| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,643.75 |
2,655.25 |
11.50 |
0.4% |
2,677.75 |
| High |
2,655.00 |
2,694.75 |
39.75 |
1.5% |
2,678.75 |
| Low |
2,634.00 |
2,641.50 |
7.50 |
0.3% |
2,618.00 |
| Close |
2,645.50 |
2,687.75 |
42.25 |
1.6% |
2,669.00 |
| Range |
21.00 |
53.25 |
32.25 |
153.6% |
60.75 |
| ATR |
45.96 |
46.48 |
0.52 |
1.1% |
0.00 |
| Volume |
2,676 |
7,795 |
5,119 |
191.3% |
19,325 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.50 |
2,814.25 |
2,717.00 |
|
| R3 |
2,781.25 |
2,761.00 |
2,702.50 |
|
| R2 |
2,728.00 |
2,728.00 |
2,697.50 |
|
| R1 |
2,707.75 |
2,707.75 |
2,692.75 |
2,718.00 |
| PP |
2,674.75 |
2,674.75 |
2,674.75 |
2,679.75 |
| S1 |
2,654.50 |
2,654.50 |
2,682.75 |
2,664.50 |
| S2 |
2,621.50 |
2,621.50 |
2,678.00 |
|
| S3 |
2,568.25 |
2,601.25 |
2,673.00 |
|
| S4 |
2,515.00 |
2,548.00 |
2,658.50 |
|
|
| 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 |
2,694.75 |
2,627.75 |
67.00 |
2.5% |
34.75 |
1.3% |
90% |
True |
False |
6,029 |
| 10 |
2,694.75 |
2,601.25 |
93.50 |
3.5% |
38.75 |
1.4% |
93% |
True |
False |
5,186 |
| 20 |
2,694.75 |
2,442.25 |
252.50 |
9.4% |
41.25 |
1.5% |
97% |
True |
False |
7,146 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
18.9% |
56.50 |
2.1% |
73% |
False |
False |
5,110 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.1% |
52.75 |
2.0% |
72% |
False |
False |
3,567 |
| 80 |
2,940.50 |
2,319.25 |
621.25 |
23.1% |
53.50 |
2.0% |
59% |
False |
False |
2,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.00 |
|
2.618 |
2,834.25 |
|
1.618 |
2,781.00 |
|
1.000 |
2,748.00 |
|
0.618 |
2,727.75 |
|
HIGH |
2,694.75 |
|
0.618 |
2,674.50 |
|
0.500 |
2,668.00 |
|
0.382 |
2,661.75 |
|
LOW |
2,641.50 |
|
0.618 |
2,608.50 |
|
1.000 |
2,588.25 |
|
1.618 |
2,555.25 |
|
2.618 |
2,502.00 |
|
4.250 |
2,415.25 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,681.25 |
2,679.00 |
| PP |
2,674.75 |
2,670.00 |
| S1 |
2,668.00 |
2,661.25 |
|