| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,987.0 |
2,958.0 |
-29.0 |
-1.0% |
2,962.0 |
| High |
2,992.0 |
2,966.0 |
-26.0 |
-0.9% |
2,992.0 |
| Low |
2,961.0 |
2,943.0 |
-18.0 |
-0.6% |
2,921.0 |
| Close |
2,972.0 |
2,958.0 |
-14.0 |
-0.5% |
2,972.0 |
| Range |
31.0 |
23.0 |
-8.0 |
-25.8% |
71.0 |
| ATR |
49.9 |
48.4 |
-1.5 |
-3.0% |
0.0 |
| Volume |
38 |
5,107 |
5,069 |
13,339.5% |
39,227 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.7 |
3,014.3 |
2,970.7 |
|
| R3 |
3,001.7 |
2,991.3 |
2,964.3 |
|
| R2 |
2,978.7 |
2,978.7 |
2,962.2 |
|
| R1 |
2,968.3 |
2,968.3 |
2,960.1 |
2,969.5 |
| PP |
2,955.7 |
2,955.7 |
2,955.7 |
2,956.3 |
| S1 |
2,945.3 |
2,945.3 |
2,955.9 |
2,946.5 |
| S2 |
2,932.7 |
2,932.7 |
2,953.8 |
|
| S3 |
2,909.7 |
2,922.3 |
2,951.7 |
|
| S4 |
2,886.7 |
2,899.3 |
2,945.4 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,174.7 |
3,144.3 |
3,011.1 |
|
| R3 |
3,103.7 |
3,073.3 |
2,991.5 |
|
| R2 |
3,032.7 |
3,032.7 |
2,985.0 |
|
| R1 |
3,002.3 |
3,002.3 |
2,978.5 |
3,017.5 |
| PP |
2,961.7 |
2,961.7 |
2,961.7 |
2,969.3 |
| S1 |
2,931.3 |
2,931.3 |
2,965.5 |
2,946.5 |
| S2 |
2,890.7 |
2,890.7 |
2,959.0 |
|
| S3 |
2,819.7 |
2,860.3 |
2,952.5 |
|
| S4 |
2,748.7 |
2,789.3 |
2,933.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,992.0 |
2,939.0 |
53.0 |
1.8% |
31.2 |
1.1% |
36% |
False |
False |
4,260 |
| 10 |
2,992.0 |
2,844.0 |
148.0 |
5.0% |
43.0 |
1.5% |
77% |
False |
False |
7,027 |
| 20 |
3,025.0 |
2,814.0 |
211.0 |
7.1% |
45.1 |
1.5% |
68% |
False |
False |
6,521 |
| 40 |
3,141.0 |
2,814.0 |
327.0 |
11.1% |
38.3 |
1.3% |
44% |
False |
False |
9,672 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.4% |
34.4 |
1.2% |
43% |
False |
False |
7,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.8 |
|
2.618 |
3,026.2 |
|
1.618 |
3,003.2 |
|
1.000 |
2,989.0 |
|
0.618 |
2,980.2 |
|
HIGH |
2,966.0 |
|
0.618 |
2,957.2 |
|
0.500 |
2,954.5 |
|
0.382 |
2,951.8 |
|
LOW |
2,943.0 |
|
0.618 |
2,928.8 |
|
1.000 |
2,920.0 |
|
1.618 |
2,905.8 |
|
2.618 |
2,882.8 |
|
4.250 |
2,845.3 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,956.8 |
2,967.5 |
| PP |
2,955.7 |
2,964.3 |
| S1 |
2,954.5 |
2,961.2 |
|