| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,635.75 |
2,639.75 |
4.00 |
0.2% |
2,593.75 |
| High |
2,659.00 |
2,652.25 |
-6.75 |
-0.3% |
2,683.00 |
| Low |
2,618.00 |
2,631.50 |
13.50 |
0.5% |
2,572.50 |
| Close |
2,643.75 |
2,639.25 |
-4.50 |
-0.2% |
2,677.50 |
| Range |
41.00 |
20.75 |
-20.25 |
-49.4% |
110.50 |
| ATR |
51.36 |
49.18 |
-2.19 |
-4.3% |
0.00 |
| Volume |
2,341 |
4,399 |
2,058 |
87.9% |
31,340 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.25 |
2,692.00 |
2,650.75 |
|
| R3 |
2,682.50 |
2,671.25 |
2,645.00 |
|
| R2 |
2,661.75 |
2,661.75 |
2,643.00 |
|
| R1 |
2,650.50 |
2,650.50 |
2,641.25 |
2,645.75 |
| PP |
2,641.00 |
2,641.00 |
2,641.00 |
2,638.50 |
| S1 |
2,629.75 |
2,629.75 |
2,637.25 |
2,625.00 |
| S2 |
2,620.25 |
2,620.25 |
2,635.50 |
|
| S3 |
2,599.50 |
2,609.00 |
2,633.50 |
|
| S4 |
2,578.75 |
2,588.25 |
2,627.75 |
|
|
| 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% |
42.25 |
1.6% |
46% |
False |
False |
4,094 |
| 10 |
2,683.00 |
2,565.75 |
117.25 |
4.4% |
35.00 |
1.3% |
63% |
False |
False |
6,465 |
| 20 |
2,683.00 |
2,319.25 |
363.75 |
13.8% |
50.50 |
1.9% |
88% |
False |
False |
7,159 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.2% |
57.00 |
2.2% |
63% |
False |
False |
4,503 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.5% |
54.75 |
2.1% |
62% |
False |
False |
3,237 |
| 80 |
2,960.75 |
2,319.25 |
641.50 |
24.3% |
52.50 |
2.0% |
50% |
False |
False |
2,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.50 |
|
2.618 |
2,706.50 |
|
1.618 |
2,685.75 |
|
1.000 |
2,673.00 |
|
0.618 |
2,665.00 |
|
HIGH |
2,652.25 |
|
0.618 |
2,644.25 |
|
0.500 |
2,642.00 |
|
0.382 |
2,639.50 |
|
LOW |
2,631.50 |
|
0.618 |
2,618.75 |
|
1.000 |
2,610.75 |
|
1.618 |
2,598.00 |
|
2.618 |
2,577.25 |
|
4.250 |
2,543.25 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.00 |
2,648.50 |
| PP |
2,641.00 |
2,645.25 |
| S1 |
2,640.00 |
2,642.25 |
|