| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,618.00 |
2,642.00 |
24.00 |
0.9% |
2,593.75 |
| High |
2,650.25 |
2,683.00 |
32.75 |
1.2% |
2,683.00 |
| Low |
2,601.25 |
2,638.75 |
37.50 |
1.4% |
2,572.50 |
| Close |
2,640.50 |
2,677.50 |
37.00 |
1.4% |
2,677.50 |
| Range |
49.00 |
44.25 |
-4.75 |
-9.7% |
110.50 |
| ATR |
52.43 |
51.84 |
-0.58 |
-1.1% |
0.00 |
| Volume |
2,992 |
6,572 |
3,580 |
119.7% |
31,340 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.25 |
2,782.50 |
2,701.75 |
|
| R3 |
2,755.00 |
2,738.25 |
2,689.75 |
|
| R2 |
2,710.75 |
2,710.75 |
2,685.50 |
|
| R1 |
2,694.00 |
2,694.00 |
2,681.50 |
2,702.50 |
| PP |
2,666.50 |
2,666.50 |
2,666.50 |
2,670.50 |
| S1 |
2,649.75 |
2,649.75 |
2,673.50 |
2,658.00 |
| S2 |
2,622.25 |
2,622.25 |
2,669.50 |
|
| S3 |
2,578.00 |
2,605.50 |
2,665.25 |
|
| S4 |
2,533.75 |
2,561.25 |
2,653.25 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.75 |
2,937.25 |
2,738.25 |
|
| R3 |
2,865.25 |
2,826.75 |
2,708.00 |
|
| R2 |
2,754.75 |
2,754.75 |
2,697.75 |
|
| R1 |
2,716.25 |
2,716.25 |
2,687.75 |
2,735.50 |
| PP |
2,644.25 |
2,644.25 |
2,644.25 |
2,654.00 |
| S1 |
2,605.75 |
2,605.75 |
2,667.25 |
2,625.00 |
| S2 |
2,533.75 |
2,533.75 |
2,657.25 |
|
| S3 |
2,423.25 |
2,495.25 |
2,647.00 |
|
| S4 |
2,312.75 |
2,384.75 |
2,616.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,683.00 |
2,572.50 |
110.50 |
4.1% |
34.75 |
1.3% |
95% |
True |
False |
6,268 |
| 10 |
2,683.00 |
2,528.50 |
154.50 |
5.8% |
33.75 |
1.3% |
96% |
True |
False |
8,069 |
| 20 |
2,683.00 |
2,319.25 |
363.75 |
13.6% |
58.00 |
2.2% |
98% |
True |
False |
7,466 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.0% |
57.00 |
2.1% |
71% |
False |
False |
4,237 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.2% |
56.25 |
2.1% |
70% |
False |
False |
3,141 |
| 80 |
2,960.75 |
2,319.25 |
641.50 |
24.0% |
51.75 |
1.9% |
56% |
False |
False |
2,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.00 |
|
2.618 |
2,798.75 |
|
1.618 |
2,754.50 |
|
1.000 |
2,727.25 |
|
0.618 |
2,710.25 |
|
HIGH |
2,683.00 |
|
0.618 |
2,666.00 |
|
0.500 |
2,661.00 |
|
0.382 |
2,655.75 |
|
LOW |
2,638.75 |
|
0.618 |
2,611.50 |
|
1.000 |
2,594.50 |
|
1.618 |
2,567.25 |
|
2.618 |
2,523.00 |
|
4.250 |
2,450.75 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,672.00 |
2,665.75 |
| PP |
2,666.50 |
2,654.00 |
| S1 |
2,661.00 |
2,642.00 |
|