| 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 |
1,294.6 |
1,296.6 |
2.0 |
0.2% |
1,302.0 |
| High |
1,297.2 |
1,298.3 |
1.1 |
0.1% |
1,309.0 |
| Low |
1,288.7 |
1,290.7 |
2.0 |
0.2% |
1,292.6 |
| Close |
1,295.9 |
1,296.7 |
0.8 |
0.1% |
1,295.2 |
| Range |
8.5 |
7.6 |
-0.9 |
-10.6% |
16.4 |
| ATR |
10.3 |
10.1 |
-0.2 |
-1.9% |
0.0 |
| Volume |
7,957 |
8,225 |
268 |
3.4% |
23,678 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.0 |
1,315.0 |
1,300.9 |
|
| R3 |
1,310.4 |
1,307.4 |
1,298.8 |
|
| R2 |
1,302.8 |
1,302.8 |
1,298.1 |
|
| R1 |
1,299.8 |
1,299.8 |
1,297.4 |
1,301.3 |
| PP |
1,295.2 |
1,295.2 |
1,295.2 |
1,296.0 |
| S1 |
1,292.2 |
1,292.2 |
1,296.0 |
1,293.7 |
| S2 |
1,287.6 |
1,287.6 |
1,295.3 |
|
| S3 |
1,280.0 |
1,284.6 |
1,294.6 |
|
| S4 |
1,272.4 |
1,277.0 |
1,292.5 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.1 |
1,338.1 |
1,304.2 |
|
| R3 |
1,331.7 |
1,321.7 |
1,299.7 |
|
| R2 |
1,315.3 |
1,315.3 |
1,298.2 |
|
| R1 |
1,305.3 |
1,305.3 |
1,296.7 |
1,302.1 |
| PP |
1,298.9 |
1,298.9 |
1,298.9 |
1,297.4 |
| S1 |
1,288.9 |
1,288.9 |
1,293.7 |
1,285.7 |
| S2 |
1,282.5 |
1,282.5 |
1,292.2 |
|
| S3 |
1,266.1 |
1,272.5 |
1,290.7 |
|
| S4 |
1,249.7 |
1,256.1 |
1,286.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,307.8 |
1,288.7 |
19.1 |
1.5% |
8.3 |
0.6% |
42% |
False |
False |
5,627 |
| 10 |
1,310.5 |
1,288.7 |
21.8 |
1.7% |
8.9 |
0.7% |
37% |
False |
False |
5,912 |
| 20 |
1,312.9 |
1,274.8 |
38.1 |
2.9% |
10.1 |
0.8% |
57% |
False |
False |
4,150 |
| 40 |
1,312.9 |
1,228.9 |
84.0 |
6.5% |
10.1 |
0.8% |
81% |
False |
False |
3,247 |
| 60 |
1,312.9 |
1,215.0 |
97.9 |
7.5% |
10.3 |
0.8% |
83% |
False |
False |
3,154 |
| 80 |
1,312.9 |
1,201.6 |
111.3 |
8.6% |
10.6 |
0.8% |
85% |
False |
False |
2,626 |
| 100 |
1,312.9 |
1,201.6 |
111.3 |
8.6% |
10.4 |
0.8% |
85% |
False |
False |
2,274 |
| 120 |
1,312.9 |
1,184.8 |
128.1 |
9.9% |
10.0 |
0.8% |
87% |
False |
False |
1,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.6 |
|
2.618 |
1,318.2 |
|
1.618 |
1,310.6 |
|
1.000 |
1,305.9 |
|
0.618 |
1,303.0 |
|
HIGH |
1,298.3 |
|
0.618 |
1,295.4 |
|
0.500 |
1,294.5 |
|
0.382 |
1,293.6 |
|
LOW |
1,290.7 |
|
0.618 |
1,286.0 |
|
1.000 |
1,283.1 |
|
1.618 |
1,278.4 |
|
2.618 |
1,270.8 |
|
4.250 |
1,258.4 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,296.0 |
1,296.6 |
| PP |
1,295.2 |
1,296.5 |
| S1 |
1,294.5 |
1,296.5 |
|