| 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 |
2,973.0 |
2,975.0 |
2.0 |
0.1% |
2,962.0 |
| High |
2,988.0 |
2,988.0 |
0.0 |
0.0% |
2,992.0 |
| Low |
2,954.0 |
2,973.0 |
19.0 |
0.6% |
2,921.0 |
| Close |
2,973.0 |
2,980.0 |
7.0 |
0.2% |
2,972.0 |
| Range |
34.0 |
15.0 |
-19.0 |
-55.9% |
71.0 |
| ATR |
47.3 |
45.0 |
-2.3 |
-4.9% |
0.0 |
| Volume |
25 |
5,191 |
5,166 |
20,664.0% |
39,227 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,025.3 |
3,017.7 |
2,988.3 |
|
| R3 |
3,010.3 |
3,002.7 |
2,984.1 |
|
| R2 |
2,995.3 |
2,995.3 |
2,982.8 |
|
| R1 |
2,987.7 |
2,987.7 |
2,981.4 |
2,991.5 |
| PP |
2,980.3 |
2,980.3 |
2,980.3 |
2,982.3 |
| S1 |
2,972.7 |
2,972.7 |
2,978.6 |
2,976.5 |
| S2 |
2,965.3 |
2,965.3 |
2,977.3 |
|
| S3 |
2,950.3 |
2,957.7 |
2,975.9 |
|
| S4 |
2,935.3 |
2,942.7 |
2,971.8 |
|
|
| 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 |
2,943.0 |
49.0 |
1.6% |
28.0 |
0.9% |
76% |
False |
False |
3,081 |
| 10 |
2,992.0 |
2,858.0 |
134.0 |
4.5% |
35.3 |
1.2% |
91% |
False |
False |
7,525 |
| 20 |
3,025.0 |
2,814.0 |
211.0 |
7.1% |
43.0 |
1.4% |
79% |
False |
False |
6,342 |
| 40 |
3,141.0 |
2,814.0 |
327.0 |
11.0% |
37.9 |
1.3% |
51% |
False |
False |
9,802 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.3% |
34.8 |
1.2% |
49% |
False |
False |
7,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,051.8 |
|
2.618 |
3,027.3 |
|
1.618 |
3,012.3 |
|
1.000 |
3,003.0 |
|
0.618 |
2,997.3 |
|
HIGH |
2,988.0 |
|
0.618 |
2,982.3 |
|
0.500 |
2,980.5 |
|
0.382 |
2,978.7 |
|
LOW |
2,973.0 |
|
0.618 |
2,963.7 |
|
1.000 |
2,958.0 |
|
1.618 |
2,948.7 |
|
2.618 |
2,933.7 |
|
4.250 |
2,909.3 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,980.5 |
2,975.2 |
| PP |
2,980.3 |
2,970.3 |
| S1 |
2,980.2 |
2,965.5 |
|