| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,055.0 |
3,048.0 |
-7.0 |
-0.2% |
3,034.0 |
| High |
3,063.0 |
3,072.0 |
9.0 |
0.3% |
3,075.0 |
| Low |
3,038.0 |
3,045.0 |
7.0 |
0.2% |
3,000.0 |
| Close |
3,043.0 |
3,060.0 |
17.0 |
0.6% |
3,071.0 |
| Range |
25.0 |
27.0 |
2.0 |
8.0% |
75.0 |
| ATR |
40.4 |
39.6 |
-0.8 |
-2.0% |
0.0 |
| Volume |
1,044 |
227 |
-817 |
-78.3% |
17,835 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,140.0 |
3,127.0 |
3,074.9 |
|
| R3 |
3,113.0 |
3,100.0 |
3,067.4 |
|
| R2 |
3,086.0 |
3,086.0 |
3,065.0 |
|
| R1 |
3,073.0 |
3,073.0 |
3,062.5 |
3,079.5 |
| PP |
3,059.0 |
3,059.0 |
3,059.0 |
3,062.3 |
| S1 |
3,046.0 |
3,046.0 |
3,057.5 |
3,052.5 |
| S2 |
3,032.0 |
3,032.0 |
3,055.1 |
|
| S3 |
3,005.0 |
3,019.0 |
3,052.6 |
|
| S4 |
2,978.0 |
2,992.0 |
3,045.2 |
|
|
| 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 |
3,003.0 |
72.0 |
2.4% |
28.4 |
0.9% |
79% |
False |
False |
1,800 |
| 10 |
3,075.0 |
2,960.0 |
115.0 |
3.8% |
27.8 |
0.9% |
87% |
False |
False |
2,687 |
| 20 |
3,075.0 |
2,844.0 |
231.0 |
7.5% |
34.7 |
1.1% |
94% |
False |
False |
4,854 |
| 40 |
3,141.0 |
2,814.0 |
327.0 |
10.7% |
38.8 |
1.3% |
75% |
False |
False |
8,302 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.0% |
33.0 |
1.1% |
73% |
False |
False |
7,202 |
| 80 |
3,313.0 |
2,814.0 |
499.0 |
16.3% |
34.4 |
1.1% |
49% |
False |
False |
6,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,186.8 |
|
2.618 |
3,142.7 |
|
1.618 |
3,115.7 |
|
1.000 |
3,099.0 |
|
0.618 |
3,088.7 |
|
HIGH |
3,072.0 |
|
0.618 |
3,061.7 |
|
0.500 |
3,058.5 |
|
0.382 |
3,055.3 |
|
LOW |
3,045.0 |
|
0.618 |
3,028.3 |
|
1.000 |
3,018.0 |
|
1.618 |
3,001.3 |
|
2.618 |
2,974.3 |
|
4.250 |
2,930.3 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,059.5 |
3,058.8 |
| PP |
3,059.0 |
3,057.7 |
| S1 |
3,058.5 |
3,056.5 |
|