| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,598.00 |
2,593.75 |
-4.25 |
-0.2% |
2,540.25 |
| High |
2,602.25 |
2,596.25 |
-6.00 |
-0.2% |
2,604.25 |
| Low |
2,582.25 |
2,572.50 |
-9.75 |
-0.4% |
2,528.50 |
| Close |
2,600.00 |
2,585.25 |
-14.75 |
-0.6% |
2,600.00 |
| Range |
20.00 |
23.75 |
3.75 |
18.8% |
75.75 |
| ATR |
58.81 |
56.57 |
-2.24 |
-3.8% |
0.00 |
| Volume |
4,235 |
7,604 |
3,369 |
79.6% |
49,355 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.00 |
2,644.25 |
2,598.25 |
|
| R3 |
2,632.25 |
2,620.50 |
2,591.75 |
|
| R2 |
2,608.50 |
2,608.50 |
2,589.50 |
|
| R1 |
2,596.75 |
2,596.75 |
2,587.50 |
2,590.75 |
| PP |
2,584.75 |
2,584.75 |
2,584.75 |
2,581.50 |
| S1 |
2,573.00 |
2,573.00 |
2,583.00 |
2,567.00 |
| S2 |
2,561.00 |
2,561.00 |
2,581.00 |
|
| S3 |
2,537.25 |
2,549.25 |
2,578.75 |
|
| S4 |
2,513.50 |
2,525.50 |
2,572.25 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.75 |
2,778.25 |
2,641.75 |
|
| R3 |
2,729.00 |
2,702.50 |
2,620.75 |
|
| R2 |
2,653.25 |
2,653.25 |
2,614.00 |
|
| R1 |
2,626.75 |
2,626.75 |
2,607.00 |
2,640.00 |
| PP |
2,577.50 |
2,577.50 |
2,577.50 |
2,584.25 |
| S1 |
2,551.00 |
2,551.00 |
2,593.00 |
2,564.25 |
| S2 |
2,501.75 |
2,501.75 |
2,586.00 |
|
| S3 |
2,426.00 |
2,475.25 |
2,579.25 |
|
| S4 |
2,350.25 |
2,399.50 |
2,558.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,604.25 |
2,553.00 |
51.25 |
2.0% |
28.75 |
1.1% |
63% |
False |
False |
9,316 |
| 10 |
2,604.25 |
2,442.25 |
162.00 |
6.3% |
43.25 |
1.7% |
88% |
False |
False |
8,578 |
| 20 |
2,658.50 |
2,319.25 |
339.25 |
13.1% |
64.75 |
2.5% |
78% |
False |
False |
6,895 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.6% |
58.75 |
2.3% |
52% |
False |
False |
3,692 |
| 60 |
2,840.00 |
2,319.25 |
520.75 |
20.1% |
56.50 |
2.2% |
51% |
False |
False |
2,748 |
| 80 |
2,961.25 |
2,319.25 |
642.00 |
24.8% |
50.25 |
1.9% |
41% |
False |
False |
2,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.25 |
|
2.618 |
2,658.50 |
|
1.618 |
2,634.75 |
|
1.000 |
2,620.00 |
|
0.618 |
2,611.00 |
|
HIGH |
2,596.25 |
|
0.618 |
2,587.25 |
|
0.500 |
2,584.50 |
|
0.382 |
2,581.50 |
|
LOW |
2,572.50 |
|
0.618 |
2,557.75 |
|
1.000 |
2,548.75 |
|
1.618 |
2,534.00 |
|
2.618 |
2,510.25 |
|
4.250 |
2,471.50 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,585.00 |
2,585.25 |
| PP |
2,584.75 |
2,585.00 |
| S1 |
2,584.50 |
2,585.00 |
|