| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,655.25 |
2,687.25 |
32.00 |
1.2% |
2,677.75 |
| High |
2,694.75 |
2,718.00 |
23.25 |
0.9% |
2,678.75 |
| Low |
2,641.50 |
2,681.25 |
39.75 |
1.5% |
2,618.00 |
| Close |
2,687.75 |
2,709.75 |
22.00 |
0.8% |
2,669.00 |
| Range |
53.25 |
36.75 |
-16.50 |
-31.0% |
60.75 |
| ATR |
46.48 |
45.79 |
-0.70 |
-1.5% |
0.00 |
| Volume |
7,795 |
6,449 |
-1,346 |
-17.3% |
19,325 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.25 |
2,798.25 |
2,730.00 |
|
| R3 |
2,776.50 |
2,761.50 |
2,719.75 |
|
| R2 |
2,739.75 |
2,739.75 |
2,716.50 |
|
| R1 |
2,724.75 |
2,724.75 |
2,713.00 |
2,732.25 |
| PP |
2,703.00 |
2,703.00 |
2,703.00 |
2,706.75 |
| S1 |
2,688.00 |
2,688.00 |
2,706.50 |
2,695.50 |
| S2 |
2,666.25 |
2,666.25 |
2,703.00 |
|
| S3 |
2,629.50 |
2,651.25 |
2,699.75 |
|
| S4 |
2,592.75 |
2,614.50 |
2,689.50 |
|
|
| 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 |
2,718.00 |
2,627.75 |
90.25 |
3.3% |
38.00 |
1.4% |
91% |
True |
False |
6,439 |
| 10 |
2,718.00 |
2,601.25 |
116.75 |
4.3% |
40.00 |
1.5% |
93% |
True |
False |
5,266 |
| 20 |
2,718.00 |
2,442.25 |
275.75 |
10.2% |
39.75 |
1.5% |
97% |
True |
False |
7,251 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
18.7% |
56.75 |
2.1% |
77% |
False |
False |
5,266 |
| 60 |
2,833.25 |
2,319.25 |
514.00 |
19.0% |
52.75 |
1.9% |
76% |
False |
False |
3,674 |
| 80 |
2,933.00 |
2,319.25 |
613.75 |
22.6% |
53.75 |
2.0% |
64% |
False |
False |
2,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,874.25 |
|
2.618 |
2,814.25 |
|
1.618 |
2,777.50 |
|
1.000 |
2,754.75 |
|
0.618 |
2,740.75 |
|
HIGH |
2,718.00 |
|
0.618 |
2,704.00 |
|
0.500 |
2,699.50 |
|
0.382 |
2,695.25 |
|
LOW |
2,681.25 |
|
0.618 |
2,658.50 |
|
1.000 |
2,644.50 |
|
1.618 |
2,621.75 |
|
2.618 |
2,585.00 |
|
4.250 |
2,525.00 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,706.50 |
2,698.50 |
| PP |
2,703.00 |
2,687.25 |
| S1 |
2,699.50 |
2,676.00 |
|