| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,593.75 |
2,585.50 |
-8.25 |
-0.3% |
2,540.25 |
| High |
2,596.25 |
2,618.50 |
22.25 |
0.9% |
2,604.25 |
| Low |
2,572.50 |
2,584.50 |
12.00 |
0.5% |
2,528.50 |
| Close |
2,585.25 |
2,610.50 |
25.25 |
1.0% |
2,600.00 |
| Range |
23.75 |
34.00 |
10.25 |
43.2% |
75.75 |
| ATR |
56.57 |
54.96 |
-1.61 |
-2.8% |
0.00 |
| Volume |
7,604 |
8,530 |
926 |
12.2% |
49,355 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.50 |
2,692.50 |
2,629.25 |
|
| R3 |
2,672.50 |
2,658.50 |
2,619.75 |
|
| R2 |
2,638.50 |
2,638.50 |
2,616.75 |
|
| R1 |
2,624.50 |
2,624.50 |
2,613.50 |
2,631.50 |
| PP |
2,604.50 |
2,604.50 |
2,604.50 |
2,608.00 |
| S1 |
2,590.50 |
2,590.50 |
2,607.50 |
2,597.50 |
| S2 |
2,570.50 |
2,570.50 |
2,604.25 |
|
| S3 |
2,536.50 |
2,556.50 |
2,601.25 |
|
| S4 |
2,502.50 |
2,522.50 |
2,591.75 |
|
|
| 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 |
2,618.50 |
2,565.75 |
52.75 |
2.0% |
29.00 |
1.1% |
85% |
True |
False |
10,129 |
| 10 |
2,618.50 |
2,442.25 |
176.25 |
6.8% |
43.75 |
1.7% |
95% |
True |
False |
9,106 |
| 20 |
2,621.50 |
2,319.25 |
302.25 |
11.6% |
63.75 |
2.4% |
96% |
False |
False |
7,085 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.4% |
58.00 |
2.2% |
57% |
False |
False |
3,899 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.7% |
56.25 |
2.2% |
57% |
False |
False |
2,890 |
| 80 |
2,961.25 |
2,319.25 |
642.00 |
24.6% |
50.75 |
1.9% |
45% |
False |
False |
2,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,763.00 |
|
2.618 |
2,707.50 |
|
1.618 |
2,673.50 |
|
1.000 |
2,652.50 |
|
0.618 |
2,639.50 |
|
HIGH |
2,618.50 |
|
0.618 |
2,605.50 |
|
0.500 |
2,601.50 |
|
0.382 |
2,597.50 |
|
LOW |
2,584.50 |
|
0.618 |
2,563.50 |
|
1.000 |
2,550.50 |
|
1.618 |
2,529.50 |
|
2.618 |
2,495.50 |
|
4.250 |
2,440.00 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,607.50 |
2,605.50 |
| PP |
2,604.50 |
2,600.50 |
| S1 |
2,601.50 |
2,595.50 |
|