| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,585.50 |
2,612.75 |
27.25 |
1.1% |
2,540.25 |
| High |
2,618.50 |
2,631.50 |
13.00 |
0.5% |
2,604.25 |
| Low |
2,584.50 |
2,608.25 |
23.75 |
0.9% |
2,528.50 |
| Close |
2,610.50 |
2,618.50 |
8.00 |
0.3% |
2,600.00 |
| Range |
34.00 |
23.25 |
-10.75 |
-31.6% |
75.75 |
| ATR |
54.96 |
52.69 |
-2.26 |
-4.1% |
0.00 |
| Volume |
8,530 |
5,642 |
-2,888 |
-33.9% |
49,355 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.25 |
2,677.00 |
2,631.25 |
|
| R3 |
2,666.00 |
2,653.75 |
2,625.00 |
|
| R2 |
2,642.75 |
2,642.75 |
2,622.75 |
|
| R1 |
2,630.50 |
2,630.50 |
2,620.75 |
2,636.50 |
| PP |
2,619.50 |
2,619.50 |
2,619.50 |
2,622.50 |
| S1 |
2,607.25 |
2,607.25 |
2,616.25 |
2,613.50 |
| S2 |
2,596.25 |
2,596.25 |
2,614.25 |
|
| S3 |
2,573.00 |
2,584.00 |
2,612.00 |
|
| S4 |
2,549.75 |
2,560.75 |
2,605.75 |
|
|
| 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 |
2,631.50 |
2,565.75 |
65.75 |
2.5% |
28.00 |
1.1% |
80% |
True |
False |
8,837 |
| 10 |
2,631.50 |
2,442.25 |
189.25 |
7.2% |
39.25 |
1.5% |
93% |
True |
False |
9,236 |
| 20 |
2,631.50 |
2,319.25 |
312.25 |
11.9% |
60.75 |
2.3% |
96% |
True |
False |
7,264 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.4% |
57.25 |
2.2% |
59% |
False |
False |
4,039 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.6% |
56.00 |
2.1% |
58% |
False |
False |
2,982 |
| 80 |
2,961.25 |
2,319.25 |
642.00 |
24.5% |
50.75 |
1.9% |
47% |
False |
False |
2,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.25 |
|
2.618 |
2,692.25 |
|
1.618 |
2,669.00 |
|
1.000 |
2,654.75 |
|
0.618 |
2,645.75 |
|
HIGH |
2,631.50 |
|
0.618 |
2,622.50 |
|
0.500 |
2,620.00 |
|
0.382 |
2,617.25 |
|
LOW |
2,608.25 |
|
0.618 |
2,594.00 |
|
1.000 |
2,585.00 |
|
1.618 |
2,570.75 |
|
2.618 |
2,547.50 |
|
4.250 |
2,509.50 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,620.00 |
2,613.00 |
| PP |
2,619.50 |
2,607.50 |
| S1 |
2,619.00 |
2,602.00 |
|