,312.9 |
1,291.0 |
21.9 |
1.7% |
10.7 |
0.8% |
71% |
False |
False |
4,883 |
| 20 |
1,312.9 |
1,257.8 |
55.1 |
4.2% |
11.0 |
0.8% |
89% |
False |
False |
3,498 |
| 40 |
1,312.9 |
1,228.9 |
84.0 |
6.4% |
10.1 |
0.8% |
93% |
False |
False |
2,871 |
| 60 |
1,312.9 |
1,215.0 |
97.9 |
7.5% |
10.3 |
0.8% |
94% |
False |
False |
2,815 |
| 80 |
1,312.9 |
1,201.6 |
111.3 |
8.5% |
10.7 |
0.8% |
94% |
False |
False |
2,388 |
| 100 |
1,312.9 |
1,201.6 |
111.3 |
8.5% |
10.4 |
0.8% |
94% |
False |
False |
2,065 |
| 120 |
1,312.9 |
1,184.8 |
128.1 |
9.8% |
9.9 |
0.8% |
95% |
False |
False |
1,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,338.4 |
|
2.618 |
1,326.6 |
|
1.618 |
1,319.4 |
|
1.000 |
1,315.0 |
|
0.618 |
1,312.2 |
|
HIGH |
1,307.8 |
|
0.618 |
1,305.0 |
|
0.500 |
1,304.2 |
|
0.382 |
1,303.4 |
|
LOW |
1,300.6 |
|
0.618 |
1,296.2 |
|
1.000 |
1,293.4 |
|
1.618 |
1,289.0 |
|
2.618 |
1,281.8 |
|
4.250 |
1,270.0 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,305.8 |
1,305.9 |
| PP |
1,305.0 |
1,305.2 |
| S1 |
1,304.2 |
1,304.5 |
|