| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,642.00 |
2,677.75 |
35.75 |
1.4% |
2,593.75 |
| High |
2,683.00 |
2,678.75 |
-4.25 |
-0.2% |
2,683.00 |
| Low |
2,638.75 |
2,622.50 |
-16.25 |
-0.6% |
2,572.50 |
| Close |
2,677.50 |
2,637.25 |
-40.25 |
-1.5% |
2,677.50 |
| Range |
44.25 |
56.25 |
12.00 |
27.1% |
110.50 |
| ATR |
51.84 |
52.16 |
0.31 |
0.6% |
0.00 |
| Volume |
6,572 |
4,168 |
-2,404 |
-36.6% |
31,340 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.00 |
2,782.25 |
2,668.25 |
|
| R3 |
2,758.75 |
2,726.00 |
2,652.75 |
|
| R2 |
2,702.50 |
2,702.50 |
2,647.50 |
|
| R1 |
2,669.75 |
2,669.75 |
2,642.50 |
2,658.00 |
| PP |
2,646.25 |
2,646.25 |
2,646.25 |
2,640.25 |
| S1 |
2,613.50 |
2,613.50 |
2,632.00 |
2,601.75 |
| S2 |
2,590.00 |
2,590.00 |
2,627.00 |
|
| S3 |
2,533.75 |
2,557.25 |
2,621.75 |
|
| S4 |
2,477.50 |
2,501.00 |
2,606.25 |
|
|
| 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 |
2,584.50 |
98.50 |
3.7% |
41.25 |
1.6% |
54% |
False |
False |
5,580 |
| 10 |
2,683.00 |
2,553.00 |
130.00 |
4.9% |
35.00 |
1.3% |
65% |
False |
False |
7,448 |
| 20 |
2,683.00 |
2,319.25 |
363.75 |
13.8% |
57.00 |
2.2% |
87% |
False |
False |
7,454 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.2% |
57.00 |
2.2% |
63% |
False |
False |
4,338 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.5% |
56.25 |
2.1% |
62% |
False |
False |
3,140 |
| 80 |
2,960.75 |
2,319.25 |
641.50 |
24.3% |
52.25 |
2.0% |
50% |
False |
False |
2,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,917.75 |
|
2.618 |
2,826.00 |
|
1.618 |
2,769.75 |
|
1.000 |
2,735.00 |
|
0.618 |
2,713.50 |
|
HIGH |
2,678.75 |
|
0.618 |
2,657.25 |
|
0.500 |
2,650.50 |
|
0.382 |
2,644.00 |
|
LOW |
2,622.50 |
|
0.618 |
2,587.75 |
|
1.000 |
2,566.25 |
|
1.618 |
2,531.50 |
|
2.618 |
2,475.25 |
|
4.250 |
2,383.50 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,650.50 |
2,642.00 |
| PP |
2,646.25 |
2,640.50 |
| S1 |
2,641.75 |
2,639.00 |
|