| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,641.75 |
2,668.25 |
26.50 |
1.0% |
2,677.75 |
| High |
2,677.50 |
2,668.75 |
-8.75 |
-0.3% |
2,678.75 |
| Low |
2,640.00 |
2,627.75 |
-12.25 |
-0.5% |
2,618.00 |
| Close |
2,669.00 |
2,647.00 |
-22.00 |
-0.8% |
2,669.00 |
| Range |
37.50 |
41.00 |
3.50 |
9.3% |
60.75 |
| ATR |
48.40 |
47.88 |
-0.51 |
-1.1% |
0.00 |
| Volume |
8,417 |
6,860 |
-1,557 |
-18.5% |
19,325 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.75 |
2,750.00 |
2,669.50 |
|
| R3 |
2,729.75 |
2,709.00 |
2,658.25 |
|
| R2 |
2,688.75 |
2,688.75 |
2,654.50 |
|
| R1 |
2,668.00 |
2,668.00 |
2,650.75 |
2,658.00 |
| PP |
2,647.75 |
2,647.75 |
2,647.75 |
2,642.75 |
| S1 |
2,627.00 |
2,627.00 |
2,643.25 |
2,617.00 |
| S2 |
2,606.75 |
2,606.75 |
2,639.50 |
|
| S3 |
2,565.75 |
2,586.00 |
2,635.75 |
|
| S4 |
2,524.75 |
2,545.00 |
2,624.50 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.50 |
2,814.00 |
2,702.50 |
|
| R3 |
2,776.75 |
2,753.25 |
2,685.75 |
|
| R2 |
2,716.00 |
2,716.00 |
2,680.25 |
|
| R1 |
2,692.50 |
2,692.50 |
2,674.50 |
2,674.00 |
| PP |
2,655.25 |
2,655.25 |
2,655.25 |
2,646.00 |
| S1 |
2,631.75 |
2,631.75 |
2,663.50 |
2,613.00 |
| S2 |
2,594.50 |
2,594.50 |
2,657.75 |
|
| S3 |
2,533.75 |
2,571.00 |
2,652.25 |
|
| S4 |
2,473.00 |
2,510.25 |
2,635.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,678.75 |
2,618.00 |
60.75 |
2.3% |
39.25 |
1.5% |
48% |
False |
False |
5,237 |
| 10 |
2,683.00 |
2,572.50 |
110.50 |
4.2% |
37.00 |
1.4% |
67% |
False |
False |
5,752 |
| 20 |
2,683.00 |
2,442.25 |
240.75 |
9.1% |
41.50 |
1.6% |
85% |
False |
False |
7,138 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.2% |
57.00 |
2.2% |
65% |
False |
False |
4,853 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.4% |
53.25 |
2.0% |
64% |
False |
False |
3,401 |
| 80 |
2,960.75 |
2,319.25 |
641.50 |
24.2% |
53.00 |
2.0% |
51% |
False |
False |
2,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.00 |
|
2.618 |
2,776.00 |
|
1.618 |
2,735.00 |
|
1.000 |
2,709.75 |
|
0.618 |
2,694.00 |
|
HIGH |
2,668.75 |
|
0.618 |
2,653.00 |
|
0.500 |
2,648.25 |
|
0.382 |
2,643.50 |
|
LOW |
2,627.75 |
|
0.618 |
2,602.50 |
|
1.000 |
2,586.75 |
|
1.618 |
2,561.50 |
|
2.618 |
2,520.50 |
|
4.250 |
2,453.50 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.25 |
2,652.50 |
| PP |
2,647.75 |
2,650.75 |
| S1 |
2,647.50 |
2,649.00 |
|