| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,677.75 |
2,635.75 |
-42.00 |
-1.6% |
2,593.75 |
| High |
2,678.75 |
2,659.00 |
-19.75 |
-0.7% |
2,683.00 |
| Low |
2,622.50 |
2,618.00 |
-4.50 |
-0.2% |
2,572.50 |
| Close |
2,637.25 |
2,643.75 |
6.50 |
0.2% |
2,677.50 |
| Range |
56.25 |
41.00 |
-15.25 |
-27.1% |
110.50 |
| ATR |
52.16 |
51.36 |
-0.80 |
-1.5% |
0.00 |
| Volume |
4,168 |
2,341 |
-1,827 |
-43.8% |
31,340 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.25 |
2,744.50 |
2,666.25 |
|
| R3 |
2,722.25 |
2,703.50 |
2,655.00 |
|
| R2 |
2,681.25 |
2,681.25 |
2,651.25 |
|
| R1 |
2,662.50 |
2,662.50 |
2,647.50 |
2,672.00 |
| PP |
2,640.25 |
2,640.25 |
2,640.25 |
2,645.00 |
| S1 |
2,621.50 |
2,621.50 |
2,640.00 |
2,631.00 |
| S2 |
2,599.25 |
2,599.25 |
2,636.25 |
|
| S3 |
2,558.25 |
2,580.50 |
2,632.50 |
|
| S4 |
2,517.25 |
2,539.50 |
2,621.25 |
|
|
| 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 |
2,601.25 |
81.75 |
3.1% |
42.75 |
1.6% |
52% |
False |
False |
4,343 |
| 10 |
2,683.00 |
2,565.75 |
117.25 |
4.4% |
35.75 |
1.4% |
67% |
False |
False |
7,236 |
| 20 |
2,683.00 |
2,319.25 |
363.75 |
13.8% |
54.25 |
2.1% |
89% |
False |
False |
7,206 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.2% |
57.00 |
2.2% |
64% |
False |
False |
4,394 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.4% |
55.50 |
2.1% |
63% |
False |
False |
3,167 |
| 80 |
2,960.75 |
2,319.25 |
641.50 |
24.3% |
52.50 |
2.0% |
51% |
False |
False |
2,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,833.25 |
|
2.618 |
2,766.25 |
|
1.618 |
2,725.25 |
|
1.000 |
2,700.00 |
|
0.618 |
2,684.25 |
|
HIGH |
2,659.00 |
|
0.618 |
2,643.25 |
|
0.500 |
2,638.50 |
|
0.382 |
2,633.75 |
|
LOW |
2,618.00 |
|
0.618 |
2,592.75 |
|
1.000 |
2,577.00 |
|
1.618 |
2,551.75 |
|
2.618 |
2,510.75 |
|
4.250 |
2,443.75 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.00 |
2,650.50 |
| PP |
2,640.25 |
2,648.25 |
| S1 |
2,638.50 |
2,646.00 |
|