| Trading Metrics calculated at close of trading on 21-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
21-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,993.0 |
3,034.0 |
41.0 |
1.4% |
2,958.0 |
| High |
3,048.0 |
3,035.0 |
-13.0 |
-0.4% |
3,048.0 |
| Low |
2,993.0 |
3,027.0 |
34.0 |
1.1% |
2,943.0 |
| Close |
3,043.0 |
3,028.0 |
-15.0 |
-0.5% |
3,043.0 |
| Range |
55.0 |
8.0 |
-47.0 |
-85.5% |
105.0 |
| ATR |
46.1 |
44.0 |
-2.2 |
-4.7% |
0.0 |
| Volume |
2,517 |
10,037 |
7,520 |
298.8% |
12,905 |
|
| Daily Pivots for day following 21-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.0 |
3,049.0 |
3,032.4 |
|
| R3 |
3,046.0 |
3,041.0 |
3,030.2 |
|
| R2 |
3,038.0 |
3,038.0 |
3,029.5 |
|
| R1 |
3,033.0 |
3,033.0 |
3,028.7 |
3,031.5 |
| PP |
3,030.0 |
3,030.0 |
3,030.0 |
3,029.3 |
| S1 |
3,025.0 |
3,025.0 |
3,027.3 |
3,023.5 |
| S2 |
3,022.0 |
3,022.0 |
3,026.5 |
|
| S3 |
3,014.0 |
3,017.0 |
3,025.8 |
|
| S4 |
3,006.0 |
3,009.0 |
3,023.6 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,326.3 |
3,289.7 |
3,100.8 |
|
| R3 |
3,221.3 |
3,184.7 |
3,071.9 |
|
| R2 |
3,116.3 |
3,116.3 |
3,062.3 |
|
| R1 |
3,079.7 |
3,079.7 |
3,052.6 |
3,098.0 |
| PP |
3,011.3 |
3,011.3 |
3,011.3 |
3,020.5 |
| S1 |
2,974.7 |
2,974.7 |
3,033.4 |
2,993.0 |
| S2 |
2,906.3 |
2,906.3 |
3,023.8 |
|
| S3 |
2,801.3 |
2,869.7 |
3,014.1 |
|
| S4 |
2,696.3 |
2,764.7 |
2,985.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,048.0 |
2,954.0 |
94.0 |
3.1% |
28.4 |
0.9% |
79% |
False |
False |
3,567 |
| 10 |
3,048.0 |
2,939.0 |
109.0 |
3.6% |
29.8 |
1.0% |
82% |
False |
False |
3,913 |
| 20 |
3,048.0 |
2,814.0 |
234.0 |
7.7% |
41.8 |
1.4% |
91% |
False |
False |
5,037 |
| 40 |
3,141.0 |
2,814.0 |
327.0 |
10.8% |
37.9 |
1.3% |
65% |
False |
False |
9,192 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.2% |
34.9 |
1.2% |
63% |
False |
False |
7,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,069.0 |
|
2.618 |
3,055.9 |
|
1.618 |
3,047.9 |
|
1.000 |
3,043.0 |
|
0.618 |
3,039.9 |
|
HIGH |
3,035.0 |
|
0.618 |
3,031.9 |
|
0.500 |
3,031.0 |
|
0.382 |
3,030.1 |
|
LOW |
3,027.0 |
|
0.618 |
3,022.1 |
|
1.000 |
3,019.0 |
|
1.618 |
3,014.1 |
|
2.618 |
3,006.1 |
|
4.250 |
2,993.0 |
|
|
| Fisher Pivots for day following 21-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,031.0 |
3,020.0 |
| PP |
3,030.0 |
3,012.0 |
| S1 |
3,029.0 |
3,004.0 |
|