| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,058.0 |
3,084.0 |
26.0 |
0.9% |
3,034.0 |
| High |
3,083.0 |
3,091.0 |
8.0 |
0.3% |
3,075.0 |
| Low |
3,058.0 |
3,046.0 |
-12.0 |
-0.4% |
3,000.0 |
| Close |
3,064.0 |
3,068.0 |
4.0 |
0.1% |
3,071.0 |
| Range |
25.0 |
45.0 |
20.0 |
80.0% |
75.0 |
| ATR |
38.5 |
39.0 |
0.5 |
1.2% |
0.0 |
| Volume |
198,986 |
6,152 |
-192,834 |
-96.9% |
17,835 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,203.3 |
3,180.7 |
3,092.8 |
|
| R3 |
3,158.3 |
3,135.7 |
3,080.4 |
|
| R2 |
3,113.3 |
3,113.3 |
3,076.3 |
|
| R1 |
3,090.7 |
3,090.7 |
3,072.1 |
3,079.5 |
| PP |
3,068.3 |
3,068.3 |
3,068.3 |
3,062.8 |
| S1 |
3,045.7 |
3,045.7 |
3,063.9 |
3,034.5 |
| S2 |
3,023.3 |
3,023.3 |
3,059.8 |
|
| S3 |
2,978.3 |
3,000.7 |
3,055.6 |
|
| S4 |
2,933.3 |
2,955.7 |
3,043.3 |
|
|
| 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 |
3,091.0 |
3,038.0 |
53.0 |
1.7% |
30.6 |
1.0% |
57% |
True |
False |
41,707 |
| 10 |
3,091.0 |
2,993.0 |
98.0 |
3.2% |
30.3 |
1.0% |
77% |
True |
False |
22,676 |
| 20 |
3,091.0 |
2,881.0 |
210.0 |
6.8% |
32.9 |
1.1% |
89% |
True |
False |
14,912 |
| 40 |
3,141.0 |
2,814.0 |
327.0 |
10.7% |
39.3 |
1.3% |
78% |
False |
False |
13,143 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.0% |
33.5 |
1.1% |
75% |
False |
False |
10,459 |
| 80 |
3,269.0 |
2,814.0 |
455.0 |
14.8% |
34.9 |
1.1% |
56% |
False |
False |
9,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,282.3 |
|
2.618 |
3,208.8 |
|
1.618 |
3,163.8 |
|
1.000 |
3,136.0 |
|
0.618 |
3,118.8 |
|
HIGH |
3,091.0 |
|
0.618 |
3,073.8 |
|
0.500 |
3,068.5 |
|
0.382 |
3,063.2 |
|
LOW |
3,046.0 |
|
0.618 |
3,018.2 |
|
1.000 |
3,001.0 |
|
1.618 |
2,973.2 |
|
2.618 |
2,928.2 |
|
4.250 |
2,854.8 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,068.5 |
3,068.0 |
| PP |
3,068.3 |
3,068.0 |
| S1 |
3,068.2 |
3,068.0 |
|