| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,730.0 |
6,686.0 |
-44.0 |
-0.7% |
6,939.0 |
| High |
6,752.5 |
6,812.0 |
59.5 |
0.9% |
6,939.0 |
| Low |
6,671.0 |
6,686.0 |
15.0 |
0.2% |
6,731.0 |
| Close |
6,689.5 |
6,770.0 |
80.5 |
1.2% |
6,748.5 |
| Range |
81.5 |
126.0 |
44.5 |
54.6% |
208.0 |
| ATR |
95.9 |
98.0 |
2.2 |
2.2% |
0.0 |
| Volume |
91,145 |
116,919 |
25,774 |
28.3% |
444,658 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,134.0 |
7,078.0 |
6,839.5 |
|
| R3 |
7,008.0 |
6,952.0 |
6,804.5 |
|
| R2 |
6,882.0 |
6,882.0 |
6,793.0 |
|
| R1 |
6,826.0 |
6,826.0 |
6,781.5 |
6,854.0 |
| PP |
6,756.0 |
6,756.0 |
6,756.0 |
6,770.0 |
| S1 |
6,700.0 |
6,700.0 |
6,758.5 |
6,728.0 |
| S2 |
6,630.0 |
6,630.0 |
6,747.0 |
|
| S3 |
6,504.0 |
6,574.0 |
6,735.5 |
|
| S4 |
6,378.0 |
6,448.0 |
6,700.5 |
|
|
| 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 |
6,836.0 |
6,671.0 |
165.0 |
2.4% |
83.5 |
1.2% |
60% |
False |
False |
102,350 |
| 10 |
6,941.5 |
6,671.0 |
270.5 |
4.0% |
87.0 |
1.3% |
37% |
False |
False |
95,467 |
| 20 |
6,941.5 |
6,537.0 |
404.5 |
6.0% |
96.0 |
1.4% |
58% |
False |
False |
95,971 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.9% |
101.5 |
1.5% |
49% |
False |
False |
90,698 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
9.0% |
82.0 |
1.2% |
49% |
False |
False |
60,873 |
| 80 |
7,290.0 |
6,475.0 |
815.0 |
12.0% |
71.0 |
1.0% |
36% |
False |
False |
45,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,347.5 |
|
2.618 |
7,142.0 |
|
1.618 |
7,016.0 |
|
1.000 |
6,938.0 |
|
0.618 |
6,890.0 |
|
HIGH |
6,812.0 |
|
0.618 |
6,764.0 |
|
0.500 |
6,749.0 |
|
0.382 |
6,734.0 |
|
LOW |
6,686.0 |
|
0.618 |
6,608.0 |
|
1.000 |
6,560.0 |
|
1.618 |
6,482.0 |
|
2.618 |
6,356.0 |
|
4.250 |
6,150.5 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,763.0 |
6,760.5 |
| PP |
6,756.0 |
6,751.0 |
| S1 |
6,749.0 |
6,741.5 |
|