| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,612.75 |
2,618.00 |
5.25 |
0.2% |
2,540.25 |
| High |
2,631.50 |
2,650.25 |
18.75 |
0.7% |
2,604.25 |
| Low |
2,608.25 |
2,601.25 |
-7.00 |
-0.3% |
2,528.50 |
| Close |
2,618.50 |
2,640.50 |
22.00 |
0.8% |
2,600.00 |
| Range |
23.25 |
49.00 |
25.75 |
110.8% |
75.75 |
| ATR |
52.69 |
52.43 |
-0.26 |
-0.5% |
0.00 |
| Volume |
5,642 |
2,992 |
-2,650 |
-47.0% |
49,355 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.75 |
2,758.00 |
2,667.50 |
|
| R3 |
2,728.75 |
2,709.00 |
2,654.00 |
|
| R2 |
2,679.75 |
2,679.75 |
2,649.50 |
|
| R1 |
2,660.00 |
2,660.00 |
2,645.00 |
2,670.00 |
| PP |
2,630.75 |
2,630.75 |
2,630.75 |
2,635.50 |
| S1 |
2,611.00 |
2,611.00 |
2,636.00 |
2,621.00 |
| S2 |
2,581.75 |
2,581.75 |
2,631.50 |
|
| S3 |
2,532.75 |
2,562.00 |
2,627.00 |
|
| S4 |
2,483.75 |
2,513.00 |
2,613.50 |
|
|
| 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 |
2,650.25 |
2,572.50 |
77.75 |
2.9% |
30.00 |
1.1% |
87% |
True |
False |
5,800 |
| 10 |
2,650.25 |
2,442.25 |
208.00 |
7.9% |
39.25 |
1.5% |
95% |
True |
False |
8,501 |
| 20 |
2,650.25 |
2,319.25 |
331.00 |
12.5% |
60.75 |
2.3% |
97% |
True |
False |
7,321 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.2% |
57.50 |
2.2% |
63% |
False |
False |
4,078 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.5% |
56.25 |
2.1% |
63% |
False |
False |
3,031 |
| 80 |
2,960.75 |
2,319.25 |
641.50 |
24.3% |
51.25 |
1.9% |
50% |
False |
False |
2,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.50 |
|
2.618 |
2,778.50 |
|
1.618 |
2,729.50 |
|
1.000 |
2,699.25 |
|
0.618 |
2,680.50 |
|
HIGH |
2,650.25 |
|
0.618 |
2,631.50 |
|
0.500 |
2,625.75 |
|
0.382 |
2,620.00 |
|
LOW |
2,601.25 |
|
0.618 |
2,571.00 |
|
1.000 |
2,552.25 |
|
1.618 |
2,522.00 |
|
2.618 |
2,473.00 |
|
4.250 |
2,393.00 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,635.50 |
2,632.75 |
| PP |
2,630.75 |
2,625.00 |
| S1 |
2,625.75 |
2,617.50 |
|