| 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 |
6,686.0 |
6,809.0 |
123.0 |
1.8% |
6,939.0 |
| High |
6,812.0 |
6,907.0 |
95.0 |
1.4% |
6,939.0 |
| Low |
6,686.0 |
6,789.5 |
103.5 |
1.5% |
6,731.0 |
| Close |
6,770.0 |
6,872.5 |
102.5 |
1.5% |
6,748.5 |
| Range |
126.0 |
117.5 |
-8.5 |
-6.7% |
208.0 |
| ATR |
98.0 |
100.8 |
2.8 |
2.8% |
0.0 |
| Volume |
116,919 |
118,659 |
1,740 |
1.5% |
444,658 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,209.0 |
7,158.0 |
6,937.0 |
|
| R3 |
7,091.5 |
7,040.5 |
6,905.0 |
|
| R2 |
6,974.0 |
6,974.0 |
6,894.0 |
|
| R1 |
6,923.0 |
6,923.0 |
6,883.5 |
6,948.5 |
| PP |
6,856.5 |
6,856.5 |
6,856.5 |
6,869.0 |
| S1 |
6,805.5 |
6,805.5 |
6,861.5 |
6,831.0 |
| S2 |
6,739.0 |
6,739.0 |
6,851.0 |
|
| S3 |
6,621.5 |
6,688.0 |
6,840.0 |
|
| S4 |
6,504.0 |
6,570.5 |
6,808.0 |
|
|
| 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 |
6,907.0 |
6,671.0 |
236.0 |
3.4% |
89.5 |
1.3% |
85% |
True |
False |
105,791 |
| 10 |
6,941.5 |
6,671.0 |
270.5 |
3.9% |
91.5 |
1.3% |
74% |
False |
False |
98,149 |
| 20 |
6,941.5 |
6,616.5 |
325.0 |
4.7% |
94.0 |
1.4% |
79% |
False |
False |
96,646 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.8% |
103.0 |
1.5% |
66% |
False |
False |
92,666 |
| 60 |
7,080.0 |
6,475.0 |
605.0 |
8.8% |
83.0 |
1.2% |
66% |
False |
False |
62,850 |
| 80 |
7,149.5 |
6,475.0 |
674.5 |
9.8% |
71.5 |
1.0% |
59% |
False |
False |
47,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,406.5 |
|
2.618 |
7,214.5 |
|
1.618 |
7,097.0 |
|
1.000 |
7,024.5 |
|
0.618 |
6,979.5 |
|
HIGH |
6,907.0 |
|
0.618 |
6,862.0 |
|
0.500 |
6,848.0 |
|
0.382 |
6,834.5 |
|
LOW |
6,789.5 |
|
0.618 |
6,717.0 |
|
1.000 |
6,672.0 |
|
1.618 |
6,599.5 |
|
2.618 |
6,482.0 |
|
4.250 |
6,290.0 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,864.5 |
6,844.5 |
| PP |
6,856.5 |
6,817.0 |
| S1 |
6,848.0 |
6,789.0 |
|