| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,543.00 |
6,674.50 |
131.50 |
2.0% |
6,451.25 |
| High |
6,689.00 |
6,737.25 |
48.25 |
0.7% |
6,645.00 |
| Low |
6,542.25 |
6,664.00 |
121.75 |
1.9% |
6,402.50 |
| Close |
6,676.75 |
6,666.25 |
-10.50 |
-0.2% |
6,612.75 |
| Range |
146.75 |
73.25 |
-73.50 |
-50.1% |
242.50 |
| ATR |
175.99 |
168.65 |
-7.34 |
-4.2% |
0.00 |
| Volume |
492,324 |
443,742 |
-48,582 |
-9.9% |
2,413,586 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,909.00 |
6,860.75 |
6,706.50 |
|
| R3 |
6,835.75 |
6,787.50 |
6,686.50 |
|
| R2 |
6,762.50 |
6,762.50 |
6,679.75 |
|
| R1 |
6,714.25 |
6,714.25 |
6,673.00 |
6,701.75 |
| PP |
6,689.25 |
6,689.25 |
6,689.25 |
6,683.00 |
| S1 |
6,641.00 |
6,641.00 |
6,659.50 |
6,628.50 |
| S2 |
6,616.00 |
6,616.00 |
6,652.75 |
|
| S3 |
6,542.75 |
6,567.75 |
6,646.00 |
|
| S4 |
6,469.50 |
6,494.50 |
6,626.00 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,281.00 |
7,189.25 |
6,746.00 |
|
| R3 |
7,038.50 |
6,946.75 |
6,679.50 |
|
| R2 |
6,796.00 |
6,796.00 |
6,657.25 |
|
| R1 |
6,704.25 |
6,704.25 |
6,635.00 |
6,750.00 |
| PP |
6,553.50 |
6,553.50 |
6,553.50 |
6,576.25 |
| S1 |
6,461.75 |
6,461.75 |
6,590.50 |
6,507.50 |
| S2 |
6,311.00 |
6,311.00 |
6,568.25 |
|
| S3 |
6,068.50 |
6,219.25 |
6,546.00 |
|
| S4 |
5,826.00 |
5,976.75 |
6,479.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,737.25 |
6,521.50 |
215.75 |
3.2% |
95.25 |
1.4% |
67% |
True |
False |
432,441 |
| 10 |
6,737.25 |
6,136.50 |
600.75 |
9.0% |
130.75 |
2.0% |
88% |
True |
False |
512,571 |
| 20 |
6,737.25 |
5,820.50 |
916.75 |
13.8% |
189.00 |
2.8% |
92% |
True |
False |
594,147 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.2% |
180.50 |
2.7% |
63% |
False |
False |
329,019 |
| 60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.6% |
189.25 |
2.8% |
59% |
False |
False |
219,932 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.2% |
179.50 |
2.7% |
43% |
False |
False |
165,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,048.50 |
|
2.618 |
6,929.00 |
|
1.618 |
6,855.75 |
|
1.000 |
6,810.50 |
|
0.618 |
6,782.50 |
|
HIGH |
6,737.25 |
|
0.618 |
6,709.25 |
|
0.500 |
6,700.50 |
|
0.382 |
6,692.00 |
|
LOW |
6,664.00 |
|
0.618 |
6,618.75 |
|
1.000 |
6,590.75 |
|
1.618 |
6,545.50 |
|
2.618 |
6,472.25 |
|
4.250 |
6,352.75 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,700.50 |
6,654.00 |
| PP |
6,689.25 |
6,641.75 |
| S1 |
6,677.75 |
6,629.50 |
|