| 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 |
3,015.0 |
3,006.0 |
-9.0 |
-0.3% |
2,958.0 |
| High |
3,028.0 |
3,037.0 |
9.0 |
0.3% |
3,048.0 |
| Low |
3,000.0 |
3,003.0 |
3.0 |
0.1% |
2,943.0 |
| Close |
3,015.0 |
3,018.0 |
3.0 |
0.1% |
3,043.0 |
| Range |
28.0 |
34.0 |
6.0 |
21.4% |
105.0 |
| ATR |
42.8 |
42.2 |
-0.6 |
-1.5% |
0.0 |
| Volume |
65 |
5,079 |
5,014 |
7,713.8% |
12,905 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.3 |
3,103.7 |
3,036.7 |
|
| R3 |
3,087.3 |
3,069.7 |
3,027.4 |
|
| R2 |
3,053.3 |
3,053.3 |
3,024.2 |
|
| R1 |
3,035.7 |
3,035.7 |
3,021.1 |
3,044.5 |
| PP |
3,019.3 |
3,019.3 |
3,019.3 |
3,023.8 |
| S1 |
3,001.7 |
3,001.7 |
3,014.9 |
3,010.5 |
| S2 |
2,985.3 |
2,985.3 |
3,011.8 |
|
| S3 |
2,951.3 |
2,967.7 |
3,008.7 |
|
| S4 |
2,917.3 |
2,933.7 |
2,999.3 |
|
|
| 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 |
2,960.0 |
88.0 |
2.9% |
31.0 |
1.0% |
66% |
False |
False |
3,552 |
| 10 |
3,048.0 |
2,943.0 |
105.0 |
3.5% |
29.5 |
1.0% |
71% |
False |
False |
3,317 |
| 20 |
3,048.0 |
2,814.0 |
234.0 |
7.8% |
40.6 |
1.3% |
87% |
False |
False |
4,749 |
| 40 |
3,141.0 |
2,814.0 |
327.0 |
10.8% |
38.0 |
1.3% |
62% |
False |
False |
8,513 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.2% |
34.2 |
1.1% |
60% |
False |
False |
7,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,181.5 |
|
2.618 |
3,126.0 |
|
1.618 |
3,092.0 |
|
1.000 |
3,071.0 |
|
0.618 |
3,058.0 |
|
HIGH |
3,037.0 |
|
0.618 |
3,024.0 |
|
0.500 |
3,020.0 |
|
0.382 |
3,016.0 |
|
LOW |
3,003.0 |
|
0.618 |
2,982.0 |
|
1.000 |
2,969.0 |
|
1.618 |
2,948.0 |
|
2.618 |
2,914.0 |
|
4.250 |
2,858.5 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,020.0 |
3,018.5 |
| PP |
3,019.3 |
3,018.3 |
| S1 |
3,018.7 |
3,018.2 |
|