| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,044.0 |
3,055.0 |
11.0 |
0.4% |
3,034.0 |
| High |
3,075.0 |
3,063.0 |
-12.0 |
-0.4% |
3,075.0 |
| Low |
3,044.0 |
3,038.0 |
-6.0 |
-0.2% |
3,000.0 |
| Close |
3,071.0 |
3,043.0 |
-28.0 |
-0.9% |
3,071.0 |
| Range |
31.0 |
25.0 |
-6.0 |
-19.4% |
75.0 |
| ATR |
41.0 |
40.4 |
-0.6 |
-1.4% |
0.0 |
| Volume |
2,129 |
1,044 |
-1,085 |
-51.0% |
17,835 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.0 |
3,108.0 |
3,056.8 |
|
| R3 |
3,098.0 |
3,083.0 |
3,049.9 |
|
| R2 |
3,073.0 |
3,073.0 |
3,047.6 |
|
| R1 |
3,058.0 |
3,058.0 |
3,045.3 |
3,053.0 |
| PP |
3,048.0 |
3,048.0 |
3,048.0 |
3,045.5 |
| S1 |
3,033.0 |
3,033.0 |
3,040.7 |
3,028.0 |
| S2 |
3,023.0 |
3,023.0 |
3,038.4 |
|
| S3 |
2,998.0 |
3,008.0 |
3,036.1 |
|
| S4 |
2,973.0 |
2,983.0 |
3,029.3 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,273.7 |
3,247.3 |
3,112.3 |
|
| R3 |
3,198.7 |
3,172.3 |
3,091.6 |
|
| R2 |
3,123.7 |
3,123.7 |
3,084.8 |
|
| R1 |
3,097.3 |
3,097.3 |
3,077.9 |
3,110.5 |
| PP |
3,048.7 |
3,048.7 |
3,048.7 |
3,055.3 |
| S1 |
3,022.3 |
3,022.3 |
3,064.1 |
3,035.5 |
| S2 |
2,973.7 |
2,973.7 |
3,057.3 |
|
| S3 |
2,898.7 |
2,947.3 |
3,050.4 |
|
| S4 |
2,823.7 |
2,872.3 |
3,029.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,075.0 |
3,000.0 |
75.0 |
2.5% |
28.6 |
0.9% |
57% |
False |
False |
1,768 |
| 10 |
3,075.0 |
2,954.0 |
121.0 |
4.0% |
28.5 |
0.9% |
74% |
False |
False |
2,667 |
| 20 |
3,075.0 |
2,844.0 |
231.0 |
7.6% |
35.8 |
1.2% |
86% |
False |
False |
4,847 |
| 40 |
3,141.0 |
2,814.0 |
327.0 |
10.7% |
38.7 |
1.3% |
70% |
False |
False |
8,297 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.1% |
32.9 |
1.1% |
68% |
False |
False |
7,239 |
| 80 |
3,313.0 |
2,814.0 |
499.0 |
16.4% |
34.1 |
1.1% |
46% |
False |
False |
6,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,169.3 |
|
2.618 |
3,128.5 |
|
1.618 |
3,103.5 |
|
1.000 |
3,088.0 |
|
0.618 |
3,078.5 |
|
HIGH |
3,063.0 |
|
0.618 |
3,053.5 |
|
0.500 |
3,050.5 |
|
0.382 |
3,047.6 |
|
LOW |
3,038.0 |
|
0.618 |
3,022.6 |
|
1.000 |
3,013.0 |
|
1.618 |
2,997.6 |
|
2.618 |
2,972.6 |
|
4.250 |
2,931.8 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,050.5 |
3,045.5 |
| PP |
3,048.0 |
3,044.7 |
| S1 |
3,045.5 |
3,043.8 |
|