| 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 |
6,773.5 |
6,730.0 |
-43.5 |
-0.6% |
6,939.0 |
| High |
6,799.0 |
6,752.5 |
-46.5 |
-0.7% |
6,939.0 |
| Low |
6,731.0 |
6,671.0 |
-60.0 |
-0.9% |
6,731.0 |
| Close |
6,748.5 |
6,689.5 |
-59.0 |
-0.9% |
6,748.5 |
| Range |
68.0 |
81.5 |
13.5 |
19.9% |
208.0 |
| ATR |
97.0 |
95.9 |
-1.1 |
-1.1% |
0.0 |
| Volume |
104,184 |
91,145 |
-13,039 |
-12.5% |
444,658 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,949.0 |
6,900.5 |
6,734.5 |
|
| R3 |
6,867.5 |
6,819.0 |
6,712.0 |
|
| R2 |
6,786.0 |
6,786.0 |
6,704.5 |
|
| R1 |
6,737.5 |
6,737.5 |
6,697.0 |
6,721.0 |
| PP |
6,704.5 |
6,704.5 |
6,704.5 |
6,696.0 |
| S1 |
6,656.0 |
6,656.0 |
6,682.0 |
6,639.5 |
| S2 |
6,623.0 |
6,623.0 |
6,674.5 |
|
| S3 |
6,541.5 |
6,574.5 |
6,667.0 |
|
| S4 |
6,460.0 |
6,493.0 |
6,644.5 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,430.0 |
7,297.5 |
6,863.0 |
|
| R3 |
7,222.0 |
7,089.5 |
6,805.5 |
|
| R2 |
7,014.0 |
7,014.0 |
6,786.5 |
|
| R1 |
6,881.5 |
6,881.5 |
6,767.5 |
6,844.0 |
| PP |
6,806.0 |
6,806.0 |
6,806.0 |
6,787.5 |
| S1 |
6,673.5 |
6,673.5 |
6,729.5 |
6,636.0 |
| S2 |
6,598.0 |
6,598.0 |
6,710.5 |
|
| S3 |
6,390.0 |
6,465.5 |
6,691.5 |
|
| S4 |
6,182.0 |
6,257.5 |
6,634.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,914.0 |
6,671.0 |
243.0 |
3.6% |
83.5 |
1.2% |
8% |
False |
True |
95,995 |
| 10 |
6,941.5 |
6,671.0 |
270.5 |
4.0% |
83.5 |
1.3% |
7% |
False |
True |
92,333 |
| 20 |
6,941.5 |
6,537.0 |
404.5 |
6.0% |
92.0 |
1.4% |
38% |
False |
False |
91,609 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
9.0% |
99.5 |
1.5% |
35% |
False |
False |
88,153 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
9.1% |
81.5 |
1.2% |
35% |
False |
False |
58,925 |
| 80 |
7,331.0 |
6,475.0 |
856.0 |
12.8% |
69.0 |
1.0% |
25% |
False |
False |
44,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,099.0 |
|
2.618 |
6,966.0 |
|
1.618 |
6,884.5 |
|
1.000 |
6,834.0 |
|
0.618 |
6,803.0 |
|
HIGH |
6,752.5 |
|
0.618 |
6,721.5 |
|
0.500 |
6,712.0 |
|
0.382 |
6,702.0 |
|
LOW |
6,671.0 |
|
0.618 |
6,620.5 |
|
1.000 |
6,589.5 |
|
1.618 |
6,539.0 |
|
2.618 |
6,457.5 |
|
4.250 |
6,324.5 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,712.0 |
6,735.0 |
| PP |
6,704.5 |
6,720.0 |
| S1 |
6,697.0 |
6,704.5 |
|